Dragon Diversified
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2010 - (26%) - 2011 - - - - - - - - - - - - 2012 - - - - - - - - - - - - 2013 - - - - - -
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 961 days.
Instruments
Futures
Strategies
Unclassified
System started
10/31/2010 (32 months ago)
System developer
Dragon Trading Partners S.A. 316 Vendor has created 9 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
11/17/10 10:34
SELL
1
@BOF1
SOYBEAN OIL 49.95
11/24
50.80 High ($524)
11/23/10 11:22
BUY
1
@QGF1
MINY NATURAL GAS 4.39
11/24
4.41 Low $49
11/24/10 6:58
BUY
1
@USZ0
US T-BOND 127 31/32
11/24
126 28/32 High ($1,108)
11/17/10 5:04
SELL
1
@HEG1
LEAN HOGS 73.725
11/18
75.525 Normal ($734)
11/17/10 3:39
SELL
1
@SBH1
Sugar #11 25.56
11/17
26.99 High ($1,616)
11/11/10 20:32
SELL
1
@DXZ0
US Dollar Index 78.38
11/16
79.01 Normal ($644)
11/2/10 20:24
BUY
1
@LEZ0
LIVE CATTLE 98.20
11/11
98.35 Normal $46
11/4/10 21:01
BUY
1
@SF1
SOYBEANS 1279
11/10
1319 Normal $1,986
11/8/10 2:51
BUY
1
@WZ0
WHEAT 725 1/4
11/9
701 1/4 Normal ($1,217)
11/5/10 5:00
SELL
1
@CCZ0
COCOA 2747
11/8
2785 Low ($394)
11/3/10 14:14
SELL
1
@DXZ0
US Dollar Index 77.28
11/5
76.58 Low $686
11/3/10 6:58
SELL
1
@USZ0
US T-BOND 132 7/32
11/3
132 31/32 Normal ($764)
11/1/10 1:38
BUY
1
@WZ0
WHEAT 727 1/4
11/1
708 1/4 Normal ($964)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
11/17/10 10:34
SELL
1
@BOF1
SOYBEAN OIL
49.95
11/24
50.80 High ($524)
11/17/10 10:34
STO
1
@BOF1
49.95
11/24/10 19:06
BTC
1
@BOF1
50.80
11/23/10 11:22
BUY
1
@QGF1
MINY NATURAL GAS
4.39
11/24
4.41 Low $49
11/23/10 11:22
BTO
1
@QGF1
4.39
11/24/10 19:06
STC
1
@QGF1
4.42
11/24/10 6:58
BUY
1
@USZ0
US T-BOND
127 31/32
11/24
126 28/32 High ($1,108)
11/24/10 6:58
BTO
1
@USZ0
127 31/32
11/24/10 10:46
STC
1
@USZ0
126 28/32
11/17/10 5:04
SELL
1
@HEG1
LEAN HOGS
73.725
11/18
75.525 Normal ($734)
11/17/10 5:04
STO
1
@HEG1
73.725
11/18/10 13:20
BTC
1
@HEG1
75.525
11/17/10 3:39
SELL
1
@SBH1
Sugar #11
25.56
11/17
26.99 High ($1,616)
11/17/10 3:39
STO
1
@SBH1
25.56
11/17/10 8:10
BTC
1
@SBH1
26.99
11/11/10 20:32
SELL
1
@DXZ0
US Dollar Index
78.38
11/16
79.01 Normal ($644)
11/11/10 20:32
STO
1
@DXZ0
78.38
11/16/10 10:35
BTC
1
@DXZ0
79.01
11/2/10 20:24
BUY
1
@LEZ0
LIVE CATTLE
98.20
11/11
98.35 Normal $46
11/2/10 20:24
BTO
1
@LEZ0
98.20
11/11/10 22:11
STC
1
@LEZ0
98.35
11/4/10 21:01
BUY
1
@SF1
SOYBEANS
1279
11/10
1319 Normal $1,986
11/4/10 21:01
BTO
1
@SF1
1279
11/10/10 13:10
STC
1
@SF1
1319
11/8/10 2:51
BUY
1
@WZ0
WHEAT
725 1/4
11/9
701 1/4 Normal ($1,217)
11/8/10 2:51
BTO
1
@WZ0
725 1/4
11/9/10 23:08
STC
1
@WZ0
701 1/4
11/5/10 5:00
SELL
1
@CCZ0
COCOA
2747
11/8
2785 Low ($394)
11/5/10 5:00
STO
1
@CCZ0
2747
11/8/10 11:45
BTC
1
@CCZ0
2785
11/3/10 14:14
SELL
1
@DXZ0
US Dollar Index
77.28
11/5
76.58 Low $686
11/3/10 14:14
STO
1
@DXZ0
77.28
11/5/10 8:30
BTC
1
@DXZ0
76.58
11/3/10 6:58
SELL
1
@USZ0
US T-BOND
132 7/32
11/3
132 31/32 Normal ($764)
11/3/10 6:58
STO
1
@USZ0
132 7/32
11/3/10 14:16
BTC
1
@USZ0
132 31/32
11/1/10 1:38
BUY
1
@WZ0
WHEAT
727 1/4
11/1
708 1/4 Normal ($964)
11/1/10 1:38
BTO
1
@WZ0
727 1/4
11/1/10 11:00
STC
1
@WZ0
708 1/4
<< More recent
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Statistics Analytics All Statistics Based on Hypothetical Results Trades 13 # Profitable 4 (30.8%) # months tracked 33 Profitable months Avg trade duration 2.9 days Annual return (compounded) -10.4% Average win $705 Average loss $870 Profit factor 0.4:1 Max peak-to-valley drawdown (historical) 32.44% drawdown period Nov 09, 2010 to Nov 24, 2010 Correlation w/ S&P -0.348 Sharpe ratio -1.752 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 87.8% Chance of 20% account loss 47.6% Chance of 30% account loss 9.3%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.60 Average P/L per unit traded ($385.85)
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