CL Dragon
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2010 (6.2%) (14.4%) 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 949 days.
Instruments
Futures
Strategies
Technical analysis
System started
11/12/2010 (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
12/21/10 11:29
BUY
2
QCLG1
CRUDE OIL 89.89
12/21
89.72 Normal ($358)
12/15/10 13:33
BUY
2
QCLF1
CRUDE OIL 88.74
12/15
88.46 Normal ($598)
12/10/10 11:21
SELL
2
QCLF1
CRUDE OIL 87.72
12/10
87.79 Low ($168)
12/7/10 12:10
SELL
2
QCLF1
CRUDE OIL 88.46
12/7
88.89 Normal ($898)
12/6/10 11:56
SELL
2
QCLF1
CRUDE OIL 88.77
12/6
88.78 n/a ($48)
12/6/10 9:37
BUY
2
QCLF1
CRUDE OIL 89.42
12/6
88.79 Normal ($1,298)
11/30/10 10:44
BUY
2
QCLF1
CRUDE OIL 85.33
11/30
85.01 Normal ($658)
11/26/10 12:46
BUY
2
QCLF1
CRUDE OIL 83.77
11/26
83.75 Low ($68)
11/17/10 9:13
SELL
2
QCLZ0
CRUDE OIL 81.53
11/17
82.30 Normal ($1,558)
11/16/10 9:54
SELL
2
QCLZ0
CRUDE OIL 83.26
11/16
82.88 Low $732
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
12/21/10 11:29
BUY
2
QCLG1
CRUDE OIL
89.89
12/21
89.72 Normal ($358)
12/21/10 11:29
BTO
1
QCLG1
89.87
12/21/10 11:29
BTO
1
QCLG1
89.90
12/21/10 13:11
STC
2
QCLG1
89.72
12/15/10 13:33
BUY
2
QCLF1
CRUDE OIL
88.74
12/15
88.46 Normal ($598)
12/15/10 13:33
BTO
1
QCLF1
88.75
12/15/10 13:33
BTO
1
QCLF1
88.74
12/15/10 16:00
STC
2
QCLF1
88.46
12/10/10 11:21
SELL
2
QCLF1
CRUDE OIL
87.72
12/10
87.79 Low ($168)
12/10/10 11:21
STO
1
QCLF1
87.72
12/10/10 11:22
STO
1
QCLF1
87.72
12/10/10 11:24
BTC
1
QCLF1
87.56
12/10/10 12:17
BTC
1
QCLF1
88.02
12/7/10 12:10
SELL
2
QCLF1
CRUDE OIL
88.46
12/7
88.89 Normal ($898)
12/7/10 12:10
STO
1
QCLF1
88.47
12/7/10 12:10
STO
1
QCLF1
88.44
12/7/10 12:34
BTC
1
QCLF1
88.89
12/7/10 12:34
BTC
1
QCLF1
88.89
12/6/10 11:56
SELL
2
QCLF1
CRUDE OIL
88.77
12/6
88.78 n/a ($48)
12/6/10 11:56
STO
2
QCLF1
88.77
12/6/10 11:56
BTC
2
QCLF1
88.78
12/6/10 9:37
BUY
2
QCLF1
CRUDE OIL
89.42
12/6
88.79 Normal ($1,298)
12/6/10 9:37
BTO
1
QCLF1
89.42
12/6/10 9:37
BTO
1
QCLF1
89.43
12/6/10 11:56
STC
1
QCLF1
88.79
12/6/10 11:56
STC
1
QCLF1
88.79
11/30/10 10:44
BUY
2
QCLF1
CRUDE OIL
85.33
11/30
85.01 Normal ($658)
11/30/10 10:44
BTO
1
QCLF1
85.33
11/30/10 10:44
BTO
1
QCLF1
85.33
11/30/10 11:29
STC
1
QCLF1
85.02
11/30/10 11:29
STC
1
QCLF1
85.01
11/26/10 12:46
BUY
2
QCLF1
CRUDE OIL
83.77
11/26
83.75 Low ($68)
11/26/10 12:46
BTO
1
QCLF1
83.77
11/26/10 12:46
BTO
1
QCLF1
83.77
11/26/10 14:54
STC
2
QCLF1
83.75
11/17/10 9:13
SELL
2
QCLZ0
CRUDE OIL
81.53
11/17
82.30 Normal ($1,558)
11/17/10 9:13
STO
1
QCLZ0
81.53
11/17/10 9:13
STO
1
QCLZ0
81.54
11/17/10 10:30
BTC
2
QCLZ0
82.30
11/16/10 9:54
SELL
2
QCLZ0
CRUDE OIL
83.26
11/16
82.88 Low $732
11/16/10 9:54
STO
1
QCLZ0
83.26
11/16/10 9:54
STO
1
QCLZ0
83.25
11/16/10 10:00
BTC
1
QCLZ0
83.19
11/16/10 11:43
BTC
1
QCLZ0
82.56
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Statistics Analytics All Statistics Based on Hypothetical Results Trades 10 # Profitable 1 (10.0%) # months tracked 32 Profitable months Avg trade duration 1.4 hours Annual return (compounded) -7.6% Average win $760 Average loss $600 Profit factor 0.1:1 Max peak-to-valley drawdown (historical) 20.96% drawdown period Nov 16, 2010 to Dec 23, 2010 Correlation w/ S&P -0.245 Sharpe ratio -2.829 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 4.8% Chance of 30% account loss 0.0%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.89 Average P/L per unit traded ($232.00)
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