Cambist Fund
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2010 +0.3% (38.3%) 2011 (0.8%) - (0.8%) (0.8%) (0.8%) (1.7%) (0.9%) (0.9%) (0.9%) - (1.8%) (0.9%) 2012 (0.9%) (0.9%) (0.9%) (0.9%) (0.9%) (0.9%) (1%) (1%) (1%) (1%) (1%) (1%) 2013 (1%) (1%) - (2.1%) -
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 899 days.
Instruments
Forex
Strategies
Technical analysis
System started
11/30/2010 (30 months ago)
System developer
Cambist Capital 19
What is the C2 Score?
Recently Closed Trades CSV Details System creator requested that closed trades data below be delayed by 12 hours.
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
12/15/10 12:40
BUY
3
GBP/JPY
131.052
12/21
129.500 Extreme ($560)
12/15/10 15:39
BUY
3
EUR/USD
1.32335
12/17
1.31600 High ($224)
12/15/10 10:20
BUY
2
GBP/USD
1.56045
12/17
1.55150 High ($181)
12/15/10 11:43
BUY
2
EUR/USD
1.32857
12/15
1.32150 Normal ($143)
12/15/10 8:57
BUY
2
USD/CAD
1.00431
12/15
1.00050 Normal ($78)
12/13/10 20:00
SELL
1
GBP/JPY
132.450
12/15
131.150 Low $154
12/14/10 17:48
BUY
1
USD/CAD
1.00510
12/14
1.00800 Low $28
12/14/10 1:36
SELL
1
EUR/USD
1.34050
12/14
1.34570 Low ($53)
12/13/10 13:31
BUY
1
GBP/JPY
132.150
12/13
132.441 Low $34
12/8/10 9:50
BUY
1
USD/CAD
1.00700
12/13
1.00608 Low ($10)
12/8/10 20:14
SELL
1
AUD/USD
0.98640
12/13
0.99550 Normal ($92)
12/8/10 8:52
SELL
1
GBP/USD
1.58037
12/13
1.58680 Normal ($65)
12/8/10 9:46
SELL
4
EUR/USD
1.32400
12/13
1.33300 High ($364)
12/8/10 8:51
SELL
1
USD/JPY
83.950
12/8
84.019 Low ($9)
12/7/10 5:34
SELL
3
GBP/JPY
131.141
12/8
131.990 High ($307)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
12/15/10 12:40
BUY
3
GBP/JPY
131.052
12/21
129.500 Extreme ($560)
12/15/10 12:40
BTO
1
GBP/JPY
130.980
12/15/10 15:39
BTO
1
GBP/JPY
131.022
12/17/10 1:27
BTO
1
GBP/JPY
131.155
12/21/10 6:52
STC
1
GBP/JPY
129.500
12/21/10 6:54
STC
1
GBP/JPY
129.500
12/21/10 6:54
STC
1
GBP/JPY
129.500
12/15/10 15:39
BUY
3
EUR/USD
1.32335
12/17
1.31600 High ($224)
12/15/10 15:39
BTO
2
EUR/USD
1.32338
12/17/10 9:38
BTO
1
EUR/USD
1.32329
12/17/10 10:39
STC
2
EUR/USD
1.31600
12/17/10 10:39
STC
1
EUR/USD
1.31600
12/15/10 10:20
BUY
2
GBP/USD
1.56045
12/17
1.55150 High ($181)
12/15/10 10:20
BTO
1
GBP/USD
1.56300
12/15/10 13:04
BTO
1
GBP/USD
1.55790
12/17/10 9:18
STC
1
GBP/USD
1.55150
12/17/10 9:18
STC
1
GBP/USD
1.55150
12/15/10 11:43
BUY
2
EUR/USD
1.32857
12/15
1.32150 Normal ($143)
12/15/10 11:43
BTO
1
EUR/USD
1.33100
12/15/10 12:41
BTO
1
EUR/USD
1.32614
12/15/10 14:45
STC
1
EUR/USD
1.32150
12/15/10 14:45
STC
1
EUR/USD
1.32150
12/15/10 8:57
BUY
2
USD/CAD
1.00431
12/15
1.00050 Normal ($78)
12/15/10 8:57
BTO
1
USD/CAD
1.00480
12/15/10 11:18
BTO
1
USD/CAD
1.00383
12/15/10 13:00
STC
1
USD/CAD
1.00050
12/15/10 13:00
STC
1
USD/CAD
1.00050
12/13/10 20:00
SELL
1
GBP/JPY
132.450
12/15
131.150 Low $154
12/13/10 20:00
STO
1
GBP/JPY
132.450
12/15/10 7:36
BTC
1
GBP/JPY
131.150
12/14/10 17:48
BUY
1
USD/CAD
1.00510
12/14
1.00800 Low $28
12/14/10 17:48
BTO
1
USD/CAD
1.00510
12/14/10 22:07
STC
1
USD/CAD
1.00800
12/14/10 1:36
SELL
1
EUR/USD
1.34050
12/14
1.34570 Low ($53)
12/14/10 1:36
STO
1
EUR/USD
1.34050
12/14/10 2:54
BTC
1
EUR/USD
1.34570
12/13/10 13:31
BUY
1
GBP/JPY
132.150
12/13
132.441 Low $34
12/13/10 13:31
BTO
1
GBP/JPY
132.150
12/13/10 19:59
STC
1
GBP/JPY
132.441
12/8/10 9:50
BUY
1
USD/CAD
1.00700
12/13
1.00608 Low ($10)
12/8/10 9:50
BTO
1
USD/CAD
1.00700
12/13/10 13:23
STC
1
USD/CAD
1.00608
12/8/10 20:14
SELL
1
AUD/USD
0.98640
12/13
0.99550 Normal ($92)
12/8/10 20:14
STO
1
AUD/USD
0.98640
12/13/10 13:07
BTC
1
AUD/USD
0.99550
12/8/10 8:52
SELL
1
GBP/USD
1.58037
12/13
1.58680 Normal ($65)
12/8/10 8:52
STO
1
GBP/USD
1.58037
12/13/10 11:05
BTC
1
GBP/USD
1.58680
12/8/10 9:46
SELL
4
EUR/USD
1.32400
12/13
1.33300 High ($364)
12/8/10 9:46
STO
1
EUR/USD
1.32666
12/8/10 13:47
STO
1
EUR/USD
1.32544
12/9/10 12:43
STO
1
EUR/USD
1.32150
12/10/10 11:08
STO
1
EUR/USD
1.32241
12/13/10 8:57
BTC
1
EUR/USD
1.33000
12/13/10 10:01
BTC
1
EUR/USD
1.33300
12/13/10 10:20
BTC
1
EUR/USD
1.33450
12/13/10 10:20
BTC
1
EUR/USD
1.33450
12/8/10 8:51
SELL
1
USD/JPY
83.950
12/8
84.019 Low ($9)
12/8/10 8:51
STO
1
USD/JPY
83.950
12/8/10 13:46
BTC
1
USD/JPY
84.019
12/7/10 5:34
SELL
3
GBP/JPY
131.141
12/8
131.990 High ($307)
12/7/10 5:34
STO
1
GBP/JPY
130.650
12/7/10 10:12
STO
1
GBP/JPY
131.262
12/7/10 13:55
BTC
1
GBP/JPY
131.650
12/7/10 19:04
STO
1
GBP/JPY
131.510
12/8/10 5:46
BTC
1
GBP/JPY
132.160
12/8/10 5:46
BTC
1
GBP/JPY
132.160
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 18 # Profitable 5 (27.8%) # months tracked 31 Profitable months 1 (3.2%) Avg trade duration 2.4 days Annual return (compounded) -16.9% Average win $143 Average loss $167 Profit factor 0.3:1 Max peak-to-valley drawdown (historical) 43.73% drawdown period Dec 06, 2010 to Dec 21, 2010 Correlation w/ S&P 0.224 Sharpe ratio -1.932 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 100.0%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.67 Average P/L per unit traded
Reviews No reviews have been written yet.
Subscribe to System Subscriptions cost $20 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
The Cambist fund trades FX for short-term swing trades.
read more... - This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
Model Account Status Started $4,000 Buy Power $2,534 Cash $1 Equity $1 Cumulative $ ($1,465) Total System Equity $2,534 Margined $1 Open P/L $0 System vendor has delayed data by 12 hours for non-subs.
Non-Farm Payrolls Cambist Capital at 12/6/10 16:45ET Hi Blackbox,
Sorry for the late reply, I'm still getting used to the C2 platform and didn't see your response here on the thread.
I ...
Non-Farm Payrolls Black Box at 12/2/10 19:35ET That sounds really interesting cambist - why from a technical analysis standpoint would you be really happy if some of those orders get filled ?
~Black Box
Non-Farm Payrolls Cambist Capital at 12/2/10 19:00ET I'm expecting some volatility with tomorrow's non-farm payrolls number and have a few orders resting outside of today's ranges on three diff...
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