Suryananda neural net
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +2.2% | (10.1%) | +1.2% | +14.1% | +21.9% | (24.3%) | +85.3% | +14.2% | +8.3% | +8.2% | (2.7%) | (11.7%) |
| 2012 | +9.7% | +38.2% | (1.3%) | +5.4% | (17.4%) | +6.8% | (10.3%) | +0.9% | +12.5% | +1.3% | +1.2% | +0.9% |
| 2013 | +10.8% | (0.1%) | (5.7%) | +1.6% | +0.3% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Forex; (some stocks, futures) |
|---|---|
| Strategies | Unclassified |
| System started | 1/1/2011 (29 months ago) |
| System developer |
Suryananda Trading Systems 
(Last login to C2: 2/13/13 13:02) C2 Score: 980  Vendor has created 1 other system. Show |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/8/12 4:47 | BUY | 5 | EUR/USD | 1.30176 | 9/14 9:50 |
1.31400 | High | $607 | |
| 4/20/12 12:45 | SELL | 1 | @USM2 | US T-BOND | 141 26/32 | 5/8 11:15 |
144 25/32 | High | ($2,983) |
| 5/6/12 18:47 | BUY | 5 | EUR/USD | 1.29780 | 5/7 21:49 |
1.30334 | Low | $272 | |
| 5/6/12 18:54 | SELL | 2 | USD/CAD | 0.99782 | 5/7 21:47 |
0.99422 | Low | $70 | |
| 4/20/12 12:47 | SELL | 4 | GBP/USD | 1.61164 | 5/6 19:06 |
1.61244 | Low | ($36) | |
| 4/20/12 12:50 | SELL | 2 | EUR/CHF | 1.20135 | 5/4 12:14 |
1.20130 | Low | ($1) | |
| 4/20/12 13:20 | SELL | 2 | EUR/USD | 1.32149 | 5/4 12:01 |
1.30924 | Low | $243 | |
| 4/20/12 12:48 | SELL | 2 | GBP/JPY | 131.501 | 5/3 6:39 |
130.084 | Low | $351 | |
| 4/24/12 9:40 | BUY | 300 | X | UNITED STATES STEEL CORP | 27.32 | 4/24 12:43 |
28.15 | Low | $243 |
| 4/13/12 6:37 | BUY | 2 | EUR/USD | 1.31635 | 4/20 10:33 |
1.32191 | Low | $109 | |
| 4/18/12 9:30 | BUY | 2 | USD/CAD | 0.98979 | 4/19 18:52 |
0.99491 | Low | $101 | |
| 4/9/12 9:30 | BUY | 500 | BAC | BANK OF AMERICA CORP | 9.04 | 4/19 9:30 |
9.17 | Low | $55 |
| 4/6/12 8:54 | BUY | 2 | GBP/JPY | 129.482 | 4/18 9:25 |
129.959 | Low | $115 | |
| 4/13/12 6:07 | BUY | 1 | @USM2 | US T-BOND | 141 3/32 | 4/16 5:47 |
141 18/32 | Low | $454 |
| 4/13/12 6:14 | SELL | 4 | EUR/GBP | 0.82568 | 4/13 6:14 |
0.82597 | Low | ($22) | |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 219 |
| # Profitable | 167 (76.3%) |
| # months tracked | 29 |
| Profitable months | 20 (69.0%) |
| Avg trade duration | 10.2 days |
| Annual return (compounded) | 74.1% |
| Average win | $254 |
| Average loss | $287 |
| Profit factor | 2.8:1 |
| Max peak-to-valley drawdown (historical) | 33.29% |
| drawdown period | Nov 14, 2011 to Jan 16, 2012 |
| Correlation w/ S&P | 0.027 |
| Sharpe ratio | 1.384 |
| Keep after worst-case slippage | 94.6% |
| 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) | 0.39 |
| Average P/L per unit traded | $58.16 |
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