FDAX Dragon
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 (1.5%) (2.5%) (1.4%) (6.7%) - - - - - - - - 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 864 days.
Instruments
Futures
Strategies
Unclassified
System started
1/4/2011 (29 months ago)
System developer
Dragon Trading Partners S.A. 314 Vendor has created 9 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
4/12/11 5:00
SELL
1
XGM1
DAX INDEX 7141.50
4/12
7147.50 Low ($231)
4/12/11 4:20
SELL
1
XGM1
DAX INDEX 7182
4/12
7173.50 Low $293
4/8/11 5:21
BUY
1
XGM1
DAX INDEX 7244
4/8
7236.50 Low ($284)
4/8/11 3:22
BUY
1
XGM1
DAX INDEX 7249
4/8
7246 Low ($122)
4/8/11 3:06
SELL
1
XGM1
DAX INDEX 7235
4/8
7242.50 Low ($284)
4/7/11 4:06
BUY
1
XGM1
DAX INDEX 7238
4/7
7233 Low ($193)
4/7/11 3:23
BUY
1
XGM1
DAX INDEX 7240.50
4/7
7234.50 Low ($228)
4/7/11 3:06
BUY
1
XGM1
DAX INDEX 7239
4/7
7235 Low ($157)
4/4/11 4:20
BUY
1
XGM1
DAX INDEX 7218.50
4/4
7211.50 Low ($263)
4/4/11 4:01
BUY
1
XGM1
DAX INDEX 7214
4/4
7211 Low ($121)
3/8/11 4:03
BUY
1
XGH1
DAX INDEX 7223
3/8
7213.50 Low ($345)
2/23/11 4:20
SELL
1
XGH1
DAX INDEX 7291.50
2/23
7287.50 Low $123
2/23/11 4:04
SELL
1
XGH1
DAX INDEX 7298
2/23
7297.50 Low $3
2/23/11 3:42
SELL
1
XGH1
DAX INDEX 7291
2/23
7293 Low ($83)
2/22/11 5:22
BUY
1
XGH1
DAX INDEX 7293.50
2/22
7288 Low ($201)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
4/12/11 5:00
SELL
1
XGM1
DAX INDEX
7141.50
4/12
7147.50 Low ($231)
4/12/11 5:00
STO
1
XGM1
7141.50
4/12/11 5:01
BTC
1
XGM1
7147.50
4/12/11 4:20
SELL
1
XGM1
DAX INDEX
7182
4/12
7173.50 Low $293
4/12/11 4:20
STO
1
XGM1
7182
4/12/11 4:40
BTC
1
XGM1
7173.50
4/8/11 5:21
BUY
1
XGM1
DAX INDEX
7244
4/8
7236.50 Low ($284)
4/8/11 5:21
BTO
1
XGM1
7244
4/8/11 5:34
STC
1
XGM1
7236.50
4/8/11 3:22
BUY
1
XGM1
DAX INDEX
7249
4/8
7246 Low ($122)
4/8/11 3:22
BTO
1
XGM1
7249
4/8/11 3:31
STC
1
XGM1
7246
4/8/11 3:06
SELL
1
XGM1
DAX INDEX
7235
4/8
7242.50 Low ($284)
4/8/11 3:06
STO
1
XGM1
7235
4/8/11 3:08
BTC
1
XGM1
7242.50
4/7/11 4:06
BUY
1
XGM1
DAX INDEX
7238
4/7
7233 Low ($193)
4/7/11 4:06
BTO
1
XGM1
7238
4/7/11 4:21
STC
1
XGM1
7233
4/7/11 3:23
BUY
1
XGM1
DAX INDEX
7240.50
4/7
7234.50 Low ($228)
4/7/11 3:23
BTO
1
XGM1
7240.50
4/7/11 3:31
STC
1
XGM1
7234.50
4/7/11 3:06
BUY
1
XGM1
DAX INDEX
7239
4/7
7235 Low ($157)
4/7/11 3:06
BTO
1
XGM1
7239
4/7/11 3:11
STC
1
XGM1
7235
4/4/11 4:20
BUY
1
XGM1
DAX INDEX
7218.50
4/4
7211.50 Low ($263)
4/4/11 4:20
BTO
1
XGM1
7218.50
4/4/11 4:22
STC
1
XGM1
7211.50
4/4/11 4:01
BUY
1
XGM1
DAX INDEX
7214
4/4
7211 Low ($121)
4/4/11 4:01
BTO
1
XGM1
7214
4/4/11 4:11
STC
1
XGM1
7211
3/8/11 4:03
BUY
1
XGH1
DAX INDEX
7223
3/8
7213.50 Low ($345)
3/8/11 4:03
BTO
1
XGH1
7223
3/8/11 4:07
STC
1
XGH1
7213.50
2/23/11 4:20
SELL
1
XGH1
DAX INDEX
7291.50
2/23
7287.50 Low $123
2/23/11 4:20
STO
1
XGH1
7291.50
2/23/11 4:26
BTC
1
XGH1
7287.50
2/23/11 4:04
SELL
1
XGH1
DAX INDEX
7298
2/23
7297.50 Low $3
2/23/11 4:04
STO
1
XGH1
7298
2/23/11 4:13
BTC
1
XGH1
7297.50
2/23/11 3:42
SELL
1
XGH1
DAX INDEX
7291
2/23
7293 Low ($83)
2/23/11 3:42
STO
1
XGH1
7291
2/23/11 3:50
BTC
1
XGH1
7293
2/22/11 5:22
BUY
1
XGH1
DAX INDEX
7293.50
2/22
7288 Low ($201)
2/22/11 5:22
BTO
1
XGH1
7293.50
2/22/11 5:34
STC
1
XGH1
7288
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 39 # Profitable 13 (33.3%) # months tracked 29 Profitable months Avg trade duration 1.4 hours Annual return (compounded) -4.1% Average win $561 Average loss $371 Profit factor 0.8:1 Max peak-to-valley drawdown (historical) 18.26% drawdown period Jan 24, 2011 to April 08, 2011 Correlation w/ S&P 0.027 Sharpe ratio -0.999 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 82.9% Chance of 20% account loss 0.0% 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) -0.17 Average P/L per unit traded ($71.35)
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