no name
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 (40.8%) (29%) (18.8%) (29.9%) (11.7%) +60.4% (8.8%) (3.3%) (3.4%) (3.5%) 2012 (3.6%) (3.7%) (3.9%) (4%) (4.2%) (4.4%) (4.6%) (4.8%) (5.1%) (5.3%) (5.6%) (6%) 2013 (6.4%) (6.8%) (7.3%) (7.9%) -
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 787 days.
Instruments
Futures
Strategies
System started
3/27/2011 (26 months ago)
System developer
futurm * 998 Vendor has created 14 other systems. Show The name of this system has been changed 1 time. Show Original name Changed to When changed Sparkling Futures no name 4/5/11 18:36
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
8/24/11 21:43
SELL
1
@JYU1
JAPANESE YEN 0.012998
9/19
0.013026 Very ($364)
7/12/11 19:00
BUY
1
@WU1
WHEAT 671 3/4
8/22
735 Extreme $3,149
7/10/11 18:00
BUY
1
@SFU1
SWISS FRANC 1.1965
7/11
1.1964 High ($26)
7/10/11 18:00
BUY
1
@BPU1
BRITISH POUND 1.6021
7/11
1.5898 Extreme ($783)
6/21/11 19:00
BUY
1
@BON1
SOYBEAN OIL 56.57
6/23
55.23 Very ($818)
6/2/11 18:00
SELL
1
@SFM1
SWISS FRANC 1.1867
6/13
1.1946 Extreme ($1,002)
5/27/11 2:09
SELL
1
@CTN1
COTTON - #2 15200
5/31
16102 Extreme ($4,524)
5/25/11 18:00
BUY
1
@SFM1
SWISS FRANC 1.1463
5/26
1.1659 Low $2,436
5/19/11 18:00
BUY
1
QGCM1
Gold 100 oz 1494
5/25
1525.20 Very $3,106
5/1/11 18:00
BUY
1
QHOM1
Heating Oil 3.2840
5/2
3.2276 Extreme ($2,383)
3/27/11 18:00
SELL
1
QHOK1
Heating Oil 3.0670
4/5
3.1803 Extreme ($4,773)
3/30/11 19:00
SELL
1
@WK1
WHEAT 726 3/4
3/31
771 3/4 Extreme ($2,261)
3/28/11 19:00
SELL
1
@SK1
SOYBEANS 1345 1/4
3/31
1398 3/4 Extreme ($2,690)
3/28/11 4:00
BUY
1
@CCK1
COCOA 3222
3/29
3067 High ($1,564)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
8/24/11 21:43
SELL
1
@JYU1
JAPANESE YEN
0.012998
9/19
0.013026 Very ($364)
8/24/11 21:43
STO
1
@JYU1
0.012998
9/19/11 9:26
BTC
1
@JYU1
0.013026
7/12/11 19:00
BUY
1
@WU1
WHEAT
671 3/4
8/22
735 Extreme $3,149
7/12/11 19:00
BTO
1
@WU1
671 3/4
8/22/11 19:00
STC
1
@WU1
735
7/10/11 18:00
BUY
1
@SFU1
SWISS FRANC
1.1965
7/11
1.1964 High ($26)
7/10/11 18:00
BTO
1
@SFU1
1.1965
7/11/11 18:00
STC
1
@SFU1
1.1964
7/10/11 18:00
BUY
1
@BPU1
BRITISH POUND
1.6021
7/11
1.5898 Extreme ($783)
7/10/11 18:00
BTO
1
@BPU1
1.6021
7/11/11 18:00
STC
1
@BPU1
1.5898
6/21/11 19:00
BUY
1
@BON1
SOYBEAN OIL
56.57
6/23
55.23 Very ($818)
6/21/11 19:00
BTO
1
@BON1
56.57
6/23/11 10:30
STC
1
@BON1
55.23
6/2/11 18:00
SELL
1
@SFM1
SWISS FRANC
1.1867
6/13
1.1946 Extreme ($1,002)
6/2/11 18:00
STO
1
@SFM1
1.1867
6/13/11 10:32
BTC
1
@SFM1
1.1946
5/27/11 2:09
SELL
1
@CTN1
COTTON - #2
15200
5/31
16102 Extreme ($4,524)
5/27/11 2:09
STO
1
@CTN1
15200
5/31/11 21:00
BTC
1
@CTN1
16102
5/25/11 18:00
BUY
1
@SFM1
SWISS FRANC
1.1463
5/26
1.1659 Low $2,436
5/25/11 18:00
BTO
1
@SFM1
1.1463
5/26/11 23:17
STC
1
@SFM1
1.1659
5/19/11 18:00
BUY
1
QGCM1
Gold 100 oz
1494
5/25
1525.20 Very $3,106
5/19/11 18:00
BTO
1
QGCM1
1494
5/25/11 18:00
STC
1
QGCM1
1525.20
5/1/11 18:00
BUY
1
QHOM1
Heating Oil
3.2840
5/2
3.2276 Extreme ($2,383)
5/1/11 18:00
BTO
1
QHOM1
3.2840
5/2/11 5:08
STC
1
QHOM1
3.2276
3/27/11 18:00
SELL
1
QHOK1
Heating Oil
3.0670
4/5
3.1803 Extreme ($4,773)
3/27/11 18:00
STO
1
QHOK1
3.0670
4/5/11 11:04
BTC
1
QHOK1
3.1803
3/30/11 19:00
SELL
1
@WK1
WHEAT
726 3/4
3/31
771 3/4 Extreme ($2,261)
3/30/11 19:00
STO
1
@WK1
726 3/4
3/31/11 13:41
BTC
1
@WK1
771 3/4
3/28/11 19:00
SELL
1
@SK1
SOYBEANS
1345 1/4
3/31
1398 3/4 Extreme ($2,690)
3/28/11 19:00
STO
1
@SK1
1345 1/4
3/31/11 10:30
BTC
1
@SK1
1398 3/4
3/28/11 4:00
BUY
1
@CCK1
COCOA
3222
3/29
3067 High ($1,564)
3/28/11 4:00
BTO
1
@CCK1
3222
3/29/11 11:44
STC
1
@CCK1
3067
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Statistics Analytics All Statistics Based on Hypothetical Results Trades 14 # Profitable 3 (21.4%) # months tracked 27 Profitable months 1 (3.7%) Avg trade duration 7.6 days Annual return (compounded) -35.7% Average win $2,910 Average loss $1,912 Profit factor 0.4:1 Max peak-to-valley drawdown (historical) 82.89% drawdown period March 29, 2011 to Aug 08, 2011 Correlation w/ S&P 0.081 Sharpe ratio -1.076 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 1.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.49 Average P/L per unit traded ($878.64)
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