Z TRADING 3
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | (0.1%) | (3.7%) | (5.2%) | (3.4%) | +5.7% | +4.9% | +6.7% | (0.8%) | (3.1%) | |||
| 2012 | (0.8%) | +0.3% | (6.2%) | (0.1%) | (0.2%) | +8.8% | (2.1%) | (4.8%) | (0.6%) | (0.2%) | (0.2%) | (0.2%) |
| 2013 | (0.2%) | (0.2%) | (0.2%) | (0.2%) | (0.2%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Futures; (some stocks) |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 4/7/2011 (26 months ago) |
| System developer |
Z Trading 
(Last login to C2: 5/24/13 8:53) C2 Score: 998  Vendor has created 3 other systems. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by seven days.
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 | |
| 9/6/12 10:25 | SELL | 100 | SPY | STANDARD & POOR'S DEPOSITARY | 142.94 | 9/6 12:35 |
143.65 | Low | ($73) |
| 9/6/12 10:04 | SELL | 100 | SPY | STANDARD & POOR'S DEPOSITARY | 142.86 | 9/6 10:08 |
142.81 | Low | $3 |
| 8/29/12 16:00 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1408.25 | 8/29 20:22 |
1406.00 | Low | ($127) |
| 8/28/12 11:13 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1407.25 | 8/28 11:25 |
1407.50 | Low | ($1) |
| 8/24/12 9:58 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1396.00 | 8/24 10:04 |
1397.00 | Low | $36 |
| 8/24/12 8:49 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1395.50 | 8/24 9:12 |
1397.00 | Low | $61 |
| 8/22/12 9:57 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1409.25 | 8/22 10:04 |
1410.38 | Low | $42 |
| 8/15/12 11:26 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1402.25 | 8/15 11:33 |
1402.25 | Low | ($14) |
| 8/15/12 11:00 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1402.25 | 8/15 11:09 |
1403.25 | Low | $36 |
| 8/15/12 10:43 | BUY | 1 | @ESU2 | E-MINI S&P 500 | 1401.50 | 8/15 10:56 |
1402.75 | Low | $49 |
| 8/10/12 14:44 | SELL | 1 | @ESU2 | E-MINI S&P 500 | 1397.75 | 8/10 15:46 |
1402.00 | Low | ($227) |
| 8/10/12 12:36 | SELL | 1 | @ESU2 | E-MINI S&P 500 | 1397.25 | 8/10 12:49 |
1396.75 | Low | $11 |
| 8/9/12 12:26 | SELL | 3 | @ESU2 | E-MINI S&P 500 | 1398.58 | 8/9 22:12 |
1398.50 | Low | ($29) |
| 8/8/12 16:08 | SELL | 1 | @ESU2 | E-MINI S&P 500 | 1398.25 | 8/8 16:32 |
1397.50 | Low | $24 |
| 8/8/12 12:53 | SELL | 1 | @ESU2 | E-MINI S&P 500 | 1397.00 | 8/8 14:49 |
1396.75 | Low | ($1) |
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 | 321 |
| # Profitable | 226 (70.4%) |
| # months tracked | 26 |
| Profitable months | 5 (19.2%) |
| Avg trade duration | 1.4 hours |
| Annual return (compounded) | 10.0% |
| Average win | $75 |
| Average loss | $133 |
| Profit factor | 1.4:1 |
| Max peak-to-valley drawdown (historical) | 7.98% |
| drawdown period | April 21, 2011 to July 08, 2011 |
| Correlation w/ S&P | -0.024 |
| Sharpe ratio | 1.208 |
| Keep after worst-case slippage | 74.1% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| 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) | 0.10 |
| Average P/L per unit traded | $16.77 |
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