WSS_Gold100oz
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +7.7% | (4.6%) | +4.7% | +0.3% | +19.7% | +13.2% | +26.0% | +26.6% | ||||
| 2012 | (6.4%) | +16.9% | +0.1% | (2.3%) | (4.6%) | +16.1% | +3.9% | +4.9% | +3.7% | (3.9%) | +3.4% | (4.8%) |
| 2013 | +3.3% | +3.5% | (3%) | +8.6% | +5.5% |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Unclassified |
| System started | 5/2/2011 (25 months ago) |
| System developer |
WSS 
(Last login to C2: 5/24/13 6:18) C2 Score: 1000  Vendor has created 6 other systems. Show |
System creator requested that closed trades data below be delayed by 6 hours.
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 | |
| 5/23/13 5:15 | BUY | 1 | QGCM3 | Gold 100 oz | 1386.83 | 5/24 0:45 |
1395.52 | Low | $856 |
| 5/23/13 0:45 | SELL | 1 | QGCM3 | Gold 100 oz | 1371.11 | 5/23 5:15 |
1386.69 | Low | ($1,573) |
| 5/22/13 17:14 | BUY | 1 | QGCM3 | Gold 100 oz | 1368.69 | 5/23 0:45 |
1371.12 | Low | $228 |
| 5/21/13 22:30 | SELL | 1 | QGCM3 | Gold 100 oz | 1375.57 | 5/22 17:14 |
1368.44 | Normal | $699 |
| 5/16/13 9:45 | BUY | 1 | QGCM3 | Gold 100 oz | 1377.67 | 5/21 22:30 |
1375.59 | Normal | ($222) |
| 5/14/13 20:15 | SELL | 1 | QGCM3 | Gold 100 oz | 1425.49 | 5/16 9:45 |
1377.57 | Low | $4,778 |
| 5/10/13 16:30 | BUY | 1 | QGCM3 | Gold 100 oz | 1445.76 | 5/14 20:15 |
1425.64 | Low | ($2,026) |
| 5/9/13 0:45 | SELL | 1 | QGCM3 | Gold 100 oz | 1472.05 | 5/10 16:30 |
1445.57 | Low | $2,634 |
| 5/1/13 16:30 | BUY | 1 | QGCM3 | Gold 100 oz | 1456.56 | 5/9 0:45 |
1472.17 | Low | $1,547 |
| 4/30/13 20:15 | SELL | 1 | QGCM3 | Gold 100 oz | 1476.82 | 5/1 16:30 |
1456.33 | n/a | $2,035 |
| 4/30/13 7:30 | BUY | 1 | QGCM3 | Gold 100 oz | 1473 | 4/30 20:15 |
1476.88 | Low | $374 |
| 4/28/13 22:30 | SELL | 1 | QGCM3 | Gold 100 oz | 1470.69 | 4/30 7:30 |
1472.40 | Low | ($185) |
| 4/26/13 9:45 | BUY | 1 | QGCM3 | Gold 100 oz | 1469.71 | 4/28 22:30 |
1470.66 | Low | $81 |
| 4/25/13 20:15 | SELL | 1 | QGCM3 | Gold 100 oz | 1471.14 | 4/26 9:45 |
1469.70 | Low | $130 |
| 4/24/13 0:45 | BUY | 1 | QGCM3 | Gold 100 oz | 1422.49 | 4/25 20:15 |
1471.26 | Low | $4,863 |
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.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 402 |
| # Profitable | 212 (52.7%) |
| # months tracked | 25 |
| Profitable months | 18 (72.0%) |
| Avg trade duration | 1.9 days |
| Annual return (compounded) | 91.5% |
| Average win | $1,594 |
| Average loss | $1,035 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 31.68% |
| drawdown period | Aug 22, 2011 to Sept 09, 2011 |
| Correlation w/ S&P | -0.043 |
| Sharpe ratio | 2.305 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 33.5% |
| Chance of 20% account loss | 8.5% |
| Chance of 30% account loss | 3.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.27 |
| Average P/L per unit traded | $350.10 |
Reviews
Great system that requires some capital to trade and a stomach for some drawdowns but offers good return. If you're well funded, I would recommend you add WSS_Gold100oz to your portfolio of C2 strategies.
System Description
for more details and charts about this system.
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Performance Details on 5 Years, 6 Months trading period:
( 7/31/2006 - 3/2/2012 )
Total Net Profit: $310,270.00
Profit Factor: 1.77
Total Number of Trades: 1205
Percent Profitable: 55.77%
Avg. Trade Net Profit: $257.49
Avg. Winning Trade: $1,064.35
Avg. Losing Trade: ($775.80)
Ratio Avg. Win:Avg. Loss: 1.37
Avg. Monthly Return: $5,009.75
Std. Deviation of Monthly Return: $7,596.44
Max. Drawdown (Intra-day Peak to Valley): Value ($29,750.00) - Date 09/26/11
Max. Drawdown (Trade Close to Trade Close): Value ($16,350.00) - Date 09/23/11
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. 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.
