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Commodity Trader, Counter-Trend




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                            (0.4%)+2.2%+19.3%(5%)(9.5%)+2.5%+1.5%(0.1%)
2012(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)
2013(0.1%)(0.1%)(0.1%)(0.1%)  -                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Futures
Strategies Market timing
System started 5/26/2011 (24 months ago)
System developer Keith Fitschen
(Last login to C2: 3/9/13 15:36)
C2 Score: 986

Vendor has created 13 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/31/11 15:13 BUY 1 @TUZ1 US T-NOTE 2 YR 110 33/128 11/21
12:45
110 18/128 Low ($248)
11/11/11 10:54 BUY 1 @LEG2 LIVE CATTLE 123.40 11/21
12:45
121.43 Low ($804)
10/24/11 8:00 SELL 1 @OJF2 Orange Juice 170.20 11/21
12:45
179.70 Low ($1,439)
8/22/11 8:42 BUY 2 @EDM2 EURODOLLAR 99.4975 11/21
12:45
99.1450 Low ($1,791)
11/8/11 10:40 SELL 1 @WZ1 WHEAT 648 11/15
10:36
620 Low $1,386
10/26/11 10:51 BUY 1 @SBH2 Sugar #11 26.33 11/15
10:27
24.54 Low ($2,019)
10/31/11 6:52 SELL 1 @LBF2 Random Length Lumber Globex 240 11/11
10:59
230 Low $1,086
10/27/11 7:19 SELL 1 @NQZ1 E-MINI NASDAQ 100 2374.75 11/7
14:04
2351.00 Low $461
10/26/11 13:38 BUY 1 @LEZ1 LIVE CATTLE 121.35 11/7
10:33
124 Low $1,046
10/28/11 6:40 SELL 1 @CTZ1 COTTON - #2 10449 11/4
8:33
9900 Low $2,731
10/24/11 7:25 SELL 1 @BPZ1 BRITISH POUND 1.5922 10/28
11:07
1.6140 Low ($1,377)
9/30/11 10:50 BUY 1 @JYZ1 JAPANESE YEN 0.013003 10/26
11:30
0.013150 Low $1,824
10/14/11 9:42 SELL 1 @HEZ1 LEAN HOGS 89.900 10/26
9:03
87.500 Low $946
9/30/11 9:35 SELL 1 @CTZ1 COTTON - #2 10111 10/25
11:02
9900 Low $1,041
9/23/11 7:47 BUY 1 @SBH2 Sugar #11 24.27 10/20
3:30
26.80 Low $2,820

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades76
# Profitable45 (59.2%)
# months tracked25
Profitable months4 (16.0%)
Avg trade duration10.7 days
Annual return (compounded)5.2%
Average win$1,463
Average loss$1,781
Profit factor1.2:1
Max peak-to-valley drawdown (historical)18.25%
drawdown periodAug 03, 2011 to Oct 06, 2011
Correlation w/ S&P-0.024
Sharpe ratio0.617
Keep after worst-case slippage 89.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.12
Average P/L per unit traded$162.35


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Overview

trades with the trend but enters on a pullback using limit orders.
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.

Model Account Status

Started$100,000
Buy Power$110,614
Cash$110,614
Equity$0
Cumulative $$10,614
Total System Equity$110,614
Margined$0
Open P/L$0


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