Fibz
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 - +0.3% (14.9%) +17.2% (13.3%) (7.8%) 2012 (4.2%) +25.3% +5.5% (11.7%) (26.3%) +15.9% (17.1%) +9.5% +4.6% +8.9% +15.1% +15.5% 2013 +2.2% (0.4%) (0.4%) (0.4%) -
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 664 days.
Instruments
Forex
Strategies
Unclassified
System started
7/22/2011 (22 months ago)
System developer
beri33 497
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
9/8/11 4:07
BUY
10
EUR/JPY
108.911
1/2/13 12:02
114.895 High $6,862
9/8/11 4:05
SELL
10
EUR/JPY
108.881
9/8
108.892 Low ($24)
9/8/11 4:03
BUY
30
EUR/JPY
108.922
9/8
108.883 Low ($181)
9/8/11 3:24
SELL
10
EUR/JPY
108.870
9/8
108.934 Low ($93)
9/5/11 5:36
BUY
10
EUR/JPY
108.654
9/6
109.490 Low $1,072
9/5/11 5:09
BUY
10
EUR/JPY
108.752
9/5
108.595 Low ($214)
9/5/11 4:55
SELL
10
EUR/JPY
108.640
9/5
108.769 Low ($178)
9/5/11 3:30
BUY
10
EUR/JPY
108.526
9/5
108.629 n/a $124
9/2/11 7:17
BUY
10
EUR/JPY
109.522
9/2
109.310 Low ($287)
9/2/11 6:37
SELL
10
EUR/JPY
109.365
9/2
109.488 Low ($170)
9/2/11 5:15
BUY
10
EUR/JPY
109.460
9/2
109.360 Low ($140)
9/2/11 5:00
SELL
10
EUR/JPY
109.357
9/2
109.467 Low ($153)
9/2/11 3:45
BUY
10
EUR/JPY
109.295
9/2
109.337 n/a $45
9/1/11 3:16
SELL
10
EUR/JPY
110.187
9/1
109.983 n/a $255
9/1/11 3:12
SELL
10
EUR/JPY
110.235
9/1
110.268 Low ($53)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
9/8/11 4:07
BUY
10
EUR/JPY
108.911
1/2/13 12:02
114.895 High $6,862
9/8/11 4:07
BTO
10
EUR/JPY
108.911
1/2/13 12:02
STC
10
EUR/JPY
114.895
Auto Close: 1/02/13 (12:02)
9/8/11 4:05
SELL
10
EUR/JPY
108.881
9/8
108.892 Low ($24)
9/8/11 4:05
STO
10
EUR/JPY
108.881
9/8/11 4:05
BTC
10
EUR/JPY
108.892
9/8/11 4:03
BUY
30
EUR/JPY
108.922
9/8
108.883 Low ($181)
9/8/11 4:03
BTO
10
EUR/JPY
108.921
9/8/11 4:03
BTO
10
EUR/JPY
108.923
9/8/11 4:04
BTO
10
EUR/JPY
108.922
9/8/11 4:04
STC
20
EUR/JPY
108.884
9/8/11 4:04
STC
10
EUR/JPY
108.881
9/8/11 3:24
SELL
10
EUR/JPY
108.870
9/8
108.934 Low ($93)
9/8/11 3:24
STO
10
EUR/JPY
108.870
9/8/11 4:02
BTC
10
EUR/JPY
108.934
9/5/11 5:36
BUY
10
EUR/JPY
108.654
9/6
109.490 Low $1,072
9/5/11 5:36
BTO
10
EUR/JPY
108.654
9/6/11 7:12
STC
10
EUR/JPY
109.490
Auto Close: 9/06/11 (7:12)
9/5/11 5:09
BUY
10
EUR/JPY
108.752
9/5
108.595 Low ($214)
9/5/11 5:09
BTO
10
EUR/JPY
108.752
9/5/11 5:35
STC
10
EUR/JPY
108.595
9/5/11 4:55
SELL
10
EUR/JPY
108.640
9/5
108.769 Low ($178)
9/5/11 4:55
STO
10
EUR/JPY
108.640
9/5/11 5:08
BTC
10
EUR/JPY
108.769
9/5/11 3:30
BUY
10
EUR/JPY
108.526
9/5
108.629 n/a $124
9/5/11 3:30
BTO
10
EUR/JPY
108.526
9/5/11 4:51
STC
10
EUR/JPY
108.629
9/2/11 7:17
BUY
10
EUR/JPY
109.522
9/2
109.310 Low ($287)
9/2/11 7:17
BTO
10
EUR/JPY
109.522
9/2/11 8:31
STC
10
EUR/JPY
109.310
9/2/11 6:37
SELL
10
EUR/JPY
109.365
9/2
109.488 Low ($170)
9/2/11 6:37
STO
10
EUR/JPY
109.365
9/2/11 7:09
BTC
10
EUR/JPY
109.488
9/2/11 5:15
BUY
10
EUR/JPY
109.460
9/2
109.360 Low ($140)
9/2/11 5:15
BTO
10
EUR/JPY
109.460
9/2/11 6:35
STC
10
EUR/JPY
109.360
9/2/11 5:00
SELL
10
EUR/JPY
109.357
9/2
109.467 Low ($153)
9/2/11 5:00
STO
10
EUR/JPY
109.357
9/2/11 5:13
BTC
10
EUR/JPY
109.467
9/2/11 3:45
BUY
10
EUR/JPY
109.295
9/2
109.337 n/a $45
9/2/11 3:45
BTO
10
EUR/JPY
109.295
9/2/11 4:56
STC
10
EUR/JPY
109.337
9/1/11 3:16
SELL
10
EUR/JPY
110.187
9/1
109.983 n/a $255
9/1/11 3:16
STO
10
EUR/JPY
110.187
9/1/11 3:53
BTC
10
EUR/JPY
109.983
9/1/11 3:12
SELL
10
EUR/JPY
110.235
9/1
110.268 Low ($53)
9/1/11 3:12
STO
10
EUR/JPY
110.235
9/1/11 3:12
BTC
10
EUR/JPY
110.268
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 33 # Profitable 13 (39.4%) # months tracked 23 Profitable months 11 (47.8%) Avg trade duration 14.8 days Annual return (compounded) 8.0% Average win $844 Average loss $171 Profit factor 3.2:1 Max peak-to-valley drawdown (historical) 39.95% drawdown period March 21, 2012 to July 24, 2012 Correlation w/ S&P 0.319 Sharpe ratio 0.319 Keep after worst-case slippage 98.3% 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 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) 0.60 Average P/L per unit traded
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