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Started: 08/2011
Mostly Stocks; (some options)
Last trade: 911 days ago

Subscription terms. You can subscribe to this system for free.

-4068.5%
100.0%
Max Drawdown
385
Num Trades
46.0%
Win Trades
0.4 : 1
Profit Factor
12.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2011                                                 +14.9%+163.0%+121.7%+1.4%(35.1%)+340.1%
2012(11.5%)+23.3%(25.4%)(14.8%)(94.9%)(21803.3%)  -    -    -    -    -    -  (859.8%)
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  

Model Account Details

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

System developer has asked us to delay this information by 168 hours.

Closed Trades

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Opened ETB/S#Symbol PriceClosedPriceDDP/L
6/23/12 9:00 BUY 1,953,200 FAS DIREXION DF BULL 3X 28.00 6/25 9:54 26.50 1025.06%
Trade id #74784432
Max drawdown($3,158,000)
Time6/25/12 9:43
Quant open651,000
Worst price79.15
Drawdown as % of equity-1025.06%
($2,968,864)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $39,064.00
6/23/12 9:00 BUY 266,000 SPY STANDARD & POOR'S DEPOSITARY 133.00 6/25 9:54 131.52 134.69%
Trade id #74784409
Max drawdown($414,960)
Time6/25/12 9:43
Quant open266,000
Worst price131.44
Drawdown as % of equity-134.69%
($398,999)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $5,320.00
6/23/12 9:01 BUY 14,000 TNA DIREXION SHRS SML BLL 3X 24.00 6/25 9:48 23.58 3.11%
Trade id #74784527
Max drawdown($9,590)
Time6/25/12 9:34
Quant open7,000
Worst price46.63
Drawdown as % of equity-3.11%
($6,160)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $280.00
6/23/12 9:00 BUY 7,000 UNG US NATURAL GAS FUND ETF 18.00 6/25 9:48 18.72 n/a $4,900
Includes Typical Broker Commission and AutoTrade Fees trade costs of $140.00
6/23/12 9:01 BUY 1,750 TBT PROSHS ULTSHRT US TR ETF 60.00 6/25 9:48 62.08 n/a $3,605
Includes Typical Broker Commission and AutoTrade Fees trade costs of $35.00
6/22/12 12:50 BUY 70 TBT1222F15 TBT Jun22'12 15 call 0.87 6/23 9:01 0.00 2.05%
Trade id #74777454
Max drawdown($6,090)
Time6/23/12 9:01
Quant open0
Worst price0.00
Drawdown as % of equity-2.05%
($6,157)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $66.50
6/22/12 12:01 BUY 70 TNA1222F48 TNA Jun22'12 48 call 0.95 6/23 9:00 0.00 2.24%
Trade id #74771998
Max drawdown($6,650)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-2.24%
($6,717)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $66.50
6/22/12 11:33 BUY 70 UNG1222F18 UNG Jun22'12 18 call 0.29 6/23 9:00 0.00 0.68%
Trade id #74768806
Max drawdown($2,030)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-0.68%
($2,097)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $66.50
6/22/12 11:07 BUY 2,100 FAZ1222R24 FAZ Jun22'12 24 put 0.06 6/23 9:00 0.00 4%
Trade id #74767091
Max drawdown($11,900)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-4.00%
($13,895)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $1,995.00
6/22/12 10:25 BUY 6,580 FAS1222F84 FAS Jun22'12 84 call 0.36 6/23 9:00 0.00 78.03%
Trade id #74761129
Max drawdown($232,120)
Time6/23/12 9:00
Quant open70
Worst price0.00
Drawdown as % of equity-78.03%
($238,438)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $6,317.50
6/22/12 10:15 BUY 2,660 SPY1222F133 SPY Jun22'12 133 call 0.29 6/23 9:00 0.00 26.31%
Trade id #74759243
Max drawdown($78,260)
Time6/23/12 9:00
Quant open0
Worst price0.00
Drawdown as % of equity-26.31%
($80,787)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2,527.00
6/21/12 9:57 BUY 490 AGQ1222R38 AGQ Jun22'12 38 put 0.55 6/22 10:03 1.40 4.69%
Trade id #74728869
Max drawdown($9,800)
Time6/21/12 10:49
Quant open490
Worst price0.35
Drawdown as % of equity-4.69%
$40,719
Includes Typical Broker Commission and AutoTrade Fees trade costs of $931.00
6/20/12 10:10 BUY 4,060 FXI1222R33.5 FXI Jun22'12 33.5 put 0.18 6/22 9:58 0.95 16.61%
Trade id #74689303
Max drawdown($18,270)
Time6/20/12 16:00
Quant open4,060
Worst price0.14
Drawdown as % of equity-16.61%
$301,056
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7,714.00
6/19/12 10:07 BUY 280 FAS1222F85 FAS Jun22'12 85 call 2.84 6/20 9:56 3.30 2.25%
Trade id #74656685
Max drawdown($2,380)
Time6/19/12 10:46
Quant open280
Worst price2.76
Drawdown as % of equity-2.25%
$12,208
Includes Typical Broker Commission and AutoTrade Fees trade costs of $532.00
6/18/12 10:00 BUY 280 FAZ1222F25 FAZ Jun22'12 25 call 0.88 6/19 9:59 0.31 15.22%
Trade id #74624125
Max drawdown($16,100)
Time6/19/12 9:53
Quant open280
Worst price0.30
Drawdown as % of equity-15.22%
($16,352)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $532.00
6/18/12 9:56 BUY 1,400 TZA1222F20 TZA Jun22'12 20 call 1.13 6/19 9:57 0.54 78.2%
Trade id #74623990
Max drawdown($82,730)
Time6/19/12 9:57
Quant open1,000
Worst price0.54
Drawdown as % of equity-78.20%
($85,390)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $2,660.00
6/15/12 10:22 BUY 3,360 FXI1216F34 FXI Jun16'12 34 call 0.31 6/15 15:59 0.45 17.15%
Trade id #74588119
Max drawdown($22,960)
Time6/15/12 12:23
Quant open3,360
Worst price0.24
Drawdown as % of equity-17.15%
$39,936
Includes Typical Broker Commission and AutoTrade Fees trade costs of $6,384.00
6/15/12 9:57 BUY 6,378 XPP ULTRA FTSE/XINHUA CHINA 25 P 43.05 6/15 10:33 42.90 0.93%
Trade id #74584423
Max drawdown($1,530)
Time6/15/12 10:24
Quant open6,378
Worst price42.81
Drawdown as % of equity-0.93%
($1,085)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $127.56
6/14/12 11:04 BUY 12,860 UGAZ VELOCITYSHARES 3X LONG NATURAL 19.44 6/15 9:49 20.67 3.33%
Trade id #74553900
Max drawdown($4,501)
Time6/14/12 11:23
Quant open12,860
Worst price19.09
Drawdown as % of equity-3.33%
$15,561
Includes Typical Broker Commission and AutoTrade Fees trade costs of $257.20
6/14/12 10:08 BUY 14,230 PTM UBS AG JRSY BR SHT ETN18 17.36 6/14 11:02 17.25 1.47%
Trade id #74546938
Max drawdown($1,992)
Time6/14/12 10:12
Quant open14,230
Worst price17.22
Drawdown as % of equity-1.47%
($1,850)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $284.60
6/13/12 10:22 BUY 2,091 GASX DIREXION DAILY NAT GAS RLTD 111.48 6/14 10:00 114.72 6.13%
Trade id #74512396
Max drawdown($7,612)
Time6/13/12 10:40
Quant open8,365
Worst price26.96
Drawdown as % of equity-6.13%
$6,733
Includes Typical Broker Commission and AutoTrade Fees trade costs of $41.82
6/12/12 11:32 BUY 3,824 INDL DIREXION DAILY INDIA BULL 2X 61.40 6/13 9:59 61.44 2.13%
Trade id #74481524
Max drawdown($2,600)
Time6/12/12 12:15
Quant open15,295
Worst price15.18
Drawdown as % of equity-2.13%
$77
Includes Typical Broker Commission and AutoTrade Fees trade costs of $76.48
6/8/12 9:49 BUY 2,069 FXP PROSHARES UL FTSE/X ETF 125.12 6/12 11:24 118.88 10.4%
Trade id #74390595
Max drawdown($13,321)
Time6/12/12 11:23
Quant open8,274
Worst price29.67
Drawdown as % of equity-10.40%
($12,952)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $41.38
6/7/12 10:40 BUY 3,874 ZSL PROSHARES ULTRSHT SILVER 62.73 6/8 9:49 64.88 1.25%
Trade id #74352078
Max drawdown($1,584)
Time6/7/12 10:42
Quant open3,874
Worst price62.32
Drawdown as % of equity-1.25%
$8,252
Includes Typical Broker Commission and AutoTrade Fees trade costs of $77.48
6/7/12 10:13 BUY 23,522 FSE FACTORSHARES 2X: S&P500 BULL/T 10.45 6/7 10:39 10.36 1.67%
Trade id #74347689
Max drawdown($2,117)
Time6/7/12 10:39
Quant open0
Worst price10.36
Drawdown as % of equity-1.67%
($2,587)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $470.44
6/5/12 10:11 BUY 8,385 SOXL DIREXION DAILY SEMICONDCT BU 23.27 6/7 10:10 26.51 2.92%
Trade id #74271426
Max drawdown($2,943)
Time6/5/12 12:00
Quant open8,385
Worst price22.92
Drawdown as % of equity-2.92%
$26,999
Includes Typical Broker Commission and AutoTrade Fees trade costs of $167.70
6/5/12 9:51 BUY 3,350 UBR PROSHARES ULTRA MSCI BRAZIL 57.64 6/5 10:09 57.88 0%
Trade id #74268580
Max drawdown$0
Time6/5/12 9:57
Quant open13,400
Worst price14.41
Drawdown as % of equity0.00%
$737
Includes Typical Broker Commission and AutoTrade Fees trade costs of $67.00
6/4/12 14:04 BUY 3,000 ZSL PROSHARES ULTRSHT SILVER 66.88 6/5 9:41 65.46 5%
Trade id #74238987
Max drawdown($5,190)
Time6/5/12 9:37
Quant open3,000
Worst price65.15
Drawdown as % of equity-5.00%
($4,320)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $60.00
6/4/12 9:52 BUY 10,000 UGAZ VELOCITYSHARES 3X LONG NATURAL 20.54 6/4 13:26 20.34 4.49%
Trade id #74226608
Max drawdown($4,900)
Time6/4/12 12:41
Quant open10,000
Worst price20.05
Drawdown as % of equity-4.49%
($2,200)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $200.00
6/1/12 10:04 BUY 318 NUGT DIREXION DAILY GOLD MINERS B 609.50 6/1 15:59 630.00 2.59%
Trade id #74180340
Max drawdown($2,699)
Time6/1/12 10:07
Quant open15,882
Worst price12.02
Drawdown as % of equity-2.59%
$6,513
Includes Typical Broker Commission and AutoTrade Fees trade costs of $6.36

Statistics

  • Strategy began
    8/22/2011
  • Age
    41 months ago
  • What it trades
    Stocks, Options
  • # Trades
    385
  • # Profitable
    177
  • % Profitable
    46.00%
  • Avg trade duration
    1.2 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    June 20, 2012 - June 21, 2014
  • Annual return (compounded)
    0.0%
  • Avg win
    $13,750
  • Avg loss
    $27,583
  • W:L ratio
    0.42:1
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    ($3,303,577)
  • Closed PL (start day)
    ($3,303,578)
  • Closed PL Change $
    $0.06
  • Closed PL Change %
    n/a
  • Equity
    ($3,203,577)
  • Equity (start day)
    ($3,203,578)
  • Equity Change $
    $0.06
  • Equity Change %
    n/a
  • GENERAL STATISTICS
  • Age
    1219
  • # Trades
    385
  • Avg Trade Length
    1.2
  • PROFIT
  • Profit Factor
    0.4
  • SORTINO STATISTICS
  • Sortino Ratio
    -0.731
  • CALMAR STATISTICS
  • Calmar Ratio
    -0.999
  • SHARPE STATISTICS
  • Sharpe Ratio
    -0.726
  • Ann Return (w trading costs)
    -4068.5%
  • Ann Return (Compnd, No Fees)
    n/a
  • Chance of 10% account loss
    12.20%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • PROFIT STATISTICS
  • APD
    -0.47
  • DRAW DOWN STATISTICS
  • Max Drawdown
    100.0%
  • TOS STATISTICS
  • Trades Own System?
    0
  • TOS percent
    n/a
  • BILLING STATISTICS
  • Subscription Price
    $0
  • Billing Period (days)
    30
  • Trial Days
    0
  • WIN STATISTICS
  • Avg Win
    $13,750
  • Avg Loss
    $27,584
  • # Winners
    177
  • # Losers
    208
  • % Winners
    46.0%
  • TIME STATISTICS
  • Avg Position Time (mins)
    1682.03
  • Avg Position Time (hrs)
    28.03
  • OWNER STATISTICS
  • Developer
    -

Strategy Description

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment. For any trading system on our Web site, we assume you will invest the amount that appears as the starting amount of that system's performance chart.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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