Freestyle ES/GC Trading
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +13.5% | (40.9%) | +1.0% | (0.4%) | - | |||||||
| 2012 | (0.4%) | (0.4%) | (0.7%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) | (0.4%) |
| 2013 | (0.4%) | (0.4%) | - | (0.8%) | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 8/23/2011 (21 months ago) |
| System developer |
Free Style Trading LLC 
(Last login to C2: 1/11/12 13:20) C2 Score: 117  The name of this system has been changed 3 times. Show |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 10/26/11 21:22 | SELL | 10 | @ESZ1 | E-MINI S&P 500 | 1248.38 | 10/27 8:05 |
1267.50 | Extreme | ($9,703) |
| 10/25/11 10:56 | SELL | 5 | @ESZ1 | E-MINI S&P 500 | 1236.50 | 10/26 11:37 |
1224.25 | Normal | $2,993 |
| 10/12/11 12:17 | SELL | 5 | @ESZ1 | E-MINI S&P 500 | 1206.50 | 10/13 1:56 |
1196.00 | High | $2,555 |
| 10/3/11 15:47 | SELL | 5 | @ESZ1 | E-MINI S&P 500 | 1102.50 | 10/4 3:34 |
1084.50 | Normal | $4,430 |
| 9/28/11 13:14 | SELL | 2 | QGCZ1 | Gold 100 oz | 1618.10 | 9/28 16:22 |
1614.90 | Normal | $612 |
| 9/26/11 22:42 | SELL | 2 | QGCZ1 | Gold 100 oz | 1646 | 9/26 22:45 |
1645.70 | Low | $32 |
| 9/19/11 11:02 | BUY | 2 | QGCZ1 | Gold 100 oz | 1790.20 | 9/23 8:44 |
1686 | Extreme | ($20,868) |
| 9/15/11 15:26 | BUY | 5 | @ESZ1 | E-MINI S&P 500 | 1198.75 | 9/16 9:27 |
1206.75 | Normal | $1,930 |
| 9/15/11 9:06 | BUY | 5 | @ESZ1 | E-MINI S&P 500 | 1191.00 | 9/15 11:21 |
1191.50 | Normal | $55 |
| 9/14/11 0:22 | SELL | 1 | QGCZ1 | Gold 100 oz | 1838 | 9/14 2:43 |
1827 | Low | $1,086 |
| 9/13/11 3:10 | BUY | 5 | @ESZ1 | E-MINI S&P 500 | 1155.25 | 9/13 15:19 |
1160.50 | Very | $1,243 |
| 9/12/11 2:30 | BUY | 5 | @ESU1 | E-MINI S&P 500 | 1141.25 | 9/12 9:08 |
1142.00 | High | $118 |
| 9/9/11 8:59 | BUY | 5 | @ESU1 | E-MINI S&P 500 | 1180.25 | 9/9 11:23 |
1160.25 | Very | ($5,070) |
| 9/9/11 4:42 | BUY | 5 | @ESU1 | E-MINI S&P 500 | 1180.50 | 9/9 8:15 |
1183.00 | Low | $555 |
| 9/8/11 14:26 | SELL | 2 | @ESU1 | E-MINI S&P 500 | 1184.75 | 9/8 19:20 |
1188.00 | Low | ($353) |
<< More recent
Less | More
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 44 |
| # Profitable | 38 (86.4%) |
| # months tracked | 22 |
| Profitable months | 2 (9.1%) |
| Avg trade duration | 10.0 hours |
| Annual return (compounded) | -15.1% |
| Average win | $798 |
| Average loss | $6,304 |
| Profit factor | 0.8:1 |
| Max peak-to-valley drawdown (historical) | 55.6% |
| drawdown period | Sept 21, 2011 to Sept 23, 2011 |
| Correlation w/ S&P | 0.048 |
| Sharpe ratio | -0.539 |
| Keep after worst-case slippage | 100.0% |
| 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 | 1.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.09 |
| Average P/L per unit traded | ($44.83) |
Reviews
No reviews have been written yet.
System Description
Faq
1. What's your educational background?
Master in Electrical Engineering, Master in Bio Engieering, PhD Candidate ABD (all but dissertation) in Electrical Engineering.
2. What's your trading experience
More than 11 years' personal trading experience. 3 years' trader and partner of a stock trading firm.
3. What's your trading methodology/philosophy?
Enter conservatively, exit aggressively. The system is mainly based on pattern analysis. Correlation analysis, fuzzy decision are also applied into the system development.
4. How's the system risk/drawdown control?
The system uses different size based on the confidence lelvel, trading plan. Average down is used when appropriate.
5. How's the customer relationship?
I will do my best to answer subscriber's question promptly.
1. What's your educational background?
Master in Electrical Engineering, Master in Bio Engieering, PhD Candidate ABD (all but dissertation) in Electrical Engineering.
2. What's your trading experience
More than 11 years' personal trading experience. 3 years' trader and partner of a stock trading firm.
3. What's your trading methodology/philosophy?
Enter conservatively, exit aggressively. The system is mainly based on pattern analysis. Correlation analysis, fuzzy decision are also applied into the system development.
4. How's the system risk/drawdown control?
The system uses different size based on the confidence lelvel, trading plan. Average down is used when appropriate.
5. How's the customer relationship?
I will do my best to answer subscriber's question promptly.
- 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.
