KJ Mini Action
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | (15.4%) | +2.0% | - | +10.8% | ||||||||
| 2012 | +10.4% | - | - | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 9/1/2011 (21 months ago) |
| System developer |
KJ Trading Systems 
(Last login to C2: 5/24/13 19:36) C2 Score: 1000  Vendor has created 17 other systems. Show |
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 | |
| 12/27/11 9:13 | SELL | 1 | @EUH2 | EUROFX | 1.3078 | 1/5/12 7:56 | 1.2846 | Low | $2,886 |
| 10/4/11 10:24 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1074.25 | 10/4 10:26 |
1071.50 | n/a | $247 |
| 9/28/11 10:38 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1164.00 | 9/28 10:54 |
1169.00 | Normal | ($528) |
| 9/27/11 10:39 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1179.75 | 9/27 10:48 |
1183.75 | Normal | ($428) |
| 9/27/11 10:17 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1177.75 | 9/27 10:28 |
1182.75 | Normal | ($528) |
| 9/26/11 11:03 | BUY | 2 | @ESZ1 | E-MINI S&P 500 | 1135.00 | 9/26 11:10 |
1135.25 | Low | ($3) |
| 9/23/11 11:51 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1125.50 | 9/23 11:59 |
1128.25 | Low | ($303) |
| 9/23/11 10:41 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1120.50 | 9/23 10:45 |
1124.50 | Normal | ($428) |
| 9/23/11 10:21 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1117.25 | 9/23 10:30 |
1122.25 | Normal | ($528) |
| 9/22/11 11:58 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1122.25 | 9/22 12:04 |
1119.50 | Low | $247 |
| 9/22/11 11:16 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1123.50 | 9/22 11:34 |
1127.75 | Normal | ($453) |
| 9/22/11 10:59 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1126.75 | 9/22 11:10 |
1127.00 | Low | ($53) |
| 9/22/11 9:49 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1124.75 | 9/22 9:57 |
1122.00 | Low | $247 |
| 9/21/11 10:21 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1193.50 | 9/21 10:36 |
1190.75 | Normal | $247 |
| 9/21/11 9:52 | SELL | 2 | @ESZ1 | E-MINI S&P 500 | 1194.00 | 9/21 9:57 |
1199.00 | Normal | ($528) |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 39 |
| # Profitable | 22 (56.4%) |
| # months tracked | 21 |
| Profitable months | 3 (14.3%) |
| Avg trade duration | 5.7 hours |
| Annual return (compounded) | 6.9% |
| Average win | $357 |
| Average loss | $354 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 19.08% |
| drawdown period | Sept 16, 2011 to Sept 29, 2011 |
| Correlation w/ S&P | 0.032 |
| Sharpe ratio | 0.407 |
| Keep after worst-case slippage | 1.3% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 6.7% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.14 |
| Average P/L per unit traded | $64.10 |
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