Iris Fx
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | +28.2% | +2.4% | ||||||||||
| 2012 | +4.3% | (16.9%) | - | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Forex |
|---|---|
| Strategies | Technical analysis |
| System started | 11/12/2011 (19 months ago) |
| System developer |
Iris Fx 
(Last login to C2: 2/14/12 5:08) C2 Score: 512  |
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 | |
| 2/13/12 19:41 | SELL | 1 | AUD/USD | 1.07165 | 2/14 5:02 |
1.07083 | Low | $7 | |
| 2/13/12 18:54 | BUY | 1 | USD/CHF | 0.91886 | 2/14 5:00 |
0.91553 | Low | ($37) | |
| 2/12/12 18:53 | BUY | 1 | EUR/USD | 1.32332 | 2/13 18:49 |
1.31520 | Normal | ($82) | |
| 2/12/12 23:54 | BUY | 1 | AUD/USD | 1.07413 | 2/13 17:51 |
1.07208 | Low | ($22) | |
| 2/12/12 23:56 | SELL | 1 | USD/CHF | 0.91282 | 2/13 15:06 |
0.91631 | Low | ($39) | |
| 2/9/12 19:57 | BUY | 1 | AUD/USD | 1.07660 | 2/10 8:23 |
1.06404 | Normal | ($127) | |
| 2/8/12 10:49 | BUY | 1 | GBP/USD | 1.58126 | 2/10 8:23 |
1.57680 | Low | ($46) | |
| 2/7/12 11:00 | BUY | 1 | EUR/USD | 1.32426 | 2/10 8:21 |
1.31725 | Normal | ($71) | |
| 2/7/12 11:00 | SELL | 1 | USD/CHF | 0.91274 | 2/10 7:16 |
0.91667 | Low | ($44) | |
| 2/5/12 20:33 | BUY | 1 | USD/JPY | 76.560 | 2/7 10:41 |
76.867 | Low | $39 | |
| 2/2/12 6:50 | SELL | 3 | EUR/USD | 1.31256 | 2/7 10:11 |
1.30959 | Normal | $86 | |
| 2/1/12 4:32 | BUY | 2 | EUR/USD | 1.31509 | 2/2 4:00 |
1.31301 | Low | ($44) | |
| 2/1/12 9:21 | SELL | 1 | USD/CHF | 0.91556 | 2/2 3:10 |
0.91680 | Low | ($15) | |
| 1/31/12 23:25 | BUY | 1 | USD/CHF | 0.92159 | 2/1 4:29 |
0.91839 | Low | ($36) | |
| 1/31/12 10:54 | SELL | 1 | EUR/USD | 1.30867 | 2/1 4:14 |
1.31080 | Low | ($22) | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 82 |
| # Profitable | 38 (46.3%) |
| # months tracked | 19 |
| Profitable months | 3 (15.8%) |
| Avg trade duration | 1.5 days |
| Annual return (compounded) | 19.2% |
| Average win | $75 |
| Average loss | $50 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 18.38% |
| drawdown period | Jan 13, 2012 to Feb 14, 2012 |
| Correlation w/ S&P | -0.169 |
| Sharpe ratio | 1.023 |
| Keep after worst-case slippage | 77.9% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 20.0% |
| 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 |
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