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SLCM Forex One



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Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2011                                                                             (5.6%)
2012(11.8%)(6.7%)                                                            
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Technical Analysis:  Moving Average daysX

Instruments Forex
Strategies Technical analysis, Market timing
System started 12/1/2011 (3 months ago)
System developer Sea Lion Capital Management LLC
(Last login to C2: 2/22/12 9:17)
C2 Score: 47

Vendor has created 2 other systems. Show



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/31/12 13:35 SELL 1 EUR/USD 1.30767 2/7
11:01
1.32500 Normal ($174)
1/19/12 23:31 SELL 1 GBP/USD 1.54901 1/26
4:50
1.57050 Normal ($216)
1/19/12 23:25 SELL 1 EUR/USD 1.29632 1/26
1:43
1.31300 Normal ($168)
1/18/12 21:53 BUY 1 USD/CHF 0.93880 1/24
4:11
0.92440 Normal ($156)
12/22/11 14:48 SELL 1 EUR/USD 1.30484 1/19/12 17:41 1.29720 Low $75
12/22/11 14:48 BUY 1 GBP/CHF 1.46855 1/12/12 9:56 1.44840 Normal ($214)
1/9/12 9:26 SELL 1 USD/CAD 1.02597 1/11
3:13
1.01500 Low $107
12/14/11 10:58 SELL 1 GBP/JPY 120.491 12/21
5:30
122.550 Normal ($266)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades10
# Profitable3 (30.0%)
Avg trade duration9.9 days
Annual return (compounded)-66.1%
Average win$73
Average loss$189
Profit factor0.2:1
Max peak-to-valley drawdown (historical)28.45%
drawdown periodJan 11, 2012 to Feb 21, 2012
Correlation w/ S&P-0.041
Sharpe ratio-3.735
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.70
Average P/L per unit traded


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Overview

Discretionary system using market timing and technical analysis.
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.

Model Account Status

Started$5,000
Buy Power$3,024
Cash$3,996
Equity($103)
Cumulative $($1,107)
Total System Equity$3,892
Margined$868
Open P/L($103)


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