CityBeatersFX-Income
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +9.0% | +4.2% | (8.5%) | (1.1%) | (1.8%) | - | - | - | - | - | - | - |
| 2013 | - | - | - | - |
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| Instruments | Forex |
|---|---|
| Strategies | Technical analysis |
| System started | 1/4/2012 (17 months ago) |
| System developer |
Graeme - CityBeaters 
(Last login to C2: 3/29/12 6:01) C2 Score: 453  The name of this system has been changed 2 times. 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 | |
| 3/15/12 7:36 | BUY | 2 | NZD/USD | 0.81760 | 5/2 18:45 |
0.80560 | Normal | ($242) | |
| 3/28/12 20:13 | BUY | 5 | EUR/USD | 1.33329 | 3/29 5:50 |
1.32738 | Normal | ($300) | |
| 3/7/12 7:32 | SELL | 8 | GBP/USD | 1.57261 | 3/8 0:54 |
1.57627 | Normal | ($301) | |
| 3/7/12 7:14 | SELL | 8 | GBP/USD | 1.57257 | 3/7 7:14 |
1.57285 | Low | ($30) | |
| 3/1/12 12:04 | BUY | 7 | EUR/USD | 1.33211 | 3/2 2:21 |
1.32778 | Normal | ($310) | |
| 2/27/12 15:06 | BUY | 7 | EUR/GBP | 0.84759 | 2/29 5:26 |
0.84367 | Normal | ($444) | |
| 2/28/12 11:43 | BUY | 8 | AUD/USD | 1.07599 | 2/28 19:00 |
1.07993 | Normal | $307 | |
| 2/21/12 9:21 | BUY | 9 | GBP/USD | 1.58020 | 2/21 20:15 |
1.57690 | Normal | ($306) | |
| 2/14/12 21:35 | BUY | 4 | GBP/USD | 1.57100 | 2/16 11:58 |
1.57980 | Normal | $348 | |
| 2/14/12 5:23 | BUY | 2 | GBP/USD | 1.57600 | 2/14 10:06 |
1.56810 | Low | ($160) | |
| 2/9/12 6:53 | BUY | 3 | GBP/JPY | 122.150 | 2/10 5:08 |
123.170 | Low | $391 | |
| 2/6/12 9:08 | BUY | 4.299 | GBP/USD | 1.57830 | 2/7 10:50 |
1.58540 | Low | $301 | |
| 1/30/12 19:38 | BUY | 2.579 | AUD/USD | 1.06100 | 2/1 9:36 |
1.07240 | Low | $291 | |
| 1/24/12 11:15 | BUY | 3.439 | AUD/USD | 1.04740 | 1/24 21:31 |
1.05330 | Low | $200 | |
| 1/23/12 14:55 | SELL | 3.439 | GBP/USD | 1.55570 | 1/24 11:22 |
1.56070 | Low | ($175) | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 23 |
| # Profitable | 12 (52.2%) |
| # months tracked | 16 |
| Profitable months | 2 (12.5%) |
| Avg trade duration | 2.9 days |
| Annual return (compounded) | 3.5% |
| Average win | $273 |
| Average loss | $260 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 15.31% |
| drawdown period | Feb 21, 2012 to May 02, 2012 |
| Correlation w/ S&P | 0.137 |
| Sharpe ratio | 0.43 |
| Keep after worst-case slippage | 31.3% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 0.0% |
| 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) | 0.11 |
| Average P/L per unit traded |
Reviews
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System Description
I use a purely technical analysis-based approach to identify opportunities in the major FX pairs. Using primarily 1h and 4h charts as triggers, my approach is about 95% mechanical with a small discretionary element based on my experience, which as of early 2012 is eight years as a professional trader.
Risk-reward on all trades is narrowly positive, usually between 1.1 to 1 and about 1.5 to 1. I also aim for a positive ratio of winning trades to losing trades. Maximum risk on any one trade is 4% of account.
This is the INCOME version of this system. It assumes a constant account balance of $10,000 and that profits are withdrawn. In the near future the will be an INVESTMENT version of the system which uses compounding to produce capital growth.
I am based in London, England.
Risk-reward on all trades is narrowly positive, usually between 1.1 to 1 and about 1.5 to 1. I also aim for a positive ratio of winning trades to losing trades. Maximum risk on any one trade is 4% of account.
This is the INCOME version of this system. It assumes a constant account balance of $10,000 and that profits are withdrawn. In the near future the will be an INVESTMENT version of the system which uses compounding to produce capital growth.
I am based in London, England.
- 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.
