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EA Test Portfolio 17




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012(18.1%)+16.3%+23.2%+6.0%(95.1%)+723.8%(11.7%)+58.6%+45.0%(0.3%)(0.3%)(0.3%)
2013(0.3%)(0.3%)(0.3%)(0.3%)(0.3%)                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Forex
Strategies
System started 1/11/2012 (17 months ago)
System developer UKTrade
(Last login to C2: 5/20/13 4:14)
C2 Score: 989

Vendor has created 38 other systems. Show



Recently Closed Trades

CSVDetails


Live brokerage trade data is available for this system. Show broker data?

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
5/10/12 3:53 BUY 260 GBP/USD 1.60477 9/12
11:17		 1.59314 Extreme ($30,504)
5/9/12 8:21 BUY 20 GBP/USD 1.60768 5/9
11:34		 1.61227 Low $898
4/25/12 9:29 SELL 240 GBP/USD 1.61971 5/8
6:14		 1.61771 Extreme $4,570
4/23/12 9:36 SELL 80 GBP/USD 1.61364 4/25
5:03		 1.60975 Normal $3,032
4/19/12 9:10 SELL 80 GBP/USD 1.60802 4/23
3:38		 1.60850 Normal ($462)
4/10/12 9:45 BUY 200 GBP/USD 1.58885 4/18
6:37		 1.59244 Low $6,990
2/14/12 14:30 BUY 520 GBP/USD 1.58317 4/9
21:34		 1.58922 High $30,966
1/19/12 3:45 SELL 160 GBP/USD 1.56388 2/14
10:38		 1.57253 Extreme ($13,996)
1/15/12 17:00 BUY 10 GBP/USD 1.53147 1/18
9:52		 1.54346 Low $1,189
1/13/12 3:52 BUY 50 GBP/USD 1.52989 1/13
15:47		 1.53226 Normal $1,135
1/11/12 11:13 BUY 30 GBP/USD 1.53118 1/12
6:54		 1.53517 Low $1,166

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades11
# Profitable8 (72.7%)
# months tracked17
Profitable months6 (35.3%)
Avg trade duration21.6 days
Annual return (compounded)4.8%
Average win$6,386
Average loss$14,820
Profit factor1.1:1
Max peak-to-valley drawdown (historical)100%
drawdown periodJune 01, 2012 to Sept 12, 2012
Correlation w/ S&P0.311
Sharpe ratio0.02
Keep after worst-case slippage 26.9%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss1.0%
Chance of 100% account loss1.0%
Average Profit to Drawdown (APD)0.04
Average P/L per unit traded


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Overview

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Model Account Status

Started$100,000
Buy Power$106,634
Cash$106,634
Equity$0
Cumulative $$6,633
Total System Equity$106,633
Margined$0
Open P/L$0


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