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YYZ




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012(3.8%)+8.2%(5.5%)+3.2%(35.8%)+26.3%(26.1%)+5.5%+17.5%(4.3%)(4.5%)(4.7%)
2013(4.9%)(5.2%)(5.5%)(5.8%)  -                                            
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 Unclassified
System started 1/11/2012 (17 months ago)
System developer Robert McCarthy
(Last login to C2: 11/13/12 11:58)
C2 Score: 436



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
7/5/12 8:44 SELL 3 CAD/CHF 0.95616 9/14
11:50
0.95400 Extreme $67
7/9/12 8:33 SELL 3 EUR/USD 1.23052 7/9
8:55
1.22988 Low $16
5/18/12 7:09 SELL 6 USD/CAD 1.02606 6/29
2:02
1.02500 Extreme $56
5/25/12 8:20 SELL 3 NZD/USD 0.75745 5/25
9:55
0.75740 Low ($1)
5/24/12 9:42 SELL 3 NZD/USD 0.75419 5/24
14:37
0.75130 Low $84
5/24/12 8:18 SELL 3 EUR/USD 1.25556 5/24
8:59
1.25870 Normal ($97)
5/22/12 10:12 SELL 6 EUR/USD 1.27672 5/22
10:19
1.27778 Normal ($70)
5/22/12 8:49 BUY 6 EUR/USD 1.27475 5/22
9:15
1.27600 Low $69
5/17/12 11:13 BUY 2 EUR/USD 1.27076 5/21
8:23
1.27450 Normal $73
5/17/12 11:09 SELL 3 USD/CAD 1.01580 5/17
15:23
1.01800 Normal ($68)
5/16/12 7:50 SELL 3 USD/CHF 0.94364 5/17
6:42
0.94640 Normal ($91)
5/14/12 12:34 SELL 3 GBP/AUD 1.61159 5/14
17:59
1.61660 Normal ($153)
5/14/12 8:42 SELL 3 AUD/NZD 1.28250 5/14
16:59
1.28240 Low ($1)
5/14/12 9:07 SELL 3 USD/CAD 1.00349 5/14
13:17
1.00250 Low $27
5/14/12 8:03 SELL 3 GBP/AUD 1.60977 5/14
10:26
1.61500 Normal ($160)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades119
# Profitable73 (61.3%)
# months tracked17
Profitable months5 (29.4%)
Avg trade duration1.9 days
Annual return (compounded)11.7%
Average win$57
Average loss$81
Profit factor1.1:1
Max peak-to-valley drawdown (historical)42.11%
drawdown periodFeb 16, 2012 to Aug 16, 2012
Correlation w/ S&P0.242
Sharpe ratio0.298
Keep after worst-case slippage -39.2%
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 loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.03
Average P/L per unit traded


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Overview

Trades Forex short term on exhaustive momentum
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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$3,000
Buy Power$3,490
Cash$3,490
Equity$0
Cumulative $$490
Total System Equity$3,490
Margined$0
Open P/L$0


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