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bmrtrading




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012(0.5%)+2.1%+1.9%+9.1%+10.8%+3.8%+4.9%(17.1%)(73.6%)(0.7%)(0.7%)(0.7%)
2013(0.7%)(0.7%)(0.7%)(0.7%)(0.7%)                                          
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 Mostly Futures; (some stocks)
Strategies Volatility trading
System started 1/18/2012 (16 months ago)
System developer cumberland capital
(Last login to C2: 8/24/12 8:28)
C2 Score: 970



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/3/12 7:55 SELL 80 @ESU2 E-MINI S&P 500 1399.12 9/21
13:58
1438.78 Extreme ($159,755)
8/2/12 8:50 BUY 6 @ESU2 E-MINI S&P 500 1361.38 8/2
10:17
1364.92 Low $979
7/24/12 12:37 BUY 13 @ESU2 E-MINI S&P 500 1329.85 7/24
15:44
1331.35 Normal $794
7/23/12 7:40 BUY 8 @ESU2 E-MINI S&P 500 1338.44 7/23
11:14
1339.12 Low $163
7/18/12 13:33 SELL 3 @ESU2 E-MINI S&P 500 1368.17 7/18
15:01
1365.58 Low $346
7/17/12 15:07 SELL 13 @ESU2 E-MINI S&P 500 1357.75 7/18
7:51
1354.69 Low $1,807
7/13/12 9:56 SELL 18 @ESU2 E-MINI S&P 500 1347.06 7/16
10:19
1344.97 Normal $1,624
7/12/12 11:01 BUY 4 @ESU2 E-MINI S&P 500 1323.00 7/12
11:59
1327.81 Low $907
7/10/12 14:40 BUY 12 @ESU2 E-MINI S&P 500 1336.19 7/11
6:45
1339.75 Low $1,970
7/3/12 13:11 SELL 7 @ESU2 E-MINI S&P 500 1368.07 7/5
11:30
1361.25 Low $2,290
6/25/12 8:14 BUY 26 @ESU2 E-MINI S&P 500 1309.07 6/26
7:35
1309.57 Normal $287
6/21/12 11:54 BUY 25 @ESU2 E-MINI S&P 500 1328.20 6/22
15:18
1327.38 High ($1,374)
6/19/12 11:19 SELL 11 @ESU2 E-MINI S&P 500 1350.20 6/19
21:37
1348.70 Normal $671
6/13/12 15:57 BUY 9 @ESU2 E-MINI S&P 500 1307.14 6/13
23:21
1311.83 Low $1,987
6/12/12 22:35 SELL 6 @ESU2 E-MINI S&P 500 1315.42 6/13
7:30
1315.50 Low ($109)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades88
# Profitable68 (77.3%)
# months tracked17
Profitable months6 (35.3%)
Avg trade duration1.1 days
Annual return (compounded)-48.2%
Average win$1,123
Average loss$8,246
Profit factor0.5:1
Max peak-to-valley drawdown (historical)72.06%
drawdown periodAug 02, 2012 to Sept 21, 2012
Correlation w/ S&P-0.117
Sharpe ratio-1.282
Keep after worst-case slippage 100.0%
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 loss0.0%
Average Profit to Drawdown (APD)-0.21
Average P/L per unit traded$55.32


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System Description

capturing moves in the S&P e-mini future long and short via a computerized model that will encompass multiple variables to trigger longs/shorts and covers. The system will scale into as well as out of trades i spent over 2 years developing this model.

- 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.

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$300 per month Details

Subscriptions cost $300 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



 

Overview

capturing moves in the S&P e-mini future long and short via computerized model
read more...

- 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.

Subscribers

Subscriber revenue:
$150

Model Account Status

Started$150,000
Buy Power$61,497
Cash$61,497
Equity$0
Cumulative $($88,502)
Total System Equity$61,497
Margined$0
Open P/L$0


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