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EX (no more trades, open for study )




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                            +1.4%+2.1%+6.9%(6.7%)  -    -    -    -  
2013  -    -    -    -    -                                            
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 Technical analysis
System started 5/2/2012 (13 months ago)
System developer SFX
(Last login to C2: 3/31/13 12:28)
C2 Score: 455

Vendor has created 1 other system. Show
The name of this system has been changed 1 time. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVDetails


System creator requested that closed trades data below be delayed by 2 hours.

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
8/22/12 2:58 SELL 9 EUR/USD 1.24594 8/22
3:09
1.24541 Low $39
8/9/12 12:40 BUY 9 EUR/USD 1.22841 8/10
9:32
1.22466 Low ($347)
8/9/12 7:46 BUY 9 EUR/USD 1.23040 8/9
11:44
1.22669 Low ($343)
8/9/12 3:13 BUY 5 EUR/USD 1.23647 8/9
6:21
1.23094 Low ($282)
8/6/12 7:38 BUY 10 EUR/USD 1.23672 8/6
7:54
1.23799 Low $117
8/3/12 7:26 SELL 10 EUR/USD 1.22782 8/3
8:01
1.22590 Low $182
8/3/12 4:54 SELL 10 EUR/USD 1.22078 8/3
5:30
1.22413 Low ($345)
8/2/12 8:56 BUY 10 EUR/USD 1.22004 8/2
10:57
1.21686 Normal ($328)
8/1/12 10:55 SELL 8 EUR/USD 1.23003 8/1
13:36
1.23040 Low ($38)
8/1/12 5:27 BUY 6 GBP/USD 1.56337 8/1
9:35
1.56131 Low ($130)
7/26/12 4:19 BUY 5 GBP/USD 1.54847 7/26
9:06
1.56933 Low $1,038
7/25/12 2:55 BUY 12 EUR/USD 1.20703 7/26
9:06
1.22477 Low $2,117
7/20/12 7:36 BUY 12 GBP/USD 1.56916 7/20
7:50
1.56670 Low ($307)
7/18/12 11:43 SELL 8 EUR/USD 1.22703 7/18
15:10
1.22753 Low ($48)
7/18/12 3:31 BUY 13 EUR/USD 1.22908 7/18
5:10
1.22680 Low ($310)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades87
# Profitable44 (50.6%)
# months tracked13
Profitable months3 (23.1%)
Avg trade duration3.5 hours
Annual return (compounded)6.9%
Average win$237
Average loss$209
Profit factor1.2:1
Max peak-to-valley drawdown (historical)12.55%
drawdown periodJune 27, 2012 to July 09, 2012
Correlation w/ S&P0.103
Sharpe ratio0.593
Keep after worst-case slippage 29.3%
Probabilities of future account loss  
Chance of 10% account loss100.0%
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)0.10
Average P/L per unit traded


Reviews


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System Description

Positions were managed by scailing in, scailing out technique.
System Constraints wre used:
-Sum of all open positions was taken no more than 30% of system capital
-risk per signal up to 1.5%
Stop-loss was allways in place.

Rules were:
- max.open positions 3
- risk per signal up to 1.5%
- max.daily drawdown 3%

- 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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$5 per quarter, only if profitable Details

This is a pay-for-performance system. Subscriptions cost $5 at the end of each quarter, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.



 

Overview

no more trades but open for study and improvements
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.

Model Account Status

Started$20,000
Buy Power$21,462
Cash$1
Equity$1
Cumulative $$1,462
Total System Equity$21,462
Margined$1
Open P/L$0
System vendor has delayed data by 2 hours for non-subs.


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