OdysseusTradingSystem
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +0.6% | +5.9% | (17.4%) | (7.5%) | (11.6%) | (2.8%) | (2.8%) | (2.9%) | (3%) | (3.1%) | ||
| 2013 | (3.2%) | (3.3%) | (6.8%) | - | (3.7%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Forex |
|---|---|
| Strategies | Technical analysis |
| System started | 3/26/2012 (14 months ago) |
| System developer |
SAR 
(Last login to C2: 5/25/12 15:44) C2 Score: 58  |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 7/27/12 3:14 | BUY | 1 | USD/CAD | 1.00926 | 7/27 13:30 |
1.00438 | Low | ($50) | |
| 7/27/12 3:13 | SELL | 1 | AUD/USD | 1.04261 | 7/27 13:30 |
1.04615 | Low | ($36) | |
| 7/27/12 3:13 | SELL | 1 | NZD/USD | 0.80273 | 7/27 10:00 |
0.80739 | Low | ($48) | |
| 7/27/12 3:12 | BUY | 1 | USD/CHF | 0.97765 | 7/27 9:52 |
0.97209 | Low | ($58) | |
| 7/27/12 3:14 | SELL | 1 | EUR/USD | 1.22864 | 7/27 9:18 |
1.23394 | Low | ($54) | |
| 7/25/12 10:06 | SELL | 1 | EUR/JPY | 94.843 | 7/26 9:16 |
96.156 | Normal | ($169) | |
| 7/25/12 15:05 | SELL | 1 | CAD/JPY | 77.027 | 7/26 6:35 |
77.366 | Low | ($44) | |
| 7/25/12 15:06 | SELL | 1 | EUR/USD | 1.21590 | 7/26 6:35 |
1.22117 | Low | ($54) | |
| 7/25/12 15:04 | BUY | 1 | GBP/AUD | 1.50285 | 7/25 22:03 |
1.49981 | Low | ($32) | |
| 7/24/12 4:00 | BUY | 1 | GBP/AUD | 1.50769 | 7/24 20:17 |
1.51810 | Low | $105 | |
| 7/23/12 13:15 | SELL | 1 | EUR/GBP | 0.78137 | 7/24 12:10 |
0.77749 | Low | $59 | |
| 7/23/12 13:14 | SELL | 1 | EUR/CAD | 1.23428 | 7/24 8:10 |
1.23115 | Low | $30 | |
| 7/18/12 5:14 | SELL | 1 | CAD/JPY | 77.953 | 7/24 3:57 |
76.658 | Low | $165 | |
| 7/20/12 2:29 | SELL | 1 | NZD/USD | 0.80181 | 7/23 11:18 |
0.78861 | Low | $131 | |
| 7/18/12 4:52 | SELL | 1 | EUR/USD | 1.22853 | 7/19 11:24 |
1.22577 | Low | $27 | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 100 |
| # Profitable | 31 (31.0%) |
| # months tracked | 15 |
| Profitable months | 2 (13.3%) |
| Avg trade duration | 21.1 hours |
| Annual return (compounded) | -15.9% |
| Average win | $61 |
| Average loss | $40 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 26.24% |
| drawdown period | April 25, 2012 to July 27, 2012 |
| Correlation w/ S&P | 0.369 |
| Sharpe ratio | -2.033 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 100.0% |
| 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) | -0.24 |
| Average P/L per unit traded |
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System Description
This is not a short-term trading strategy but rather seeks targets in the medium-term… Once our analysis methodology identifies a potential entry point, we wait for a confirmation and we open a position with pre-determined target and stop levels… Once our exit level (either way) has been breached, we exit the position with the desired P/L
- 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.
