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Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                            (4.1%)+0.6%(0.8%)(1.8%)+7.5%(9.4%)(2.3%)(1.6%)
2013+8.2%(1.4%)+5.5%(11.9%)+6.1%                                          
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 Stocks
Strategies Buy undervalue
System started 5/14/2012 (12 months ago)
System developer QTrading
(Last login to C2: 6/20/12 8:04)
C2 Score: 581

Vendor has created 1 other system. Show



Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades1
# Profitable1 (100.0%)
# months tracked13
Profitable months5 (38.5%)
Avg trade duration366.0 days
Annual return (compounded)3.6%
Average win$216.60
Average loss$0.00
Profit factorn/a
Max peak-to-valley drawdown (historical)13.15%
drawdown periodOct 05, 2012 to Nov 18, 2012
Correlation w/ S&P0.464
Sharpe ratio0.226
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss20.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)7.98
Average P/L per unit traded
Sum of dividends and cash expir. in model account$153


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Overview

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Model Account Status

Started$10,000
Buy Power$4,381
Cash$4,165
Equity$216
Cumulative $*$369
Dividends Itemized
Total System Equity$10,369
Margined$0
Open P/L$216


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