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FX Sulaco




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                              -  +26.8%+9.9%+9.5%+5.5%+2.7%+7.8%(0.1%)
2013(0.1%)(0.1%)(0.1%)(0.1%)(0.1%)                                          
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 5/14/2012 (12 months ago)
System developer Outside the Box FX
(Last login to C2: 1/3/13 9:44)
C2 Score: 984

Vendor has created 3 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
10/17/12 18:16 BUY 281 EUR/USD 1.29046 11/28
11:53
1.29239 Extreme $5,133
10/15/12 18:08 BUY 34 EUR/USD 1.29489 10/16
9:28
1.30462 Low $3,274
9/24/12 18:25 BUY 102 EUR/USD 1.28921 10/11
6:30
1.29014 Normal $843
9/3/12 19:00 BUY 135 EUR/USD 1.28012 9/24
7:54
1.29162 Normal $15,387
8/13/12 18:57 BUY 550 EUR/USD 1.24320 8/30
4:08
1.24687 Normal $18,731
8/10/12 3:29 SELL 25 EUR/USD 1.22630 8/10
3:36
1.22653 Low ($82)
8/9/12 6:04 SELL 25 EUR/USD 1.23155 8/9
10:53
1.23213 Low ($170)
8/8/12 2:37 SELL 25 EUR/USD 1.23772 8/8
2:45
1.23728 Low $85
8/7/12 3:57 BUY 25 EUR/USD 1.24292 8/7
19:09
1.23890 Low ($1,030)
8/6/12 18:00 BUY 38 EUR/USD 1.23989 8/6
21:48
1.24024 Low $95
8/3/12 11:55 BUY 25 EUR/USD 1.23853 8/3
11:59
1.23868 Low $12
8/2/12 8:54 SELL 25 EUR/USD 1.22087 8/3
6:30
1.22589 Low ($1,280)
8/2/12 8:11 BUY 25 EUR/USD 1.23376 8/2
8:16
1.23337 Low ($123)
8/1/12 14:20 SELL 25 EUR/USD 1.22442 8/1
22:33
1.22476 Low ($110)
8/1/12 14:15 SELL 52 EUR/USD 1.22548 8/1
14:16
1.22639 Low ($525)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades33
# Profitable21 (63.6%)
# months tracked13
Profitable months6 (46.2%)
Avg trade duration5.2 days
Annual return (compounded)78.9%
Average win$4,271
Average loss$676
Profit factor11.0:1
Max peak-to-valley drawdown (historical)41.22%
drawdown periodSept 17, 2012 to Nov 13, 2012
Correlation w/ S&P0.226
Sharpe ratio1.334
Keep after worst-case slippage 94.6%
Probabilities of future account loss  
Chance of 10% account loss65.5%
Chance of 20% account loss39.0%
Chance of 30% account loss18.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.52
Average P/L per unit traded


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$125 per month Details

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Overview

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Model Account Status

Started$100,000
Buy Power$181,586
Cash$181,586
Equity$0
Cumulative $$81,585
Total System Equity$181,585
Margined$0
Open P/L$0


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