DoctorJascha
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | (2%) | (0.4%) | +1.8% | (1.6%) | +8.8% | +1.1% | (11.7%) | (1.8%) | ||||
| 2013 | +0.9% | +2.2% | (1.4%) | +6.6% | +2.1% | +3.0% |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Stocks |
|---|---|
| Strategies | Unclassified |
| System started | 5/17/2012 (13 months ago) |
| System developer |
Jascha Sohl-Dickstein 
(Last login to C2: 9/18/12 21:53) C2 Score: 465  |
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 3 |
| # Profitable | 2 (66.7%) |
| # months tracked | 14 |
| Profitable months | 8 (57.1%) |
| Avg trade duration | 394.7 days |
| Annual Return | 3.5% |
| Average win | $3,145 |
| Average loss | $1,993 |
| Profit factor | 3.4:1 |
| Max peak-to-valley drawdown (historical) | 15.16% |
| drawdown period | Oct 16, 2012 to Feb 17, 2013 |
| Correlation w/ S&P | 0.388 |
| Sharpe ratio | 1.733 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 100.0% |
| Chance of 20% account loss | 0.0% |
| 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) | 1.59 |
| Average P/L per unit traded |
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