DUBS DAX 1TPD

Hypothetical Monthly Returns (includes typical commissions and system fees)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2012					-	(0.4%)	(0.4%)	(0.4%)	(0.4%)	(0.4%)	(0.4%)	(0.4%)
2013	(0.4%)	(0.4%)	(0.4%)	(0.4%)	(0.4%)

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

Mostly Futures; (some forex)

Strategies

Technical analysis, Market timing, Unclassified

System started

5/29/2012 (12 months ago)

System developer

(Last login to C2: 5/14/13 19:39)
C2 Score: 397

Vendor has created 3 other systems. Show
The name of this system has been changed 3 times. Show

Status

This system is no longer supported.

System creator requested that closed trades data below be delayed by five days.

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Price	Risk	P/L
6/21/12 10:04	SELL	14.963	AUD/USD		1.01330	6/27 6:50	1.00779	Low	$809
6/21/12 8:04	BUY	0.499	@OJN2	Orange Juice	125	6/21 9:08	124.75	Low	($26)
6/20/12 6:13	SELL	0.998	QGCQ2	Gold 100 oz	1613.70	6/20 11:27	1610	Low	$355
6/19/12 13:48	BUY	0.998	QNGN2	Natural Gas	2.550	6/20 10:50	2.536	Low	($154)
6/19/12 9:40	BUY	0.998	QGCQ2	Gold 100 oz	1627.50	6/20 6:09	1614.80	Low	($1,281)
6/12/12 8:53	SELL	0.748	@KCU2	COFFEE	156.10	6/13 10:48	155.60	Low	$130
6/12/12 8:49	BUY	0.748	@KCU2	COFFEE	155.85	6/12 8:49	155.80	Low	($24)
6/8/12 8:47	SELL	0.499	@USU2	US T-BOND	149 26/32	6/11 7:17	148 20/32	Low	$585
6/7/12 11:04	BUY	0.499	@SMN2	SOYBEAN MEAL	423.8	6/8 4:10	421.7	Low	($112)
6/7/12 8:19	BUY	0.998	@CCU2	COCOA	2224	6/7 10:19	2198	Low	($273)

Hypothetical Trading Results
Opened ET	B/S	#	Symbol		Price	Closed	Close Price	Risk	P/L
6/21/12 10:04	SELL	14.963	AUD/USD		1.01330	6/27 6:50	1.00779	Low	$809
6/21/12 10:04	STO	14.963	AUD/USD		1.01330
6/27/12 6:50	BTC	14.963	AUD/USD		1.00779
6/21/12 8:04	BUY	0.499	@OJN2	Orange Juice	125	6/21 9:08	124.75	Low	($26)
6/21/12 8:04	BTO	0.499	@OJN2		125
6/21/12 9:08	STC	0.499	@OJN2		124.75
6/20/12 6:13	SELL	0.998	QGCQ2	Gold 100 oz	1613.70	6/20 11:27	1610	Low	$355
6/20/12 6:13	STO	0.998	QGCQ2		1613.70
6/20/12 11:27	BTC	0.998	QGCQ2		1610
6/19/12 13:48	BUY	0.998	QNGN2	Natural Gas	2.550	6/20 10:50	2.536	Low	($154)
6/19/12 13:48	BTO	0.998	QNGN2		2.550
6/20/12 10:50	STC	0.998	QNGN2		2.536
6/19/12 9:40	BUY	0.998	QGCQ2	Gold 100 oz	1627.50	6/20 6:09	1614.80	Low	($1,281)
6/19/12 9:40	BTO	0.998	QGCQ2		1627.50
6/20/12 6:09	STC	0.998	QGCQ2		1614.80
6/12/12 8:53	SELL	0.748	@KCU2	COFFEE	156.10	6/13 10:48	155.60	Low	$130
6/12/12 8:53	STO	0.748	@KCU2		156.10
6/13/12 10:48	BTC	0.748	@KCU2		155.60
6/12/12 8:49	BUY	0.748	@KCU2	COFFEE	155.85	6/12 8:49	155.80	Low	($24)
6/12/12 8:49	BTO	0.748	@KCU2		155.85
6/12/12 8:49	STC	0.748	@KCU2		155.80
6/8/12 8:47	SELL	0.499	@USU2	US T-BOND	149 26/32	6/11 7:17	148 20/32	Low	$585
6/8/12 8:47	STO	0.499	@USU2		149 26/32
6/11/12 7:17	BTC	0.499	@USU2		148 20/32
6/7/12 11:04	BUY	0.499	@SMN2	SOYBEAN MEAL	423.8	6/8 4:10	421.7	Low	($112)
6/7/12 11:04	BTO	0.499	@SMN2		423.8
6/8/12 4:10	STC	0.499	@SMN2		421.7
6/7/12 8:19	BUY	0.998	@CCU2	COCOA	2224	6/7 10:19	2198	Low	($273)
6/7/12 8:19	BTO	0.998	@CCU2		2224
6/7/12 10:19	STC	0.998	@CCU2		2198

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Statistics

All Statistics Based on Hypothetical Results
Trades	10
# Profitable	4 (40.0%)
# months tracked	13
Profitable months
Avg trade duration	1.3 days
Annual return (compounded)	0.2%
Average win	$481
Average loss	$300
Profit factor	1.1:1
Max peak-to-valley drawdown (historical)	3.39%
drawdown period	June 10, 2012 to June 21, 2012
Correlation w/ S&P	-0.253
Sharpe ratio	-0.039
Keep after worst-case slippage	50.0%
Probabilities of future account loss
Chance of 10% account loss	0.0%
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)	0.82
Average P/L per unit traded	($21.47)

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Started	$49,877
Buy Power	$49,999
Cash	$1
Equity	$1
Cumulative $	$122
Total System Equity	$49,999
Margined	$1
Open P/L	$0
System vendor has delayed data by 5 days for non-subs.