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TT Fdax Trader




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2012                                   +1.8%(3.2%)(0.5%)(6%)(0.5%)(0.6%)(0.5%)
2013(0.6%)(0.6%)(0.6%)(0.6%)  -                                            
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 Futures
Strategies Technical analysis
System started 6/1/2012 (12 months ago)
System developer ttrader
(Last login to C2: 11/9/12 8:16)
C2 Score: 264

Vendor has created 2 other systems. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
11/9/12 8:19 SELL 1 XGZ2 DAX INDEX 7085.50 11/9
9:36
7119 Normal ($1,079)
11/7/12 10:02 SELL 1 XGZ2 DAX INDEX 7256.50 11/8
10:22
7223 Low $1,053
9/20/12 3:19 SELL 1 XGZ2 DAX INDEX 7333.50 9/20
3:30
7362 Normal ($938)
9/13/12 4:22 SELL 1 XGU2 DAX INDEX 7319 9/13
13:26
7373 Normal ($1,762)
8/9/12 4:18 SELL 1 XGU2 DAX INDEX 6928.50 8/10
10:05
6928 Normal $1
7/10/12 7:08 BUY 1 XGU2 DAX INDEX 6484 7/10
8:26
6439 Normal ($1,394)
6/1/12 8:30 SELL 1 XGM2 DAX INDEX 6072 6/1
15:45
6034.50 Low $1,149

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades7
# Profitable3 (42.9%)
# months tracked12
Profitable months1 (8.3%)
Avg trade duration10.5 hours
Annual return (compounded)-5.8%
Average win$748
Average loss$1,279
Profit factor0.4:1
Max peak-to-valley drawdown (historical)9.09%
drawdown periodJune 01, 2012 to Nov 08, 2012
Correlation w/ S&P0.018
Sharpe ratio-1.704
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss20.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.36
Average P/L per unit traded($410.29)


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Overview

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Model Account Status

Started$50,000
Buy Power$47,128
Cash$47,128
Equity$0
Cumulative $($2,871)
Total System Equity$47,128
Margined$0
Open P/L$0


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