Forex Swing 2012
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | +37.3% | (4%) | (57.2%) | +5.1% | (14.1%) | (2%) | ||||||
| 2013 | (2%) | (2%) | (2.1%) | (2.1%) | (2.2%) |
Loading Chart...
| Instruments | Forex |
|---|---|
| Strategies | Technical analysis, Market timing |
| System started | 7/5/2012 (11 months ago) |
| System developer |
Forex Swing Trader 
(Last login to C2: 12/13/12 8:32) C2 Score: 969  Vendor has created 2 other systems. Show |
| Status | This system is no longer supported. |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 11/5/12 11:44 | SELL | 1 | AUD/JPY | 83.107 | 11/7 8:17 |
83.503 | Normal | ($51) | |
| 10/4/12 9:01 | BUY | 3 | EUR/USD | 1.28582 | 11/7 8:17 |
1.27392 | Very | ($360) | |
| 10/26/12 8:44 | BUY | 1 | AUD/USD | 1.03590 | 11/5 11:38 |
1.03619 | Low | $2 | |
| 10/26/12 8:44 | BUY | 1 | NZD/USD | 0.82205 | 11/2 14:49 |
0.82421 | Low | $21 | |
| 10/25/12 11:23 | SELL | 1 | NZD/USD | 0.82059 | 10/26 8:44 |
0.82205 | Low | ($16) | |
| 10/25/12 11:13 | SELL | 1 | AUD/USD | 1.03566 | 10/26 8:44 |
1.03590 | Low | ($3) | |
| 9/18/12 11:11 | BUY | 2 | AUD/USD | 1.03436 | 10/25 11:11 |
1.03594 | High | $30 | |
| 9/21/12 10:47 | BUY | 1 | USD/JPY | 78.194 | 10/4 8:58 |
78.555 | Normal | $45 | |
| 9/13/12 19:55 | SELL | 1 | AUD/USD | 1.05340 | 9/18 11:11 |
1.04546 | Normal | $78 | |
| 9/6/12 9:24 | SELL | 2 | EUR/USD | 1.25761 | 9/13 17:40 |
1.29874 | Extreme | ($825) | |
| 9/5/12 8:12 | SELL | 2 | AUD/JPY | 79.969 | 9/13 17:40 |
81.756 | Extreme | ($463) | |
| 9/5/12 3:36 | SELL | 4 | NZD/USD | 0.79359 | 9/13 17:40 |
0.83154 | Extreme | ($1,522) | |
| 9/5/12 0:49 | SELL | 2 | AUD/USD | 1.01959 | 9/13 17:40 |
1.05497 | Extreme | ($710) | |
| 9/6/12 8:49 | SELL | 2 | EUR/AUD | 1.23104 | 9/6 15:30 |
1.22908 | Low | $38 | |
| 9/3/12 22:01 | BUY | 2 | CAD/JPY | 79.546 | 9/6 8:49 |
79.865 | Normal | $79 | |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 100 |
| # Profitable | 67 (67.0%) |
| # months tracked | 11 |
| Profitable months | 2 (18.2%) |
| Avg trade duration | 3.7 days |
| Annual return (compounded) | -44.2% |
| Average win | $79 |
| Average loss | $223 |
| Profit factor | 0.7:1 |
| Max peak-to-valley drawdown (historical) | 63.05% |
| drawdown period | Aug 03, 2012 to Oct 09, 2012 |
| Correlation w/ S&P | 0.014 |
| Sharpe ratio | -1.937 |
| Keep after worst-case slippage | 100.0% |
| 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) | -0.16 |
| Average P/L per unit traded |
Reviews
Gotta have balls of steel to trade this. Doesn't look like a sensible system to me.
Damn this guy is going for broke.
After good initial start, the system is starting going down. Each loss is a lot bigger than each gain which means the direction of each trade is not very good.
I have to admit, this developer has really impressed me despite the short track record. He has made enough trades in my opinion to draw conclusions from the sample. I also like his risk adverse style. Keep up the great work!
System Description
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
