The Profit Pipeline
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2012 (2.8%) (7.2%) (9.1%) (11.4%) (4.2%) (4.4%) 2013 (4.6%) - (9.6%) - (5.3%)
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 295 days.
Instruments
Forex
Strategies
Technical analysis
System started
7/25/2012 (10 months ago)
System developer
Andrew Lester 58
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
9/17/12 19:15
BUY
6
USD/CAD
0.98016
10/5
0.97500 Normal ($324)
9/25/12 4:56
SELL
2
AUD/JPY
80.944
9/25
81.330 Low ($101)
9/24/12 2:11
SELL
2
AUD/JPY
81.279
9/24
81.260 Low $3
9/23/12 19:35
BUY
2
USD/JPY
78.162
9/23
78.043 Low ($33)
9/20/12 2:08
SELL
2
GBP/USD
1.61786
9/21
1.63000 Normal ($245)
9/17/12 19:16
SELL
2
GBP/CHF
1.50650
9/20
1.51400 Low ($163)
9/16/12 19:24
SELL
2
GBP/CHF
1.50207
9/17
1.50900 Low ($151)
9/12/12 7:44
BUY
2
USD/CAD
0.97436
9/13
0.97100 Low ($71)
9/12/12 7:18
SELL
2
GBP/USD
1.60990
9/13
1.61350 Low ($74)
9/12/12 6:44
SELL
2
GBP/CHF
1.50651
9/12
1.50950 Low ($66)
9/12/12 6:47
BUY
2
GBP/CAD
1.56899
9/12
1.56647 Low ($54)
9/10/12 21:04
BUY
2
EUR/CAD
1.24754
9/11
1.24450 Low ($65)
9/9/12 19:12
BUY
2
EUR/CAD
1.25213
9/10
1.24900 Low ($66)
9/5/12 19:57
BUY
2
GBP/JPY
124.743
9/7
125.450 Low $179
9/3/12 20:48
BUY
2
GBP/CHF
1.51497
9/5
1.51800 Low $62
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
9/17/12 19:15
BUY
6
USD/CAD
0.98016
10/5
0.97500 Normal ($324)
9/17/12 19:15
BTO
2
USD/CAD
0.97482
9/27/12 3:03
BTO
4
USD/CAD
0.98283
10/5/12 8:56
STC
6
USD/CAD
0.97500
9/25/12 4:56
SELL
2
AUD/JPY
80.944
9/25
81.330 Low ($101)
9/25/12 4:56
STO
2
AUD/JPY
80.944
9/25/12 8:40
BTC
2
AUD/JPY
81.330
9/24/12 2:11
SELL
2
AUD/JPY
81.279
9/24
81.260 Low $3
9/24/12 2:11
STO
2
AUD/JPY
81.279
9/24/12 7:34
BTC
2
AUD/JPY
81.260
9/23/12 19:35
BUY
2
USD/JPY
78.162
9/23
78.043 Low ($33)
9/23/12 19:35
BTO
2
USD/JPY
78.162
9/23/12 21:27
STC
2
USD/JPY
78.043
9/20/12 2:08
SELL
2
GBP/USD
1.61786
9/21
1.63000 Normal ($245)
9/20/12 2:08
STO
2
GBP/USD
1.61786
9/21/12 5:00
BTC
2
GBP/USD
1.63000
9/17/12 19:16
SELL
2
GBP/CHF
1.50650
9/20
1.51400 Low ($163)
9/17/12 19:16
STO
2
GBP/CHF
1.50650
9/20/12 23:35
BTC
2
GBP/CHF
1.51400
9/16/12 19:24
SELL
2
GBP/CHF
1.50207
9/17
1.50900 Low ($151)
9/16/12 19:24
STO
2
GBP/CHF
1.50207
9/17/12 14:16
BTC
2
GBP/CHF
1.50900
9/12/12 7:44
BUY
2
USD/CAD
0.97436
9/13
0.97100 Low ($71)
9/12/12 7:44
BTO
2
USD/CAD
0.97436
9/13/12 13:23
STC
2
USD/CAD
0.97100
9/12/12 7:18
SELL
2
GBP/USD
1.60990
9/13
1.61350 Low ($74)
9/12/12 7:18
STO
2
GBP/USD
1.60990
9/13/12 12:32
BTC
2
GBP/USD
1.61350
9/12/12 6:44
SELL
2
GBP/CHF
1.50651
9/12
1.50950 Low ($66)
9/12/12 6:44
STO
2
GBP/CHF
1.50651
9/12/12 10:47
BTC
2
GBP/CHF
1.50950
9/12/12 6:47
BUY
2
GBP/CAD
1.56899
9/12
1.56647 Low ($54)
9/12/12 6:47
BTO
2
GBP/CAD
1.56899
9/12/12 8:25
STC
2
GBP/CAD
1.56647
9/10/12 21:04
BUY
2
EUR/CAD
1.24754
9/11
1.24450 Low ($65)
9/10/12 21:04
BTO
2
EUR/CAD
1.24754
9/11/12 7:21
STC
2
EUR/CAD
1.24450
9/9/12 19:12
BUY
2
EUR/CAD
1.25213
9/10
1.24900 Low ($66)
9/9/12 19:12
BTO
2
EUR/CAD
1.25213
9/10/12 5:06
STC
2
EUR/CAD
1.24900
9/5/12 19:57
BUY
2
GBP/JPY
124.743
9/7
125.450 Low $179
9/5/12 19:57
BTO
2
GBP/JPY
124.743
9/7/12 8:31
STC
2
GBP/JPY
125.450
9/3/12 20:48
BUY
2
GBP/CHF
1.51497
9/5
1.51800 Low $62
9/3/12 20:48
BTO
2
GBP/CHF
1.51497
9/5/12 8:41
STC
2
GBP/CHF
1.51800
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 52 # Profitable 17 (32.7%) # months tracked 11 Profitable months Avg trade duration 1.0 days Annual return (compounded) -18.6% Average win $100 Average loss $92 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 16.83% drawdown period Aug 21, 2012 to Oct 05, 2012 Correlation w/ S&P -0.024 Sharpe ratio -2.801 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 6.7% 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) -0.38 Average P/L per unit traded
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