Lilac - a forex trading system on Collective2

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These trading results are maintained and verified by Collective2, an independent company.

Collective2 (C2) is a Web site that monitors over 8,720 trading systems. We are not affiliated with the trading system developer. We merely verify the results of a trading system, by measuring a system's advice versus real-time market data. Use of Collective2 to verify system results or to research trading systems is free. All system results presented on C2 must be regarded as hypothetical. You can learn more about the limitations of hypothetical results.

Private Msg

System Details: Lilac

Hypothetical Monthly Results (limitations of these statistics ?)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2007										(5.2%)	+25.1%	(0.3%)
2008	+24.3%	(7.6%)	(20.2%)	(1.2%)	-	-	-	-	-	-	-	-
2009	-	-	-	-	-	-	-

Best-case fills, no commisson	Best-case, with commis.
Adjusted by Realism Factor	Realism Factor, with commis.
Monte Carlo Simulation (?)	Interactive chart

Instruments

Forex

Strategies

Technical Analysis

System started

10/8/2007 (91 weeks ago)

System developer

Mariden (Private Msg)

(Last login to C2: 12/11/08 14:30)

Vendor has created 2 other systems. (See all)

This system is no longer supported.

Cash & Margin

Started	Buy Power	Cash	Equity	Margined	Open P/L
$100,000	$107,033	$107,033	$0	$0	$0

Subscribing to this system

There is a free trial period of 30 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)

Then, after the trial, subscriptions cost $175 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.) [Subscribe here]

You are not subscribed to this system.

Overview

The system developer writes:

Lilac is a trend following system.

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Statistics

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Statistics are for combined open and closed positions. If open positions are included, results calculations may be delayed by several hours.

Realism Factor

100.0

Trades

100

Profitable

37

Losses

63

Win %

37.0%

APD Ratio

0.05

Correlation w/ S&P

-0.038

Cumu $

$7,033

after typical commission

n/a

Keep after worst-case slippage

-199.3%

Avg Win

$2,983

Avg Loss

$1,640

Profit Factor

1.1:1

P/L per unit

n/a

after typical commission

n/a

Avg Trade Length

2.0 days

Compound Annual %

4% over 635 days

Sharpe Ratio

-0.024

Max Drawdown

30.2% (20080130 to 20080416)

Risk of 20% account loss

n/a

Risk of 50% account loss

n/a

Risk of 100% account loss

n/a

Crowd Opinion

Viewed 490 times

Tracked by 9 My Analyst pages

With commentary: 1

Subscriber Reviews

No reviews have been written yet.

Hold mouse over gray text for context-sensitive help.

What this page displays

Realism Factor (RF) Calcs

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"Report Problem" Links

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Off

Show Forex as Pips

On

Off

Overlay AutoTrade results

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Trade Commentary

On

Off

Recent Trade Signals Entered: Lilac

Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on October 08, 2007. If you decide to AutoTrade this system, you can easily trade with a different amount of capital (smaller or larger), and your results will vary accordingly. These hypothetical results do not include commissions. Since you are not yet a subscriber to this system, we show only closed trades below.

Drawdwn & Risk

P/L

BTO

32

USD/CAD

1.02220

3/30/08 17:32

STC

32

1.02150

4/1/08 16:17

($940)

Normal

BTO

30

GBP/USD

2.00180

3/26/08 12:01

STC

30

2.00180

3/28/08 2:53

n/a

No calc

STO

34

USD/CAD

1.01320

3/26/08 7:04

BTC

34

1.01970

3/26/08 12:26

($2,187)

High

BTO

32

GBP/USD

2.00770

3/26/08 5:08

STC

32

2.00070

3/26/08 6:02

($2,239)

High

BTO

33

USD/JPY

99.600

3/21/08 3:11

STC

33

99.980

3/25/08 9:57

($1,149)

Normal

STO

31

GBP/USD

1.99680

3/19/08 6:57

BTC

31

1.99250

3/24/08 22:24

($1,736)

High

BTO

35

EUR/USD

1.58270

3/18/08 6:29

STC

35

1.56700

3/18/08 15:11

($5,494)

V.High

BTO

34

USD/CAD

0.99580

3/18/08 4:12

STC

34

0.98930

3/18/08 14:14

($2,219)

High

STO

34

GBP/USD

2.00130

3/17/08 11:59

BTC

34

2.00830

3/18/08 5:20

($2,379)

High

BTO

30

EUR/USD

1.56130

3/14/08 9:50

STC

30

1.56373

3/14/08 14:33

($420)

Low

BTO

30

GBP/USD

2.03340

3/14/08 9:55

STC

30

2.02185

3/14/08 14:33

($3,510)

V.High

STO

34

USD/CAD

0.98850

3/12/08 5:25

BTC

34

0.98850

3/14/08 7:26

n/a

No calc

BTO

35

GBP/USD

2.03350

3/14/08 3:34

STC

35

2.02350

3/14/08 7:23

($3,570)

V.High

BTO

40

USD/CAD

0.99150

3/10/08 9:44

STC

40

0.98870

3/12/08 5:23

($1,453)

Normal

STO

38

EUR/USD

1.53100

3/11/08 10:38

BTC

38

1.53730

3/12/08 0:46

($2,393)

High

BTO

44

EUR/USD

1.53830

3/11/08 5:07

STC

44

1.53230

3/11/08 10:20

($2,662)

High

BTO

38

GBP/USD

2.01220

3/11/08 5:08

STC

38

2.00520

3/11/08 10:19

($2,660)

High

STO

39

GBP/USD

1.98240

3/5/08 2:12

BTC

39

1.98950

3/5/08 10:31

($2,769)

High

BTO

44

EUR/USD

1.52060

3/3/08 7:53

STC

44

1.52185

3/4/08 12:25

($2,131)

High

STO

40

USD/JPY

103.171

3/4/08 2:38

BTC

40

102.960

3/4/08 11:20

($1,205)

Normal

BTO

43

USD/JPY

108.019

2/20/08 8:00

STC

43

108.093

2/21/08 8:13

($954)

Normal

BTO

35

USD/CAD

1.01260

2/21/08 6:20

STC

35

1.01250

2/21/08 6:21

n/a

No calc

STO

45

GBP/USD

1.94540

2/20/08 3:01

BTC

45

1.94540

2/21/08 1:19

n/a

No calc

BTO

43

USD/CAD

1.01705

2/20/08 7:15

STC

43

1.01060

2/21/08 0:57

($2,740)

High

BTO

40

GBP/USD

1.95170

2/12/08 7:22

STC

40

1.95890

2/15/08 12:48

($924)

Normal

>>Next 25 records

Important limitations about performance statistics on this page (back to top)

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

If you are interested in the technical details of how we determine hypothetical trade prices, you may read this technical description.

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