Gold Survivor Energy Portfolio - a futures trading system on Collective2

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System Details: Gold Survivor Energy Portfolio

Hypothetical Monthly Results (limitations of these statistics ?)

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

2006

+0.6%

+10.5%

(4.4%)

+5.0%

2007

(2.3%)

+5.2%

+3.3%

+2.3%

+7.1%

+12.0%

+2.0%

+8.6%

+6.1%

+6.3%

+5.2%

+5.3%

2008

+1.2%

+3.8%

+1.1%

+4.6%

(0.7%)

+6.3%

(1.9%)

+0.3%

+4.0%

+0.4%

+1.9%

(1%)

2009

(3.7%)

+0.4%

(2.8%)

(0.2%)

(1.2%)

(2.1%)

(0.2%)

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

Instruments

Futures

Strategies

Technical Analysis

System started

9/16/2006 (146 weeks ago)

System developer

Coincollector.it (Private Msg)

(Last login to C2: 7/3/09 2:06)

The name of this system has been changed 1 time (View history)

Vendor has created 36 other systems. (See all)

Cash & Margin

Started	Buy Power	Cash	Equity	Margined	Open P/L
$100,000	$221,499	$221,499	$0	$0	$0

Subscribing to this system

Pay for performance. Subscriptions cost $695 at the end of each month, but only if the system has made profitable trades. (Note that a "month" is a 30-day period. That is, you are billed only if the last 30 days that you have subscribed are profitable. So it's safe to subscribe at the end of a calendar month; you'll still get 30 days' worth of trades.) [Subscribe here]

You are not subscribed to this system.

Overview

The system developer writes:

Highly profitable long/short intraday system. The risks are very small. the system is very tradable. In order to ensure proper execution of order, only a limited number of subscriptions is allowed.

Real Trade Stats Available

This system has been AutoTraded and sufficient data has been collected to allow us to overlay real brokerage execution data on top of hypothetical trades. Would you like to see trade information gathered from subscribers' real brokerage accounts?

Yes, show real trades from subscriber broker accounts

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Statistics

Show/Hide | Advanced

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

Realism Factor

99.0

Trades

1201

Profitable

530

Losses

671

Win %

44.1%

APD Ratio

0.18

Correlation w/ S&P

-0.005

Cumu $

$121,499

after typical commission

$115,244

and real-life slippage

$115,245

Keep after worst-case slippage

100.0%

Avg Win

$1,040

Avg Loss

$640

Profit Factor

1.3:1

P/L per unit

$98.56

after typical commission

$96.06

after real-life slippage

$96.06

Avg Trade Length

2.2 hours

Compound Annual %

33.4% over 1022 days

Sharpe Ratio

2.06

Max Drawdown

12.14% (20081113 to 20090625)

Risk of 20% account loss

0.0%

Risk of 50% account loss

0.0%

Risk of 100% account loss

0.0%

Crowd Opinion

Viewed 7,502 times

Tracked by 196 My Analyst pages

With commentary: 15

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

On

Off

"Report Problem" Links

On

Off

Show Forex as Pips

On

Off

Overlay AutoTrade results

On

Off

Trade Commentary

On

Off

Verified AutoTrades Only

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Off

System Description

The system developer writes:

---------------------------------------------------------
GOLD SURVIVOR ENERGY PORTFOLIO FEATURES
---------------------------------------------------------
Download historical results here:
http://www.coincollector.it/Survivor-Energy-Portfolio_484186.html
http://www.en.coincollector.ea23.com/Survivor-Energy-Portfolio_1754346.html
Additional informatio:
http://www.en.coincollector.ea23.com/What-is_1754314.html

Survivor Energy Portfolio works on the Crude Oil (CL), Natural Gas (NG), Gasoline (RB) and Heating Oil (HO) markets. It closes all positions at the end of day. The system work with fixed non-optimized parameters and only with Stop orders. In order to ensure proper execution of order, only a limited number of subscriptions is allowed.

---------------------------------
GOLD [Show Entire]

Recent Trade Signals Entered: Gold Survivor Energy Portfolio

Trading Record

The table below shows the hypothetical results that could have been achieved if you started trading this system with $100,000 on September 16, 2006. 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 trades which have been closed for at least 7 hours below.

Drawdwn & Risk

P/L

BTO

QNGQ9

3.740

7/2/09 10:30

STC

3.709

7/2/09 12:36

($320)

Low

($310)

BTO

QNGQ9

3.807

7/1/09 9:36

STC

3.797

7/1/09 14:29

($400)

Low

($100)

BTO

QHOQ9

1.8212

6/29/09 9:31

STC

1.8337

6/29/09 14:29

($264)

Low

$525

BTO

QCLQ9

70.64

6/29/09 9:31

STC

71.51

6/29/09 14:29

($290)

Low

$870

BTO

QRBQ9

1.9160

6/29/09 9:30

STC

1.9441

6/29/09 10:56

($29)

Low

$1,180

STO

QNGQ9

3.969

6/25/09 10:32

BTC

3.993

6/25/09 14:29

($370)

Low

($240)

BTO

QHON9

1.7740

6/25/09 9:32

STC

1.7761

6/25/09 14:29

($546)

Low

$88

STO

QCLQ9

69.88

6/25/09 12:57

BTC

70.70

6/25/09 13:22

($890)

Low

($820)

BTO

QCLQ9

69.56

6/25/09 9:31

STC

69.88

6/25/09 12:57

($500)

Low

$320

STO

QRBN9

1.8729

6/25/09 10:52

BTC

1.8939

6/25/09 11:41

($882)

n/a

($882)

BTO

QRBN9

1.8749

6/25/09 9:32

STC

1.8729

6/25/09 10:52

($84)

Low

($84)

BTO

QNGN9

3.829

6/24/09 11:14

STC

3.748

6/24/09 12:34

($810)

n/a

($810)

STO

QNGN9

3.970

6/22/09 9:50

BTC

3.932

6/22/09 14:29

($10)

Low

$380

STO

QCLN9

71.33

6/18/09 10:30

BTC

71.71

6/18/09 13:59

($380)

n/a

($380)

STO

QCLN9

70.50

6/18/09 9:39

BTC

71.17

6/18/09 10:03

($670)

n/a

($670)

BTO

QNGN9

4.105

6/15/09 11:55

STC

4.184

6/15/09 14:29

($360)

Low

$790

STO

QHON9

1.8283

6/15/09 9:31

BTC

1.8177

6/15/09 14:29

n/a

No calc

$445

STO

QCLN9

71.14

6/15/09 9:33

BTC

70.24

6/15/09 13:57

($130)

Low

$900

BTO

QHON9

1.8355

6/12/09 9:51

STC

1.8375

6/12/09 14:29

($352)

Low

$84

BTO

QCLN9

72.43

6/11/09 10:15

STC

72.72

6/11/09 14:14

($380)

Low

$290

STO

QHON9

1.8482

6/11/09 10:54

BTC

1.8674

6/11/09 13:25

($806)

n/a

($806)

STO

QNGN9

3.802

6/11/09 10:43

BTC

3.875

6/11/09 12:05

($730)

Low

($730)

BTO

QNGN9

3.741

6/11/09 9:41

STC

3.801

6/11/09 10:43

($410)

Low

$600

STO

QNGN9

3.710

6/10/09 10:08

BTC

3.709

6/10/09 14:29

($790)

Low

$10

BTO

QCLN9

71.76

6/10/09 10:38

STC

71.15

6/10/09 10:45

($610)

n/a

($610)

>>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.