This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more.

Dragon Diversified

Created by:
Iris_kelly
Iris_kelly
Started:   10/2010
Futures
Last trade:   1987 days ago

Subscription terms. You can subscribe to this system for free.

-27.3%
32.4%
Max Drawdown
13
Num Trades
30.8%
Win Trades
0.4 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010                                                                 -  (26%)  -  (26%)
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -                                            0.0

Model Account Details

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Closed Trades

CSV
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Opened ETB/S#Symbol PriceClosedPriceDDP/L
11/17/10 10:34 SELL 1 @BOF1 SOYBEAN OIL 49.95 11/24 19:06 50.80 6.92%
Trade id #54921539
Max drawdown($1,074)
Time11/19/10 4:18
Quant open-1
Worst price51.74
Drawdown as % of equity-6.92%
($524)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/23/10 11:22 BUY 1 @QGF1 MINY NATURAL GAS 4.390 11/24 19:06 4.415 0.87%
Trade id #55123430
Max drawdown($137)
Time11/24/10 9:14
Quant open1
Worst price4.335
Drawdown as % of equity-0.87%
$49
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/24/10 6:58 BUY 1 @USZ0 US T-BOND 127 31/32 11/24 10:46 126 28/32 6.44%
Trade id #55154632
Max drawdown($1,000)
Time11/24/10 10:42
Quant open1
Worst price126 31/32
Drawdown as % of equity-6.44%
($1,108)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/17/10 5:04 SELL 1 @HEG1 LEAN HOGS 73.725 11/18 13:20 75.525 4.44%
Trade id #54908062
Max drawdown($710)
Time11/18/10 12:58
Quant open-1
Worst price75.500
Drawdown as % of equity-4.44%
($734)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/17/10 3:39 SELL 1 @SBH1 Sugar #11 25.56 11/17 8:10 26.99 7.21%
Trade id #54905939
Max drawdown($1,321)
Time11/17/10 8:04
Quant open-1
Worst price26.74
Drawdown as % of equity-7.21%
($1,616)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/11/10 20:32 SELL 1 @DXZ0 US Dollar Index 78.380 11/16 10:35 79.010 3.17%
Trade id #54755194
Max drawdown($600)
Time11/16/10 10:32
Quant open-1
Worst price78.980
Drawdown as % of equity-3.17%
($644)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/2/10 20:24 BUY 1 @LEZ0 LIVE CATTLE 98.200 11/11 22:11 98.350 2.27%
Trade id #54431446
Max drawdown($430)
Time11/5/10 12:09
Quant open1
Worst price97.125
Drawdown as % of equity-2.27%
$46
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/4/10 21:01 BUY 1 @SF1 SOYBEANS 1279 11/10 13:10 1319 2.51%
Trade id #54516191
Max drawdown($475)
Time11/8/10 19:27
Quant open1
Worst price1269 2/4
Drawdown as % of equity-2.51%
$1,986
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/8/10 2:51 BUY 1 @WZ0 WHEAT 725 1/4 11/9 23:08 701 1/4 4.8%
Trade id #54570973
Max drawdown($959)
Time11/9/10 23:05
Quant open1
Worst price706
Drawdown as % of equity-4.80%
($1,217)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/5/10 5:00 SELL 1 @CCZ0 COCOA 2747 11/8 11:45 2785 1.45%
Trade id #54525828
Max drawdown($280)
Time11/8/10 11:40
Quant open-1
Worst price2775
Drawdown as % of equity-1.45%
($394)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/3/10 14:14 SELL 1 @DXZ0 US Dollar Index 77.280 11/5 8:30 76.580 0.25%
Trade id #54460476
Max drawdown($45)
Time11/3/10 14:16
Quant open-1
Worst price77.325
Drawdown as % of equity-0.25%
$686
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/3/10 6:58 SELL 1 @USZ0 US T-BOND 132 7/32 11/3 14:16 132 31/32 3.94%
Trade id #54442143
Max drawdown($718)
Time11/3/10 13:43
Quant open-1
Worst price132 30/32
Drawdown as % of equity-3.94%
($764)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96
11/1/10 1:38 BUY 1 @WZ0 WHEAT 727 1/4 11/1 11:00 708 1/4 3.41%
Trade id #54352235
Max drawdown($671)
Time11/1/10 10:46
Quant open1
Worst price713 3/4
Drawdown as % of equity-3.41%
($964)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96

Statistics

  • Strategy began
    10/31/2010
  • Starting Unit Size
    $20,000
  • Strategy Age (days)
    2010.85
  • Age
    67 months ago
  • What it trades
    Futures
  • # Trades
    13
  • # Profitable
    4
  • % Profitable
    30.80%
  • Avg trade duration
    2.9 days
  • Max peak-to-valley drawdown
    32.44%
  • drawdown period
    Nov 09, 2010 - June 20, 2014
  • Annual return (compounded)
    -5.1%
  • Avg win
    $705.75
  • Avg loss
    $871.00
  • Ratios
  • W:L ratio
    0.36:1
  • Sharpe Ratio
    -1.283
  • Sortino Ratio
    -1.464
  • Calmar Ratio
    -0.533
  • Daily Change
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    ($5,016)
  • Closed PL (start day)
    ($5,016)
  • Closed PL Change $
    ($0.25)
  • Closed PL Change %
    n/a
  • Equity
    $14,983
  • Equity (start day)
    $14,984
  • Equity Change $
    ($0.25)
  • Equity Change %
    n/a
  • Return Statistics
  • Ann Return (w trading costs)
    -27.3%
  • Ann Return (Compnd, No Fees)
    -5.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    87.81%
  • Chance of 20% account loss
    47.62%
  • Chance of 30% account loss
    9.30%
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $706
  • Avg Loss
    $871
  • # Winners
    4
  • # Losers
    9
  • % Winners
    30.8%
  • Frequency
  • Avg Position Time (mins)
    4143.70
  • Avg Position Time (hrs)
    69.06
  • Avg Trade Length
    2.9 days
  • Last Trade Ago
    1987

Strategy Description

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

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.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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