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

CL Dragon

Created by:
Iris_kelly
Iris_kelly
Started:   11/2010
Futures
Last trade:   2,045 days ago

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

-21.3%
21.0%
Max Drawdown
10
Num Trades
10.0%
Win Trades
0.1 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010                                                                      (6.2%)(14.4%)(19.7%)
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.

Open positions are hidden from non-subscribers.

Long
Short
Both
Win
Loss
Both

Trading Record

Download CSV Show More detailsShow fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/21/10 11:29 QCLG1 CRUDE OIL LONG 2 89.89 12/21 13:11 89.72 2.17%
Trade id #56015261
Max drawdown($450)
Time12/21/10 11:49
Quant open2
Worst price89.66
Drawdown as % of equity-2.17%
($358)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
12/15/10 13:33 QCLF1 CRUDE OIL LONG 2 88.74 12/15 16:00 88.46 3.63%
Trade id #55843514
Max drawdown($750)
Time12/15/10 14:45
Quant open2
Worst price88.37
Drawdown as % of equity-3.63%
($598)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
12/10/10 11:21 QCLF1 CRUDE OIL SHORT 2 87.72 12/10 12:17 87.79 1.4%
Trade id #55695163
Max drawdown($300)
Time12/10/10 12:17
Quant open-1
Worst price88.02
Drawdown as % of equity-1.40%
($168)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
12/7/10 12:10 QCLF1 CRUDE OIL SHORT 2 88.46 12/7 12:34 88.89 3.55%
Trade id #55571139
Max drawdown($790)
Time12/7/10 12:34
Quant open-2
Worst price88.85
Drawdown as % of equity-3.55%
($898)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
12/6/10 11:56 QCLF1 CRUDE OIL SHORT 2 88.77 12/6 11:56 88.78 n/a ($48)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
12/6/10 9:37 QCLF1 CRUDE OIL LONG 2 89.42 12/6 11:56 88.79 5.4%
Trade id #55522686
Max drawdown($1,230)
Time12/6/10 11:55
Quant open2
Worst price88.81
Drawdown as % of equity-5.40%
($1,298)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
11/30/10 10:44 QCLF1 CRUDE OIL LONG 2 85.33 11/30 11:29 85.01 2.25%
Trade id #55338177
Max drawdown($540)
Time11/30/10 11:28
Quant open2
Worst price85.06
Drawdown as % of equity-2.25%
($658)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
11/26/10 12:46 QCLF1 CRUDE OIL LONG 2 83.77 11/26 14:54 83.75 1.25%
Trade id #55243714
Max drawdown($300)
Time11/26/10 13:27
Quant open2
Worst price83.62
Drawdown as % of equity-1.25%
($68)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
11/17/10 9:13 QCLZ0 CRUDE OIL SHORT 2 81.53 11/17 10:30 82.30 2.8%
Trade id #54915480
Max drawdown($710)
Time11/17/10 10:27
Quant open-2
Worst price81.89
Drawdown as % of equity-2.80%
($1,558)
Includes Typical Commission and AutoTrade Fees trade costs of $27.92
11/16/10 9:54 QCLZ0 CRUDE OIL SHORT 2 83.26 11/16 11:43 82.88 0.54%
Trade id #54872520
Max drawdown($135)
Time11/16/10 10:19
Quant open-1
Worst price83.39
Drawdown as % of equity-0.54%
$732
Includes Typical Commission and AutoTrade Fees trade costs of $27.92

Statistics

  • Strategy began
    11/12/2010
  • Starting Unit Size
    $25,000
  • Strategy Age (days)
    2082.86
  • Age
    69 months ago
  • What it trades
    Futures
  • # Trades
    10
  • # Profitable
    1
  • % Profitable
    10.00%
  • Avg trade duration
    1.4 hours
  • Max peak-to-valley drawdown
    20.96%
  • drawdown period
    Nov 16, 2010 - June 21, 2014
  • Annual return (compounded)
    -3.5%
  • Avg win
    $760.00
  • Avg loss
    $600.00
  • Model Account Values (Raw)
  • Cash
    $20,360
  • Margin Used
    $0
  • Buying Power
    $20,360
  • Ratios
  • W:L ratio
    0.14:1
  • Sharpe Ratio
    -2.062
  • Sortino Ratio
    -2.078
  • Calmar Ratio
    -0.528
  • Daily Change
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    ($4,639)
  • Closed PL (start day)
    ($4,640)
  • Closed PL Change $
    $0.01
  • Closed PL Change %
    n/a
  • Equity
    $20,360
  • Equity (start day)
    $20,360
  • Equity Change $
    $0.01
  • Equity Change %
    n/a
  • Return Statistics
  • Ann Return (w trading costs)
    -21.3%
  • Ann Return (Compnd, No Fees)
    -3.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    4.76%
  • Chance of 30% account loss
    n/a
  • 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
    $760
  • Avg Loss
    $600
  • # Winners
    1
  • # Losers
    9
  • % Winners
    10.0%
  • Frequency
  • Avg Position Time (mins)
    82.52
  • Avg Position Time (hrs)
    1.38
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    2044

Strategy Description

Statistics

Strategy began
2010-11-12
Minimum Capital Required
$25,000
# Trades
10
# Profitable
1
% Profitable
10.0%
Correlation S&P500
-0.245
Sharpe Ratio
-2.062

Latest

#PERSONNAME#
subscribed on #SUBSCRIBEDDATE#

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

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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