Iris Fx
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Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2011  +33.1%  +6.0%  +41.1%  
2012  +5.7%  (15.5%)                      (10.7%) 
2013                          0.0 
2014                          0.0 
2015              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.
Started  $2,000  
Buy Power  $2,615  
Cash  $2,615  
Equity  $0  
Cumulative $  $615  
Total System Equity  $2,615  
Margined  $0  
Open P/L  $0 
Closed Trades
CSVOpened ET  B/S  #  Symbol  Price  Closed  Price  DD  P/L  

2/13/12 19:41  SELL  1  AUD/USD  1.07165  2/14 5:02  1.07083  0.26%

$7 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/13/12 18:54  BUY  1  USD/CHF  0.91886  2/14 5:00  0.91553  1.35%

($37) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/12/12 18:53  BUY  1  EUR/USD  1.32332  2/13 18:49  1.31520  3.27%

($82) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/12/12 23:54  BUY  1  AUD/USD  1.07413  2/13 17:51  1.07208  0.76%

($22) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/12/12 23:56  SELL  1  USD/CHF  0.91282  2/13 15:06  0.91631  1.4%

($39) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/8/12 10:49  BUY  1  GBP/USD  1.58126  2/10 8:23  1.57680  1.56%

($46) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/9/12 19:57  BUY  1  AUD/USD  1.07660  2/10 8:23  1.06404  4.2%

($127) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/7/12 11:00  BUY  1  EUR/USD  1.32426  2/10 8:21  1.31725  2.32%

($71) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/7/12 11:00  SELL  1  USD/CHF  0.91274  2/10 7:16  0.91667  1.42%

($44) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/5/12 20:33  BUY  1  USD/JPY  76.560  2/7 10:41  76.867  0.23%

$39 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

2/2/12 6:50  SELL  3  EUR/USD  1.31256  2/7 10:11  1.30959  2.34%

$86 Includes Typical Broker Commission and AutoTrade Fees trade costs of $3.00 

2/1/12 4:32  BUY  2  EUR/USD  1.31509  2/2 4:00  1.31301  1.38%

($44) Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00 

2/1/12 9:21  SELL  1  USD/CHF  0.91556  2/2 3:10  0.91680  0.46%

($15) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/31/12 23:25  BUY  1  USD/CHF  0.92159  2/1 4:29  0.91839  1.14%

($36) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/31/12 10:54  SELL  1  EUR/USD  1.30867  2/1 4:14  1.31080  0.68%

($22) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/31/12 5:39  BUY  1  GBP/JPY  120.443  1/31 10:42  119.967  1.99%

($63) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/29/12 22:25  BUY  1  AUD/USD  1.06104  1/30 5:15  1.05263  2.69%

($85) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/26/12 18:49  BUY  1  EUR/USD  1.31070  1/27 14:05  1.32094  1%

$101 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/27/12 11:00  BUY  1  AUD/USD  1.06286  1/27 14:05  1.06515  0.09%

$22 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/20/12 9:46  BUY  1  EUR/USD  1.29237  1/26 4:54  1.31641  1.79%

$239 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/23/12 20:24  SELL  1  USD/CAD  1.00812  1/26 4:52  1.00018  2.32%

$78 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/19/12 22:35  BUY  1  USD/CAD  1.01327  1/20 9:18  1.01352  0.46%

$1 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/18/12 3:34  SELL  1  EUR/USD  1.27392  1/19 4:35  1.29000  5.81%

($162) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/18/12 9:09  BUY  1  USD/JPY  76.847  1/18 16:45  76.739  0.48%

($15) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/17/12 8:44  SELL  1  GBP/USD  1.53808  1/17 19:36  1.53442  0.14%

$36 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/17/12 2:57  BUY  1  GBP/USD  1.53688  1/17 8:43  1.53798  0.55%

$10 Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/13/12 9:09  BUY  1  USD/CHF  0.95196  1/16 23:08  0.95029  0.62%

($19) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/15/12 19:00  BUY  1  USD/JPY  76.916  1/16 22:48  76.703  0.97%

($29) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/16/12 2:45  SELL  1  EUR/USD  1.26628  1/16 21:51  1.27328  2.31%

($71) Includes Typical Broker Commission and AutoTrade Fees trade costs of $1.00 

1/13/12 9:18  SELL  2  AUD/USD  1.02858  1/16 11:17  1.03370  3.4%

($105) Includes Typical Broker Commission and AutoTrade Fees trade costs of $2.00 
Statistics
 Strategy began11/12/2011
 Age44 months ago
 What it tradesForex
 # Trades82
 # Profitable38
 % Profitable46.30%
 Avg trade duration1.5 days
 Max peaktovalley drawdown19.8%
 drawdown periodJan 13, 2012  Feb 14, 2012
 Annual Return (Compounded)6.6%
 Avg win$75.18
 Avg loss$50.94
 W:L ratio1.27:1
 Open PL$0.00
 Open PL (start day)$0.00
 Open PL Change $$0.00
 Open PL Change %n/a
 Close PL$615.32
 Closed PL (start day)$615.00
 Closed PL Change $$0.32
 Closed PL Change %0.05%
 Equity$2,615
 Equity (start day)$2,615
 Equity Change $$0.32
 Equity Change %0.01%
 GENERAL STATISTICS
 Age1324
 # Trades82
 Starting Unit Size2000
 Avg Trade Length1.5
 PROFIT
 Profit Factor1.3
 SORTINO STATISTICS
 Sortino Ratio1.233
 CALMAR STATISTICS
 Calmar Ratio1.200
 Ann Return (w trading costs)6.6%
 SHARPE STATISTICS
 Sharpe Ratio0.695
 Ann Return (Compnd, No Fees)7.7%
 Chance of 10% account loss100.00%
 Chance of 20% account loss20.00%
 Chance of 30% account lossn/a
 Chance of 40% account lossn/a
 Chance of 50% account lossn/a
 PROFIT STATISTICS
 APD0.14
 DRAW DOWN STATISTICS
 Max Drawdown19.8%
 POPULARITY STATISTICS
 Popularity (Today)0
 Popularity (Last 6 weeks)0
 TOS STATISTICS
 Trades Own System?67
 TOS percent100%
 BILLING STATISTICS
 Subscription Price$0
 Billing Period (days)30
 Trial Days0
 WIN STATISTICS
 Avg Loss$51
 Avg Win$75
 # Winners38
 # Losers44
 % Winners46.3%
 TIME STATISTICS
 Avg Position Time (mins)2173.92
 Avg Position Time (hrs)36.23
 Last Trade Ago1230
 OWNER STATISTICS
 Developer
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.24579
 SD0.35281
 Sharpe ratio (Glass type estimate)0.69668
 Sharpe ratio (Hedges UMVUE)0.66115
 df15.00000
 t0.80445
 p0.37143
 Lowerbound of 95% confidence interval for Sharpe Ratio1.02986
 Upperbound of 95% confidence interval for Sharpe Ratio2.40073
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.05263
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.37494
 Statistics related to Sortino ratio
 Sortino ratio1.74661
 Upside Potential Ratio2.76138
 Upside part of mean0.38860
 Downside part of mean0.14280
 Upside SD0.31926
 Downside SD0.14073
 N nonnegative terms2.00000
 N negative terms14.00000
 Statistics related to linear regression on benchmark
 N of observations16.00000
 Mean of predictor0.38655
 Mean of criterion0.24579
 SD of predictor0.15951
 SD of criterion0.35281
 Covariance0.00905
 r0.16078
 b (slope, estimate of beta)0.35563
 a (intercept, estimate of alpha)0.38326
 Mean Square Error0.12992
 DF error14.00000
 t(b)0.60953
 p(b)0.58039
 t(a)0.99523
 p(a)0.37148
 Lowerbound of 95% confidence interval for beta1.60702
 Upperbound of 95% confidence interval for beta0.89575
 Lowerbound of 95% confidence interval for alpha0.44270
 Upperbound of 95% confidence interval for alpha1.20922
 Treynor index (mean / b)0.69114
 Jensen alpha (a)0.38326
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.19114
 SD0.32744
 Sharpe ratio (Glass type estimate)0.58374
 Sharpe ratio (Hedges UMVUE)0.55397
 df15.00000
 t0.67405
 p0.39138
 Lowerbound of 95% confidence interval for Sharpe Ratio1.13571
 Upperbound of 95% confidence interval for Sharpe Ratio2.28423
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.15494
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.26289
 Statistics related to Sortino ratio
 Sortino ratio1.24784
 Upside Potential Ratio2.25170
 Upside part of mean0.34490
 Downside part of mean0.15377
 Upside SD0.28301
 Downside SD0.15318
 N nonnegative terms2.00000
 N negative terms14.00000
 Statistics related to linear regression on benchmark
 N of observations16.00000
 Mean of predictor0.36936
 Mean of criterion0.19114
 SD of predictor0.15031
 SD of criterion0.32744
 Covariance0.00740
 r0.15036
 b (slope, estimate of beta)0.32754
 a (intercept, estimate of alpha)0.31212
 Mean Square Error0.11227
 DF error14.00000
 t(b)0.56906
 p(b)0.57518
 t(a)0.86765
 p(a)0.38705
 Lowerbound of 95% confidence interval for beta1.56202
 Upperbound of 95% confidence interval for beta0.90695
 Lowerbound of 95% confidence interval for alpha0.45942
 Upperbound of 95% confidence interval for alpha1.08365
 Treynor index (mean / b)0.58356
 Jensen alpha (a)0.31212
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.13025
 Expected Shortfall on VaR0.16342
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.03818
 Expected Shortfall on VaR0.08170
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations16.00000
 Minimum0.83949
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum1.28879
 Mean of quarter 10.95530
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.12995
 Inter Quartile Range0.00000
 Number outliers low2.00000
 Percentage of outliers low0.12500
 Mean of outliers low0.91060
 Number of outliers high2.00000
 Percentage of outliers high0.12500
 Mean of outliers high1.25989
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)1.95999
 VaR(95%) (regression method)0.09136
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations1.00000
 Minimum0.17586
 Quartile 10.17586
 Median0.17586
 Quartile 30.17586
 Maximum0.17586
 Mean of quarter 10.00000
 Mean of quarter 20.00000
 Mean of quarter 30.00000
 Mean of quarter 40.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.23062
 Compounded annual return (geometric extrapolation)0.22273
 Calmar ratio (compounded annual return / max draw down)1.26654
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal1.36291
 0.00000
 0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.22378
 SD0.27489
 Sharpe ratio (Glass type estimate)0.81410
 Sharpe ratio (Hedges UMVUE)0.81279
 df467.00000
 t0.94956
 p0.17142
 Lowerbound of 95% confidence interval for Sharpe Ratio0.86747
 Upperbound of 95% confidence interval for Sharpe Ratio2.49489
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.86838
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.49396
 Statistics related to Sortino ratio
 Sortino ratio1.50945
 Upside Potential Ratio5.82389
 Upside part of mean0.86342
 Downside part of mean0.63964
 Upside SD0.23145
 Downside SD0.14825
 N nonnegative terms37.00000
 N negative terms431.00000
 Statistics related to linear regression on benchmark
 N of observations468.00000
 Mean of predictor0.38248
 Mean of criterion0.22378
 SD of predictor0.19404
 SD of criterion0.27489
 Covariance0.00384
 r0.07201
 b (slope, estimate of beta)0.10201
 a (intercept, estimate of alpha)0.26280
 Mean Square Error0.07533
 DF error466.00000
 t(b)1.55859
 p(b)0.94011
 t(a)1.11056
 p(a)0.13367
 Lowerbound of 95% confidence interval for beta0.23063
 Upperbound of 95% confidence interval for beta0.02661
 Lowerbound of 95% confidence interval for alpha0.20221
 Upperbound of 95% confidence interval for alpha0.72782
 Treynor index (mean / b)2.19365
 Jensen alpha (a)0.26280
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.18713
 SD0.26892
 Sharpe ratio (Glass type estimate)0.69584
 Sharpe ratio (Hedges UMVUE)0.69473
 df467.00000
 t0.81163
 p0.20871
 Lowerbound of 95% confidence interval for Sharpe Ratio0.98543
 Upperbound of 95% confidence interval for Sharpe Ratio2.37650
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.98623
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.37568
 Statistics related to Sortino ratio
 Sortino ratio1.23277
 Upside Potential Ratio5.52121
 Upside part of mean0.83809
 Downside part of mean0.65096
 Upside SD0.22187
 Downside SD0.15179
 N nonnegative terms37.00000
 N negative terms431.00000
 Statistics related to linear regression on benchmark
 N of observations468.00000
 Mean of predictor0.36355
 Mean of criterion0.18713
 SD of predictor0.19356
 SD of criterion0.26892
 Covariance0.00367
 r0.07048
 b (slope, estimate of beta)0.09792
 a (intercept, estimate of alpha)0.22272
 Mean Square Error0.07211
 DF error466.00000
 t(b)1.52515
 p(b)0.93605
 t(a)0.96246
 p(a)0.16816
 Lowerbound of 95% confidence interval for beta0.22407
 Upperbound of 95% confidence interval for beta0.02824
 Lowerbound of 95% confidence interval for alpha0.23202
 Upperbound of 95% confidence interval for alpha0.67746
 Treynor index (mean / b)1.91110
 Jensen alpha (a)0.22272
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.02304
 Expected Shortfall on VaR0.02892
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.00615
 Expected Shortfall on VaR0.01349
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations468.00000
 Minimum0.92922
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum1.14804
 Mean of quarter 10.99267
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.01005
 Inter Quartile Range0.00000
 Number outliers low45.00000
 Percentage of outliers low0.09615
 Mean of outliers low0.98094
 Number of outliers high37.00000
 Percentage of outliers high0.07906
 Mean of outliers high1.03178
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.35222
 VaR(95%) (moments method)0.00218
 Expected Shortfall (moments method)0.00376
 Extreme Value Index (regression method)0.02311
 VaR(95%) (regression method)0.00766
 Expected Shortfall (regression method)0.01806
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations10.00000
 Minimum0.01036
 Quartile 10.02302
 Median0.04636
 Quartile 30.09157
 Maximum0.18153
 Mean of quarter 10.01548
 Mean of quarter 20.03621
 Mean of quarter 30.06298
 Mean of quarter 40.13839
 Inter Quartile Range0.06855
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)3.79105
 VaR(95%) (moments method)0.15588
 Expected Shortfall (moments method)0.15612
 Extreme Value Index (regression method)0.62008
 VaR(95%) (regression method)0.19582
 Expected Shortfall (regression method)0.21574
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.22603
 Compounded annual return (geometric extrapolation)0.21784
 Calmar ratio (compounded annual return / max draw down)1.19999
 Compounded annual return / average of 25% largest draw downs1.57413
 Compounded annual return / Expected Shortfall lognormal7.53171
 0.00000
 0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.00995
 SD0.00000
 Sharpe ratio (Glass type estimate)0.00000
 Sharpe ratio (Hedges UMVUE)0.00000
 df0.00000
 t0.00000
 p0.00000
 Lowerbound of 95% confidence interval for Sharpe Ratio0.00000
 Upperbound of 95% confidence interval for Sharpe Ratio0.00000
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio
 Sortino ratio18.54720
 Upside Potential Ratio0.00000
 Upside part of mean0.00000
 Downside part of mean0.00995
 Upside SD0.00000
 Downside SD0.00054
 N nonnegative terms0.00000
 N negative terms172.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.17978
 Mean of criterion0.00995
 SD of predictor0.16619
 SD of criterion0.00000
 Covariance0.00000
 r0.00000
 b (slope, estimate of beta)0.00000
 a (intercept, estimate of alpha)0.00000
 Mean Square Error0.00000
 DF error0.00000
 t(b)0.00000
 p(b)0.00000
 t(a)0.00000
 p(a)0.00000
 Lowerbound of 95% confidence interval for beta0.00000
 Upperbound of 95% confidence interval for beta0.00000
 Lowerbound of 95% confidence interval for alpha0.00000
 Upperbound of 95% confidence interval for alpha0.00000
 Treynor index (mean / b)0.00000
 Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.00995
 SD0.00000
 Sharpe ratio (Glass type estimate)31576300000000000.00000
 Sharpe ratio (Hedges UMVUE)31437600000000000.00000
 df171.00000
 t22327800000000000.00000
 p1.00000
 Lowerbound of 95% confidence interval for Sharpe Ratio0.00000
 Upperbound of 95% confidence interval for Sharpe Ratio0.00000
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation34769500000000000.00000
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation28105800000000000.00000
 Statistics related to Sortino ratio
 Sortino ratio18.54720
 Upside Potential Ratio0.00000
 Upside part of mean0.00000
 Downside part of mean0.00995
 Upside SD0.00000
 Downside SD0.00054
 N nonnegative terms0.00000
 N negative terms172.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.16606
 Mean of criterion0.00995
 SD of predictor0.16563
 SD of criterion0.00000
 Covariance0.00000
 r0.00000
 b (slope, estimate of beta)0.00000
 a (intercept, estimate of alpha)0.00995
 Mean Square Error0.00000
 DF error170.00000
 t(b)0.00000
 p(b)0.50000
 t(a)22229800000000000.00000
 p(a)1.00000
 Lowerbound of 95% confidence interval for beta0.00000
 Upperbound of 95% confidence interval for beta0.00000
 Lowerbound of 95% confidence interval for alpha0.00995
 Upperbound of 95% confidence interval for alpha0.00995
 Treynor index (mean / b)68914699999999995103387041398784.00000
 Jensen alpha (a)0.00995
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.00003
 Expected Shortfall on VaR0.00003
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.00000
 Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations172.00000
 Minimum1.00000
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum1.00000
 Mean of quarter 11.00000
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations0.00000
 Minimum0.00000
 Quartile 10.00000
 Median0.00000
 Quartile 30.00000
 Maximum0.00000
 Mean of quarter 10.00000
 Mean of quarter 20.00000
 Mean of quarter 30.00000
 Mean of quarter 40.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.00000
 Compounded annual return (geometric extrapolation)0.00000
 Calmar ratio (compounded annual return / max draw down)0.00000
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal0.00000
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 underor overcompensated 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. For any trading system on our Web site, we assume you will invest the amount that appears as the starting amount of that system's performance chart.
 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 pertrade 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.