Remember that all results on this page are hypothetical. Learn what this means. (Hide this warning for 24 hours.) OK. For the next 24 hours, we will only show a small "Hypothetical Results" reminder at the top of each System Page. You can always click it to show a detailed explanation about Hypothetical Results.
Started: 05/2009
Forex
Last trade: 1158 days ago
Followers: 0

Subscription terms. Subscriptions to this system cost $299.00 per month.

11.4%
Annual Return (Compounded)
69.5%
Max Drawdown
525
Num Trades
40.8%
Win Trades
1.1 : 1
Profit Factor
22.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2009                              -  +31.0%+108.0%+7.1%(27%)(21.2%)+98.6%+18.9%+284.1%
2010(40.5%)(86.6%)+80.7%(38.8%)+153.5%+22.8%+228.7%+32.7%(55.8%)(57.7%)+82.7%(32.3%)(72.3%)
2011+24.7%+27.9%(57.4%)(0.5%)+239.2%(1.2%)(1.2%)(1.3%)(1.3%)(1.3%)(1.3%)(1.3%)+109.4%
2012(1.3%)(1.4%)(1.4%)(1.4%)(1.4%)(1.4%)(1.5%)(1.5%)(1.5%)(1.5%)(1.6%)(1.6%)(16.1%)
2013(1.6%)(1.6%)(1.7%)(1.7%)(1.7%)(1.7%)(1.8%)(1.8%)(1.8%)(1.9%)(1.9%)(1.9%)(19.2%)
2014(2%)(2%)(2.1%)(2.1%)(2.2%)(2.2%)(2.2%)                              (13.9%)

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
Show More detailsShow fewer details
Opened ETB/S#Symbol PriceClosedPriceDDP/L
5/27/11 4:29 SELL 90 EUR/JPY 115.196 5/27 4:54 115.196 n/a ($90)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $90.00
5/26/11 8:40 SELL 90 EUR/JPY 115.632 5/27 4:02 115.381 n/a $2,700
Includes Typical Broker Commission and AutoTrade Fees trade costs of $90.00
5/25/11 4:25 BUY 90 EUR/JPY 115.306 5/25 6:09 115.306 n/a ($90)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $90.00
5/20/11 4:23 SELL 75 EUR/JPY 116.881 5/23 2:38 114.881 n/a $18,278
Includes Typical Broker Commission and AutoTrade Fees trade costs of $75.00
5/19/11 5:39 BUY 75 EUR/JPY 116.674 5/19 7:44 116.674 n/a ($75)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $75.00
5/18/11 5:52 SELL 80 EUR/JPY 115.387 5/18 9:22 115.687 8.02%
Trade id #61512345
Max drawdown($2,952)
Time5/18/11 9:22
Quant open0
Worst price115.687
Drawdown as % of equity-8.02%
($3,032)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $80.00
5/17/11 4:37 BUY 8 EUR/JPY 115.701 5/17 5:57 115.701 n/a ($8)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $8.00
5/16/11 5:21 SELL 9 EUR/JPY 113.956 5/16 8:06 114.256 0.86%
Trade id #61395497
Max drawdown($334)
Time5/16/11 8:06
Quant open0
Worst price114.256
Drawdown as % of equity-0.86%
($343)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
5/12/11 4:47 SELL 9 EUR/JPY 114.915 5/16 3:23 114.447 1.84%
Trade id #61125564
Max drawdown($708)
Time5/12/11 13:23
Quant open-9
Worst price115.552
Drawdown as % of equity-1.84%
$511
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
5/11/11 6:12 BUY 9 EUR/JPY 116.573 5/11 8:02 116.546 0.08%
Trade id #60894227
Max drawdown($30)
Time5/11/11 8:02
Quant open0
Worst price116.546
Drawdown as % of equity-0.08%
($39)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
5/9/11 4:13 BUY 10 EUR/JPY 116.480 5/9 4:48 116.160 1.02%
Trade id #60661392
Max drawdown($396)
Time5/9/11 4:48
Quant open0
Worst price116.160
Drawdown as % of equity-1.02%
($406)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $10.00
5/6/11 4:06 SELL 10 EUR/JPY 116.736 5/6 8:30 116.940 0.64%
Trade id #60602189
Max drawdown($252)
Time5/6/11 8:30
Quant open0
Worst price116.940
Drawdown as % of equity-0.64%
($262)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $10.00
5/5/11 5:36 SELL 7 EUR/JPY 119.297 5/5 8:50 117.297 n/a $1,748
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
5/4/11 5:36 BUY 8 EUR/JPY 120.602 5/4 10:02 120.302 0.79%
Trade id #60479462
Max drawdown($298)
Time5/4/11 10:02
Quant open0
Worst price120.302
Drawdown as % of equity-0.79%
($306)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $8.00
5/3/11 4:13 SELL 9 EUR/JPY 119.587 5/3 4:52 119.887 0.88%
Trade id #60417508
Max drawdown($333)
Time5/3/11 4:52
Quant open0
Worst price119.887
Drawdown as % of equity-0.88%
($342)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
4/29/11 4:17 SELL 9 EUR/JPY 120.905 5/2 5:20 120.913 0.18%
Trade id #60282472
Max drawdown($70)
Time4/29/11 9:36
Quant open-9
Worst price120.969
Drawdown as % of equity-0.18%
($18)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
4/27/11 5:03 BUY 7 EUR/JPY 120.178 4/28 3:52 121.029 n/a $723
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
4/26/11 4:44 BUY 75 EUR/JPY 119.411 4/26 6:10 119.411 n/a ($75)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $75.00
4/21/11 8:13 SELL 7 EUR/JPY 119.579 4/22 3:14 119.579 n/a ($7)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
4/20/11 4:20 BUY 7 EUR/JPY 119.581 4/20 9:26 119.581 n/a ($7)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
4/18/11 4:57 SELL 7 EUR/JPY 118.572 4/18 5:40 118.572 n/a ($7)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
4/15/11 4:33 SELL 5 EUR/JPY 120.058 4/15 4:47 120.358 0.48%
Trade id #59834870
Max drawdown($180)
Time4/15/11 4:47
Quant open0
Worst price120.358
Drawdown as % of equity-0.48%
($185)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $5.00
4/14/11 4:13 SELL 5 EUR/JPY 120.898 4/14 19:25 121.360 0.73%
Trade id #59784113
Max drawdown($276)
Time4/14/11 19:25
Quant open0
Worst price121.360
Drawdown as % of equity-0.73%
($281)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $5.00
4/13/11 4:11 SELL 7 EUR/JPY 121.640 4/13 7:23 122.100 1.01%
Trade id #59727625
Max drawdown($383)
Time4/13/11 7:23
Quant open0
Worst price122.100
Drawdown as % of equity-1.01%
($390)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
4/11/11 4:17 SELL 7 EUR/JPY 122.384 4/11 18:24 122.384 0.12%
Trade id #59627201
Max drawdown($47)
Time4/11/11 10:58
Quant open-7
Worst price122.441
Drawdown as % of equity-0.12%
($7)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $7.00
4/8/11 6:54 BUY 9 EUR/JPY 122.978 4/8 13:33 122.528 1.26%
Trade id #59573699
Max drawdown($483)
Time4/8/11 12:59
Quant open9
Worst price122.522
Drawdown as % of equity-1.26%
($486)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
4/6/11 10:03 BUY 9 EUR/JPY 121.991 4/7 0:26 121.850 0.38%
Trade id #59497490
Max drawdown($149)
Time4/7/11 0:26
Quant open0
Worst price121.850
Drawdown as % of equity-0.38%
($158)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
4/5/11 4:15 SELL 9 EUR/JPY 119.486 4/5 9:51 119.936 1.23%
Trade id #59449778
Max drawdown($479)
Time4/5/11 9:51
Quant open0
Worst price119.936
Drawdown as % of equity-1.23%
($488)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
4/1/11 4:47 BUY 9 EUR/JPY 118.569 4/4 4:43 119.400 n/a $881
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00
3/31/11 4:48 BUY 9 EUR/JPY 117.560 3/31 8:46 117.352 0.58%
Trade id #59279497
Max drawdown($226)
Time3/31/11 8:46
Quant open0
Worst price117.352
Drawdown as % of equity-0.58%
($235)
Includes Typical Broker Commission and AutoTrade Fees trade costs of $9.00

Statistics

  • Strategy began
    5/29/2009
  • Age
    63 months ago
  • What it trades
    Forex
  • # Trades
    525
  • # Profitable
    214
  • % Profitable
    40.80%
  • Avg trade duration
    4.1 hours
  • Max peak-to-valley drawdown
    69.52%
  • drawdown period
    Jan 10, 2010 - April 14, 2010
  • Annual Return (Compounded)
    11.4%
  • Avg win
    $2,110
  • Avg loss
    $1,301
  • W:L ratio
    1.12:1
  • Open PL
    $0.00
  • Open PL (start day)
    $0.00
  • Open PL Change $
    $0.00
  • Open PL Change %
    n/a
  • Close PL
    $46,948
  • Closed PL (start day)
    $46,948
  • Closed PL Change $
    $0.37
  • Closed PL Change %
    n/a
  • Equity
    $56,948
  • Equity (start day)
    $56,948
  • Equity Change $
    $0.37
  • Equity Change %
    n/a
  • GENERAL STATISTICS
  • Age
    1885
  • # Trades
    525
  • Avg Trade Length
    0.2
  • PROFIT
  • Profit Factor
    1.1
  • SORTINO STATISTICS
  • Sortino Ratio
    1.114
  • CALMAR STATISTICS
  • Calmar Ratio
    0.945
  • SHARPE STATISTICS
  • Sharpe Ratio
    0.759
  • Ann Return (w trading costs)
    11.4%
  • Ann Return (Compnd, No Fees)
    40.0%
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 50% account loss
    100.00%
  • PROFIT STATISTICS
  • APD
    -0.09
  • DRAW DOWN STATISTICS
  • Max Drawdown
    69.5%
  • TOS STATISTICS
  • Trades Own System?
    0
  • TOS percent
    n/a
  • BILLING STATISTICS
  • Subscription Price
    $299
  • Billing Period (days)
    30
  • Trial Days
    0
  • WIN STATISTICS
  • Avg Win
    $2,110
  • Avg Loss
    $1,301
  • # Winners
    214
  • # Losers
    311
  • % Winners
    40.8%
  • TIME STATISTICS
  • Avg Position Time (mins)
    244.77
  • Avg Position Time (hrs)
    4.08
  • OWNER STATISTICS
  • Developer
    -

Strategy Description

This system works well and should generate around 50% breakeven trades the rest divided between winners and losers. After much backtesting this works well over time. Start small and hang on and I think you'll be pleased.

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. 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 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.

Okay, gotcha.