ES-ES |
What it trades: Mostly Forex; (some futures)
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (10.4%) | +59.1% | +70.7% | |||||||||
| 2010 | +24.7% | (7.1%) | +20.0% |
Subscription Terms
| $60 per month (Details) |
Subscriptions cost $60 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Strategy Description
There is a cap on the number of subscribers allowed for the system.
- This overview was provided by the system developer. Collective2 has not verified it.
Recently Closed Trades
DetailsSystem creator requested that closed trades data below be delayed by seven days.
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 3/8/10 10:16 | SELL | 5 | EUR/USD | 1.36640 | 3/8 10:32 | 1.36497 | Low | $71 | |
| 3/8/10 10:17 | SELL | 3 | AUD/USD | 0.91148 | 3/8 10:32 | 0.91059 | Low | $26 | |
| 3/8/10 10:31 | SELL | 2 | GBP/USD | 1.50721 | 3/8 10:32 | 1.50661 | n/a | $12 | |
| 3/8/10 9:17 | BUY | 3 | AUD/USD | 0.91275 | 3/8 9:47 | 0.91244 | Low | ($9) | |
| 3/8/10 9:14 | SELL | 2 | USD/CHF | 1.06960 | 3/8 9:47 | 1.06929 | n/a | $5 | |
| 3/8/10 8:47 | BUY | 8 | EUR/USD | 1.36656 | 3/8 9:40 | 1.36784 | n/a | $102 | |
| 3/8/10 8:25 | SELL | 3 | GBP/USD | 1.51340 | 3/8 8:43 | 1.51343 | n/a | ($1) | |
| 3/8/10 6:25 | BUY | 4 | USD/JPY | 90.398 | 3/8 8:26 | 90.336 | n/a | ($27) | |
| 3/8/10 7:53 | BUY | 5 | AUD/USD | 0.91241 | 3/8 8:26 | 0.91204 | n/a | ($18) | |
| 3/8/10 4:59 | SELL | 3 | USD/CAD | 1.02670 | 3/8 8:26 | 1.02670 | n/a | $0 | |
| 3/8/10 6:39 | BUY | 13 | EUR/USD | 1.36519 | 3/8 7:42 | 1.36607 | n/a | $114 | |
| 3/8/10 5:09 | BUY | 2 | EUR/JPY | 123.220 | 3/8 7:28 | 123.490 | n/a | $59 | |
| 3/5/10 11:29 | BUY | 10 | GBP/USD | 1.51368 | 3/8 6:24 | 1.51368 | Low | $0 | |
| 3/8/10 5:39 | BUY | 4 | EUR/USD | 1.36428 | 3/8 6:06 | 1.36509 | n/a | $32 | |
| 3/8/10 4:57 | SELL | 4 | EUR/USD | 1.36589 | 3/8 5:04 | 1.36609 | n/a | ($7) |
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Statistics
Analytics| System has been audited since | 10/19/2009 (5 months ago) |
|---|---|
| Trades | 980 |
| # Profitable | 547 (55.8%) |
| Avg trade duration | 3.3 hours |
| Annual return (compounded) | 2015.5% |
| Average win | $69 |
| Average loss | $62 |
| Profit factor | 1.4:1 |
| Max peak-to-valley drawdown (historical) | 37.95% |
| drawdown period | Oct 19, 2009 to Oct 29, 2009 |
| Correlation w/ S&P | -0.057 |
| Sharpe ratio | 2.936 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | 99.6% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 46.3% |
| Chance of 20% account loss | 31.0% |
| Chance of 30% account loss | 27.9% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.27 |
| Average P/L per unit traded | ($28.61) |
