ES-ES |
Warning Subscribe Add to My... AutoTrade 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%) +14.1%
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Standard | Monte Carlo | Personalized Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 141 days.
Instruments
Mostly Forex; (some futures)
Strategies
Market timing
System started
10/19/2009 (5 months ago)
System developer
Trader Contact Vendor has created 1 other system. Show The name of this system has been changed 1 time. Show Original name Changed to When changed Strategy 4 ES-ES 10/23/09 11:29
What is the C2 Score?
System creator requested that closed trades data below be delayed by seven days.
Opened ET
B/S
#
Symbol
Price
Closed
Price
Risk
P/L
3/3/10 11:33
BUY
1
GBP/USD
1.51070
3/3 11:42
1.51067 Low $0
3/3/10 11:04
BUY
1
GBP/USD
1.50755
3/3 11:30
1.51194 Low $43
3/3/10 10:55
BUY
2
AUD/USD
0.90609
3/3 11:13
0.90805 Low $39
3/3/10 11:06
BUY
2
EUR/USD
1.36934
3/3 11:07
1.37060 n/a
$25
3/3/10 10:57
BUY
6
EUR/USD
1.36893
3/3 11:04
1.36897 Low $2
3/3/10 10:54
BUY
2
GBP/USD
1.50555
3/3 11:02
1.50663 n/a
$21
3/3/10 10:33
BUY
7
EUR/USD
1.36544
3/3 10:50
1.36575 n/a
$21
3/3/10 9:23
SELL
7
USD/CAD
1.03210
3/3 10:50
1.02992 Low $148
3/3/10 10:01
BUY
1
CAD/JPY
86.086
3/3 10:40
86.000 Low ($9)
3/3/10 9:58
BUY
1
GBP/JPY
133.736
3/3 10:39
133.371 Low ($41)
3/3/10 9:49
BUY
2
AUD/USD
0.90433
3/3 10:38
0.90549 Low $23
3/3/10 9:48
BUY
3
GBP/USD
1.50626
3/3 10:05
1.50516 Low ($32)
3/3/10 9:43
BUY
4
EUR/USD
1.36395
3/3 9:48
1.36488 Low $37
3/3/10 9:36
SELL
3
EUR/USD
1.36325
3/3 9:38
1.36381 Low ($16)
3/3/10 9:31
SELL
8
EUR/USD
1.36355
3/3 9:34
1.36379 Low ($19)
Opened ET
B/S
#
Symbol
Price
Closed
Close Price
Risk
P/L
3/3/10 11:33
BUY
1
GBP/USD
1.51070
3/3 11:42
1.51067 Low $0
3/3/10 11:33
BTO
1
GBP/USD
1.51070
3/3/10 11:42
STC
1
GBP/USD
1.51067
3/3/10 11:04
BUY
1
GBP/USD
1.50755
3/3 11:30
1.51194 Low $43
3/3/10 11:04
BTO
1
GBP/USD
1.50755
3/3/10 11:30
STC
1
GBP/USD
1.51194
3/3/10 10:55
BUY
2
AUD/USD
0.90609
3/3 11:13
0.90805 Low $39
3/3/10 10:55
BTO
2
AUD/USD
0.90609
3/3/10 11:13
STC
2
AUD/USD
0.90805
3/3/10 11:06
BUY
2
EUR/USD
1.36934
3/3 11:07
1.37060 n/a
$25
3/3/10 11:06
BTO
2
EUR/USD
1.36934
3/3/10 11:07
STC
2
EUR/USD
1.37060
3/3/10 10:57
BUY
6
EUR/USD
1.36893
3/3 11:04
1.36897 Low $2
3/3/10 10:57
BTO
2
EUR/USD
1.36929
3/3/10 11:00
BTO
2
EUR/USD
1.36926
3/3/10 11:03
BTO
2
EUR/USD
1.36825
3/3/10 11:04
STC
6
EUR/USD
1.36897
3/3/10 10:54
BUY
2
GBP/USD
1.50555
3/3 11:02
1.50663 n/a
$21
3/3/10 10:54
BTO
2
GBP/USD
1.50555
3/3/10 11:02
STC
2
GBP/USD
1.50663
3/3/10 10:33
BUY
7
EUR/USD
1.36544
3/3 10:50
1.36575 n/a
$21
3/3/10 10:33
BTO
4
EUR/USD
1.36489
3/3/10 10:36
STC
2
EUR/USD
1.36587
3/3/10 10:45
BTO
3
EUR/USD
1.36617
3/3/10 10:49
STC
3
EUR/USD
1.36571
3/3/10 10:50
STC
2
EUR/USD
1.36569
3/3/10 9:23
SELL
7
USD/CAD
1.03210
3/3 10:50
1.02992 Low $148
3/3/10 9:23
STO
5
USD/CAD
1.03232
3/3/10 10:14
STO
2
USD/CAD
1.03155
3/3/10 10:37
BTC
4
USD/CAD
1.02990
3/3/10 10:50
BTC
3
USD/CAD
1.02994
3/3/10 10:01
BUY
1
CAD/JPY
86.086
3/3 10:40
86.000 Low ($9)
3/3/10 10:01
BTO
1
CAD/JPY
86.086
3/3/10 10:40
STC
1
CAD/JPY
86.000
3/3/10 9:58
BUY
1
GBP/JPY
133.736
3/3 10:39
133.371 Low ($41)
3/3/10 9:58
BTO
1
GBP/JPY
133.736
3/3/10 10:39
STC
1
GBP/JPY
133.371
3/3/10 9:49
BUY
2
AUD/USD
0.90433
3/3 10:38
0.90549 Low $23
3/3/10 9:49
BTO
2
AUD/USD
0.90433
3/3/10 10:38
STC
2
AUD/USD
0.90549
3/3/10 9:48
BUY
3
GBP/USD
1.50626
3/3 10:05
1.50516 Low ($32)
3/3/10 9:48
BTO
3
GBP/USD
1.50626
3/3/10 10:05
STC
3
GBP/USD
1.50516
3/3/10 9:43
BUY
4
EUR/USD
1.36395
3/3 9:48
1.36488 Low $37
3/3/10 9:43
BTO
4
EUR/USD
1.36395
3/3/10 9:48
STC
4
EUR/USD
1.36488
3/3/10 9:36
SELL
3
EUR/USD
1.36325
3/3 9:38
1.36381 Low ($16)
3/3/10 9:36
STO
3
EUR/USD
1.36325
3/3/10 9:38
BTC
3
EUR/USD
1.36381
3/3/10 9:31
SELL
8
EUR/USD
1.36355
3/3 9:34
1.36379 Low ($19)
3/3/10 9:31
STO
3
EUR/USD
1.36353
3/3/10 9:32
STO
5
EUR/USD
1.36356
3/3/10 9:34
BTC
8
EUR/USD
1.36379
<< More recent
Statistics Analytics Trades 940 # Profitable 526 (56.0%) Avg trade duration 3.2 hours Annual return (compounded) 2300.4% Average win $67 Average loss $61 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 -0.054 Sharpe ratio 3.008 C2Realism Factor 100% Keep after worst-case slippage 99.5% 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) 0.30 Average P/L per unit traded ($28.61)
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