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%) | +19.3% |
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 | |
|---|---|---|---|---|---|---|---|---|---|
| 3/11/10 5:05 | BUY | 5 | EUR/CAD | 1.40181 | 3/11 10:56 | 1.40676 | n/a | $240 | |
| 3/11/10 8:33 | BUY | 5 | EUR/AUD | 1.49362 | 3/11 10:56 | 1.49627 | Low | $120 | |
| 3/11/10 10:00 | BUY | 5 | EUR/USD | 1.36447 | 3/11 10:34 | 1.36651 | Low | $102 | |
| 3/11/10 9:49 | SELL | 10 | AUD/USD | 0.91203 | 3/11 10:00 | 0.91216 | Low | ($13) | |
| 3/11/10 8:42 | BUY | 5 | USD/CAD | 1.02836 | 3/11 9:15 | 1.03051 | n/a | $104 | |
| 3/11/10 8:08 | BUY | 5 | USD/CAD | 1.02788 | 3/11 8:20 | 1.02627 | n/a | ($78) | |
| 3/11/10 5:55 | BUY | 3 | EUR/GBP | 0.90843 | 3/11 5:56 | 0.90818 | n/a | ($11) | |
| 3/11/10 5:04 | SELL | 5 | EUR/GBP | 0.90995 | 3/11 5:55 | 0.90843 | n/a | $114 | |
| 3/10/10 12:42 | BUY | 5 | EUR/CAD | 1.40014 | 3/10 18:10 | 1.39857 | Low | ($76) | |
| 3/10/10 14:22 | BUY | 6 | EUR/GBP | 0.91267 | 3/10 16:11 | 0.91177 | n/a | ($81) | |
| 3/10/10 14:21 | SELL | 5 | AUD/NZD | 1.29533 | 3/10 15:14 | 1.30191 | n/a | ($231) | |
| 3/10/10 12:18 | SELL | 10 | GBP/USD | 1.49370 | 3/10 13:23 | 1.49484 | Low | ($113) | |
| 3/10/10 10:59 | BUY | 10 | AUD/USD | 0.91824 | 3/10 11:47 | 0.91639 | Low | ($184) | |
| 3/10/10 11:03 | BUY | 8 | GBP/USD | 1.49710 | 3/10 11:47 | 1.49592 | Low | ($94) | |
| 3/10/10 11:06 | BUY | 15 | EUR/USD | 1.36646 | 3/10 11:47 | 1.36479 | Normal | ($249) |
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Statistics
Analytics| System has been audited since | 10/19/2009 (5 months ago) |
|---|---|
| Trades | 1,025 |
| # Profitable | 570 (55.6%) |
| Avg trade duration | 3.2 hours |
| Annual return (compounded) | 1918.9% |
| Average win | $70 |
| Average loss | $63 |
| 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 | -0.060 |
| Sharpe ratio | 2.904 |
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) |
