Hypothetical Monthly Returns (includes typical commissions and system fees)
|Instruments||Mostly Forex; (some stocks)|
|System started||5/27/2012 (12 months ago)|
(Last login to C2: 5/24/13 10:12)
C2 Score: 998
Vendor has created 6 other systems. Show
The name of this system has been changed 2 times. Show
System creator requested that closed trades data below be delayed by 5 hours.
Note that the system currently has an open, losing position which is not being displayed to non-subscribers.
Live brokerage trade data is available for this system. Show broker data?
|Hypothetical Trading Results|
|Chance of 50% account loss||0.0%|
|Chance of 100% account loss||0.0%|
|Average Profit to Drawdown (APD)||0.28|
|Average P/L per unit traded||$0.06|
Finally a fully automatic forex system with low win percentage but very high avg. profit to avg. loss ratio. These are the systems, whether forex, stocks or futures, which have the best chances of long term success. The back and forward tested performance report shows that the live performance so far is no fluke. The developer thoroughly responds to questions and is in the process of establishing a TOS account. I reluctently trade it at FXCM instead at IB because either TB or C2 cannot handle well the frequent stop adjustments the system requires. The only reason I don't give it 5 stars at this time is because the system has been on C2 for only a short time.
Samurai is a trend trading system and so like most system of this nature it has an asymmetric risk profile where the average gain is much larger than the average loss but with a lower win: loss ratio.
Hosted on a dedicated http://RapidSwitch.com RAW II server
Backtested over 8 years of data with a sample size of nearly 6000 trades
Traded live since February 2010
An average of 60 trades a month
0.3% risked per trade with an absolute maximum of 0.7%
Traded on: EURUSD, USDCHF, GBPUSD, EURJPY
Lower subscription rates for trading accounts smaller than 10k (Please ask)
I'm willing to provide the full backtest report to prospective clients. Please do contact me if you have any questions.
Please see my other system on Collective2 which works well in conjunction with Samurai:
Onwards and upwards!.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.