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For your consideration SharpeQuant Strategy Rank on Leaderboard #4 Hypothetical

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HighRisk Live Forex XYZ

By RiversideTrader

Forex · Started Oct 2015

hypothetical · Annual Return (Compounded)
626850.0%
Max Drawdown
69.8%
Trades
174
Win Trades
43.1%
Profit Factor
1.80
Win Months
1.5%

About this strategy

45 days trial is there for a reason. I wish success to all potential subscribers. To assure that, everyone needs to build the trust in the system and the necessary understanding of risks of loss and potential for wins. Carefully analyze past trade results and apply to your own account beforehand. Do not limit trades. Even the losses make the wins. 1 month is not enough for analysis. I suggest a minimum of 2 months but 6 months is better suited if you need to understand the fluctuations that can occur in the account. Drawdown is managed by size and frequency of trades and LiveForex XYZ calculates it should not at any moment be above 30%. Amount of Funds traded according to market, present drawdown and according to strategy used at the time as well as many other minor factors. There are NO guarantees. Important note : I use full buying power so you do need more funds in your account than is shown here, if you trade same amount. I wish you much success in all your endeavors.
Sincerely,
liveforex.XYZ team

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201546.7-45.8222.2156.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began10/22/2015
Suggested Minimum Capital$10,000
Age133 months
What it tradesForex
# Trades174
# Profitable75
% Profitable43.1%
Avg trade duration5.7 hours
Max peak-to-valley drawdown69.8%
drawdown periodNov 15, 2015 - Nov 27, 2015
Cumul. Return198.5%
Avg win$894
Avg loss$370

Ratios

W:L ratio1.83
Sharpe Ratio0.31
Sortino Ratio0.81
Calmar Ratio5.30

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life277.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)198.7%

Return Statistics

Ann Return (w trading costs)626850.0%
Return Pcnt (Compound or Annual, age-based, NFA compliant)2.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)13.5%

Slump

Current Slump as Pcnt Equity19.2%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss58.5%
Chance of 20% account loss24.5%
Chance of 30% account loss13.0%
Chance of 40% account loss4.0%
Chance of 50% account loss0.5%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)699
Popularity (Last 6 weeks)897
Popularity (7 days, Percentile 1000 scale)708

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$370
Avg Win$894
# Winners75
Sum Trade PL (losers)$36,627
Sum Trade PL (winners)$67,060
Num Months Winners2
# Losers99
% Winners43.1%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table133

Frequency

Avg Position Time (mins)344.62
Avg Position Time (hrs)5.74
Avg Trade Length0.20
Last Trade Ago3961

Regression

Alpha0.04
Beta-0.03
Treynor Index-1.57

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03
MAE:Equity, 95th Percentile Value for this strat0.05
MAE:Equity, average, losing trades0.03
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.04
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades2.89
MAE:PL (avg, all trades)-1
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats76.05
MAE:PL - Winning Trades - this strat Percentile of All Strats76.64
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.50
Avg(MAE) / Avg(PL) - Losing trades-1.20
Hold-and-Hope Ratio0.34

RATIO STATISTICS

a (intercept, estimate of alpha)0.98
VAR (95 Confidence Intrvl)0.05

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)12
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 56 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/JPY short1240Dec 4, 2015Dec 4, 2015$4
EUR/JPY long1310Nov 25, 2015Dec 4, 2015$117
EUR/JPY short750Nov 25, 2015Nov 25, 2015($2)
EUR/JPY long750Nov 24, 2015Nov 25, 2015$0
EUR/JPY short750Nov 24, 2015Nov 24, 2015$1
EUR/JPY long700Nov 24, 2015Nov 24, 2015$4
EUR/JPY short700Nov 24, 2015Nov 24, 2015($2)
EUR/JPY long700Nov 24, 2015Nov 24, 2015($1)
EUR/JPY long800Nov 24, 2015Nov 24, 2015($7)
EUR/JPY short800Nov 24, 2015Nov 24, 2015($0)
EUR/JPY long800Nov 24, 2015Nov 24, 2015($6)
EUR/JPY short800Nov 24, 2015Nov 24, 2015($3)
EUR/JPY long800Nov 24, 2015Nov 24, 2015($6)
EUR/JPY short800Nov 24, 2015Nov 24, 2015($6)
EUR/JPY long800Nov 24, 2015Nov 24, 2015($1)
EUR/JPY long850Nov 24, 2015Nov 24, 2015($6)
EUR/JPY short850Nov 23, 2015Nov 23, 2015($2)
EUR/JPY long850Nov 23, 2015Nov 23, 2015($8)
EUR/JPY short800Nov 23, 2015Nov 23, 2015($0)
EUR/JPY long800Nov 23, 2015Nov 23, 2015$8
EUR/JPY short1550Nov 23, 2015Nov 23, 2015$15
EUR/JPY long800Nov 23, 2015Nov 23, 2015($5)
EUR/JPY short800Nov 23, 2015Nov 23, 2015($3)
EUR/JPY long800Nov 23, 2015Nov 23, 2015$1
EUR/JPY short800Nov 23, 2015Nov 23, 2015($6)
EUR/JPY long1000Nov 22, 2015Nov 23, 2015$1
EUR/JPY short800Nov 20, 2015Nov 22, 2015$6
EUR/JPY short800Nov 20, 2015Nov 20, 2015$16
EUR/JPY long800Nov 20, 2015Nov 20, 2015$1
EUR/JPY short800Nov 20, 2015Nov 20, 2015$0

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.