quantum-fx version 2 is a strategy which trades Forex.
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quantum-fxread more...
- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. 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.
Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | - | - | (8.9%) | +8.4% | +6.5% | +3.7% | +4.9% | +1.0% | (0.1%) | |||
| 2009 | (0.5%) | +3.1% | - | +6.8% | (4.6%) | +5.8% | +4.2% | +9.5% | +0.3% | (3.9%) | +7.5% | (5.9%) |
| 2010 | (5.7%) | +0.6% | +5.7% | +0.4% | (0.1%) | - | - | - | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - |
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System creator requested that closed trades data below be delayed by one day.
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 4/19/10 21:06 | SELL | 35 | USD/CAD | 1.01330 | 4/20 14:45 |
0.99922 | Low | $4,685 | |
| 4/6/10 19:33 | BUY | 32 | EUR/JPY | 125.550 | 4/7 17:55 |
124.350 | Normal | ($4,149) | |
| 3/26/10 12:28 | BUY | 35 | AUD/JPY | 83.490 | 3/31 17:43 |
85.706 | Low | $8,262 | |
| 3/25/10 1:22 | SELL | 35 | USD/CAD | 1.02450 | 3/31 17:42 |
1.01543 | Low | $3,005 | |
| 3/12/10 1:18 | SELL | 50 | AUD/USD | 0.91700 | 3/17 14:02 |
0.92500 | Low | ($4,050) | |
| 3/12/10 2:30 | BUY | 50 | USD/CAD | 1.02290 | 3/16 10:14 |
1.01500 | Normal | ($3,833) | |
| 3/9/10 9:43 | BUY | 75 | EUR/CHF | 1.46200 | 3/12 13:40 |
1.45700 | Normal | ($3,615) | |
| 3/9/10 2:15 | BUY | 40 | USD/CAD | 1.02700 | 3/10 11:04 |
1.02200 | Low | ($1,956) | |
| 3/5/10 9:41 | BUY | 40 | USD/CAD | 1.02663 | 3/5 14:10 |
1.02937 | Low | $1,010 | |
| 3/3/10 19:53 | BUY | 40 | AUD/JPY | 80.030 | 3/5 14:09 |
82.003 | Low | $8,696 | |
| 2/14/10 20:19 | BUY | 28 | EUR/GBP | 0.86900 | 2/21 17:11 |
0.88024 | Low | $4,836 | |
| 2/11/10 19:32 | BUY | 40 | EUR/USD | 1.36700 | 2/12 4:59 |
1.35700 | Normal | ($4,040) | |
| 1/14/10 19:15 | BUY | 35 | AUD/JPY | 84.950 | 1/15 3:01 |
84.150 | Normal | ($3,115) | |
| 1/14/10 19:06 | BUY | 35 | AUD/JPY | 85.005 | 1/14 19:06 |
84.981 | n/a | ($127) | |
| 1/4/10 20:06 | BUY | 70 | EUR/CHF | 1.48400 | 1/6 19:01 |
1.47900 | Normal | ($3,482) | |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 143 |
| # Profitable | 64 (44.8%) |
| # months tracked | 46 |
| Profitable months | 15 (32.6%) |
| Avg trade duration | 3.0 days |
| Annual return (compounded) | 10.6% |
| Average win | $3,088 |
| Average loss | $1,915 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 17.14% |
| drawdown period | Nov 12, 2009 to Feb 18, 2010 |
| Correlation w/ S&P | 0.002 |
| Sharpe ratio | 0.69 |
Keep after worst-case slippage  | 67.1% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 43.8% |
| Chance of 20% account loss | 18.8% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.22 |
| Average P/L per unit traded |
