Loading historical trade record for quantum-fx version 2...


quantum-fx version 2

What it trades: Forex

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2008                       -    -  (8.5%)+8.7%+6.6%+3.7%+4.9%+1.0%  -  
2009(0.5%)+3.1%  -  +6.7%(4.4%)+5.9%+4.5%+9.5%+0.4%(3.7%)+7.6%(5.8%)
2010(5.4%)+0.6%(2.6%)                                                      

 
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Subscription Terms

$70 per month, only if profitable (Details)

This is a pay-for-performance system. Subscriptions cost $70 at the end of each month, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end of a calendar month; you'll still get 30 days' worth of trades.)



Strategy Description 


quantum-fx

- This overview was provided by the system developer. Collective2 has not verified it.




Recently Closed Trades

Details

System creator requested that closed trades data below be delayed by one day.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
3/12/10 2:30 BUY 50 USD/CAD 1.02290 3/16 10:14 1.01500 Normal ($3,890)
3/9/10 9:43 BUY 75 EUR/CHF 1.46200 3/12 13:40 1.45700 Normal ($3,541)
3/9/10 2:15 BUY 40 USD/CAD 1.02700 3/10 11:04 1.02200 Low ($1,957)
3/5/10 9:41 BUY 40 USD/CAD 1.02663 3/5 14:10 1.02937 Low $1,064
3/3/10 19:53 BUY 40 AUD/JPY 80.030 3/5 14:09 82.003 Low $8,727
2/14/10 20:19 BUY 28 EUR/GBP 0.86900 2/21 17:11 0.88024 Low $4,872
2/11/10 19:32 BUY 40 EUR/USD 1.36700 2/12 4:59 1.35700 Normal ($4,000)
1/14/10 19:15 BUY 35 AUD/JPY 84.950 1/15 3:01 84.150 Normal ($3,077)
1/14/10 19:06 BUY 35 AUD/JPY 85.005 1/14 19:06 84.981 n/a ($92)
1/4/10 20:06 BUY 70 EUR/CHF 1.48400 1/6 19:01 1.47900 Normal ($3,412)
1/4/10 2:28 SELL 32 AUD/JPY 83.700 1/6 10:20 84.900 Normal ($4,145)
1/3/10 19:07 BUY 42 EUR/USD 1.43000 1/5 13:32 1.43700 Low $2,940
12/15/09 3:21 BUY 33 EUR/JPY 129.700 12/17 18:11 128.500 Low ($4,326)
12/8/09 2:07 BUY 36 AUD/USD 0.91140 12/15 22:17 0.89900 Normal ($4,464)
11/25/09 17:31 BUY 24 AUD/JPY 81.400 11/25 22:30 80.400 Low ($2,763)

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Statistics

Analytics  
System has been audited since4/21/2008 (23 months ago)
Trades139
# Profitable61 (43.9%)
# months tracked23
Profitable months13 (56.5%)
Avg trade duration3.0 days
Annual return (compounded)16.8%
Average win$2,977
Average loss$1,888
Profit factor1.2:1
Max peak-to-valley drawdown (historical)17.14%
drawdown periodNov 12, 2009 to Feb 18, 2010
Correlation w/ S&P-0.002
Sharpe ratio0.614
C2Realism Factor 99%
Keep after worst-case slippage 57.7%
Probabilities of future account loss  
Chance of 10% account loss22.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.16
Average P/L per unit traded