SmarteTrades.com: Eclipse FX
- hypothetical · Annual Return (Compounded)
- 7.9%
- Max Drawdown
- 63.4%
- Trades
- 902
- Win Trades
- 95.0%
- Profit Factor
- 1.50
- Win Months
- 4.1%
About this strategy
--------------------------UPDATES -----------------------------
Nov 3rd, 2006 we increased our starting amount to 2 lots.
Please adjust Your Scaling Factor, C2 setting, accordingly.
Nov 5th, 2006: ALL ORDERS NOW MARKET ORDERS.
This is to ensure subscribers of EclipseFX will stay in sync with the system.
Nov 23, 2006: Thanksgiving drawdown.
The drawdown we experienced over the light holiday weekend was due to the USD move, of which we had all orders, and all currencies taking orders on the USD.
On Nov 24, we had to started exiting smaller USD positions to free up capital. This exiting resulted in hard losses incurred.
Dec 8, 2006: The final two USD positions held were exited at a loss.
Dec 10, 2006: The new limited version of EclipseFX2 began trading.
Moving forward, we will limit the EclipseFX to only allow
<div id="long1" style="display: none;">--------------------------UPDATES -----------------------------
Nov 3rd, 2006 we increased our starting amount to 2 lots.
Please adjust Your Scaling Factor, C2 setting, accordingly.
Nov 5th, 2006: ALL ORDERS NOW MARKET ORDERS.
This is to ensure subscribers of EclipseFX will stay in sync with the system.
Nov 23, 2006: Thanksgiving drawdown.
The drawdown we experienced over the light holiday weekend was due to the USD move, of which we had all orders, and all currencies taking orders on the USD.
On Nov 24, we had to started exiting smaller USD positions to free up capital. This exiting resulted in hard losses incurred.
Dec 8, 2006: The final two USD positions held were exited at a loss.
Dec 10, 2006: The new limited version of EclipseFX2 began trading.
Moving forward, we will limit the EclipseFX to only allow 1 currency position direction. This means if we are long USDCHF, we will not allow any new positions that would equal a long USD position. By doing so, we will ensure our buying power will remain intact, and our positioning will continue.
Furthermore, we will be changing the way the EclipseFX scales into positions, by limiting the total entry amount allowed. This along with the only 1 position per currency direction limitation will reduce the potential drawdown moving forward significantly.
Other system aspects are currently being added, and an official notice will be posted upon the final completion.
Please feel free to contact me with any questions you may have,
Thank you,
David Nelson
www.SmarteTrades.com
dnelson@smartetrades.com
Toll Free: 877-GO-SMART
<a href="javascript:longtoshort(1)">[less]</a></div>
Nov 3rd, 2006 we increased our starting amount to 2 lots.
Please adjust Your Scaling Factor, C2 setting, accordingly.
Nov 5th, 2006: ALL ORDERS NOW MARKET ORDERS.
This is to ensure subscribers of EclipseFX will stay in sync with the system.
Nov 23, 2006: Thanksgiving drawdown.
The drawdown we experienced over the light holiday weekend was due to the USD move, of which we had all orders, and all currencies taking orders on the USD.
On Nov 24, we had to started exiting smaller USD positions to free up capital. This exiting resulted in hard losses incurred.
Dec 8, 2006: The final two USD positions held were exited at a loss.
Dec 10, 2006: The new limited version of EclipseFX2 began trading.
Moving forward, we will limit the EclipseFX to only allow
<div id="long1" style="display: none;">--------------------------UPDATES -----------------------------
Nov 3rd, 2006 we increased our starting amount to 2 lots.
Please adjust Your Scaling Factor, C2 setting, accordingly.
Nov 5th, 2006: ALL ORDERS NOW MARKET ORDERS.
This is to ensure subscribers of EclipseFX will stay in sync with the system.
Nov 23, 2006: Thanksgiving drawdown.
The drawdown we experienced over the light holiday weekend was due to the USD move, of which we had all orders, and all currencies taking orders on the USD.
On Nov 24, we had to started exiting smaller USD positions to free up capital. This exiting resulted in hard losses incurred.
Dec 8, 2006: The final two USD positions held were exited at a loss.
Dec 10, 2006: The new limited version of EclipseFX2 began trading.
Moving forward, we will limit the EclipseFX to only allow 1 currency position direction. This means if we are long USDCHF, we will not allow any new positions that would equal a long USD position. By doing so, we will ensure our buying power will remain intact, and our positioning will continue.
Furthermore, we will be changing the way the EclipseFX scales into positions, by limiting the total entry amount allowed. This along with the only 1 position per currency direction limitation will reduce the potential drawdown moving forward significantly.
Other system aspects are currently being added, and an official notice will be posted upon the final completion.
Please feel free to contact me with any questions you may have,
Thank you,
David Nelson
www.SmarteTrades.com
dnelson@smartetrades.com
Toll Free: 877-GO-SMART
<a href="javascript:longtoshort(1)">[less]</a></div>
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | 8.1 | 14.9 | 16.3 | 12.5 | 3.9 | -48.7 | 13.3 | -2.0 | |||||
| 2007 | -14.1 | 8.2 | 0.0 | 0.0 | -0.3 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 52.6 | 0.0 | 41.6 |
| 2008 | 0.0 | 0.0 | 0.0 | -0.0 | -0.4 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.4 |
| 2009 | -0.0 | -0.0 | 0.0 | -0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | -0.2 | 0.0 | 0.0 | -0.2 |
| 2010 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.2 | -0.2 | 0.2 | 0.0 | 0.0 | 0.0 | -0.0 | 0.2 |
| 2011 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2012 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2013 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2014 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2015 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2016 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2017 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2018 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2019 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | |
| 2020 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2021 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2023 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2024 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2025 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 6/8/2006 |
|---|---|
| Suggested Minimum Capital | $100,000 |
| Age | 246 months |
| What it trades | Forex |
| # Trades | 902 |
| # Profitable | 857 |
| % Profitable | 95.0% |
| Avg trade duration | 8.7 hours |
| Max peak-to-valley drawdown | 63.4% |
| drawdown period | Nov 21, 2006 - Jan 22, 2007 |
| Annual return (compounded) | 2.0% |
| Avg win | $174 |
| Avg loss | $2,216 |
Ratios
| W:L ratio | 1.49 |
|---|---|
| Sharpe Ratio | 0.04 |
| Sortino Ratio | 0.06 |
| Calmar Ratio | 0.12 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.00 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 507.2% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 14.3% |
Return Statistics
| Ann Return (w trading costs) | 7.9% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 2.0% |
Slump
| Current Slump as Pcnt Equity | 25.0% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 1.0% |
Instruments
| Percent Trades Forex | 1.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Percent Trades Stocks | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $2,216 |
|---|---|
| Avg Win | $174 |
| # Winners | 857 |
| Sum Trade PL (losers) | $99,729 |
| Sum Trade PL (winners) | $148,789 |
| Num Months Winners | 31 |
| # Losers | 45 |
| % Winners | 95.0% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 244 |
|---|
Frequency
| Avg Position Time (mins) | 520.65 |
|---|---|
| Avg Position Time (hrs) | 8.68 |
| Avg Trade Length | 0.40 |
| Last Trade Ago | 7150 |
Regression
| Alpha | 0 |
|---|---|
| Beta | 0 |
| Treynor Index | 11.84 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.67 |
| MAE:Equity, average, losing trades | 0.08 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 8.44 |
| MAE:PL (avg, all trades) | 1.13 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 90.60 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 32.80 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 1.04 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.98 |
| Hold-and-Hope Ratio | 0.12 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | 0.25 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.05 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 62 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.0% |
Trading record
Placed 1966 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| GBP/CHF | short | 1540 | Jan 11, 2007 | Feb 8, 2007 | ($12,871) |
| AUD/JPY | short | 130 | Jan 17, 2007 | Jan 19, 2007 | ($1) |
| EUR/JPY | short | 10 | Jan 19, 2007 | Jan 19, 2007 | $0 |
| EUR/JPY | short | 60 | Jan 18, 2007 | Jan 19, 2007 | $0 |
| EUR/JPY | short | 100 | Jan 17, 2007 | Jan 18, 2007 | $2 |
| USD/JPY | short | 30 | Jan 16, 2007 | Jan 17, 2007 | $0 |
| NZD/USD | short | 10 | Jan 16, 2007 | Jan 16, 2007 | $7 |
| EUR/JPY | short | 60 | Jan 16, 2007 | Jan 16, 2007 | $0 |
| USD/JPY | short | 30 | Jan 15, 2007 | Jan 16, 2007 | $0 |
| NZD/USD | short | 10 | Jan 15, 2007 | Jan 15, 2007 | $9 |
| AUD/JPY | short | 20 | Jan 15, 2007 | Jan 15, 2007 | $0 |
| USD/JPY | short | 210 | Jan 10, 2007 | Jan 14, 2007 | $0 |
| USD/CAD | short | 110 | Jan 4, 2007 | Jan 12, 2007 | $108 |
| GBP/CHF | short | 10 | Jan 10, 2007 | Jan 10, 2007 | $27 |
| EUR/JPY | long | 30 | Jan 10, 2007 | Jan 10, 2007 | $0 |
| USD/JPY | short | 30 | Jan 10, 2007 | Jan 10, 2007 | $0 |
| GBP/CHF | short | 30 | Jan 10, 2007 | Jan 10, 2007 | $58 |
| GBP/CHF | short | 10 | Jan 10, 2007 | Jan 10, 2007 | $32 |
| GBP/CHF | short | 140 | Jan 8, 2007 | Jan 10, 2007 | $266 |
| USD/CHF | short | 60 | Jan 5, 2007 | Jan 5, 2007 | $141 |
| USD/JPY | long | 60 | Jan 5, 2007 | Jan 5, 2007 | $1 |
| USD/JPY | long | 30 | Jan 4, 2007 | Jan 5, 2007 | $0 |
| USD/CHF | short | 30 | Jan 4, 2007 | Jan 4, 2007 | $51 |
| USD/CHF | short | 60 | Jan 3, 2007 | Jan 4, 2007 | $165 |
| AUD/JPY | short | 110 | Jan 1, 2007 | Jan 3, 2007 | $2 |
| EUR/USD | short | 480 | Dec 29, 2006 | Jan 3, 2007 | $996 |
| EUR/JPY | short | 60 | Dec 29, 2006 | Dec 29, 2006 | $1 |
| AUD/USD | short | 30 | Dec 28, 2006 | Dec 29, 2006 | $25 |
| AUD/JPY | short | 30 | Dec 28, 2006 | Dec 28, 2006 | $0 |
| EUR/USD | short | 10 | Dec 28, 2006 | Dec 28, 2006 | $15 |
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.