Relax Forex
- hypothetical · Annual Return (Compounded)
- -16.0%
- Max Drawdown
- 95.6%
- Trades
- 44
- Win Trades
- 56.8%
- Profit Factor
- 1.10
- Win Months
- 42.6%
About this strategy
I have a business consultant systems leader in Spain since more than 8 years and 20 years of experience in markets, with big success giving profits in stocks, futures and forex. My live is based in research of own consistent systems since more than 20 years. I only develop systems to work all live, without variables, and no optimization, is the unique way to living of trading. I search stability. I have a good collection, and I live only of own investment thanks to automated systems.
This is a good system and no stress system that make me get real money since many years with only a few operations. Total relax. My own indicator choose buy or sell, with tendency and stay with it, and cut the loses very fast, this is the question most important in trading. The best system is for me the system make few trades.
Important: I close and open in same direction at least one time each month to allow new subscriber enter in trading this system. The profit for old subscribers, is the same.
The stop is ocult, because of this, you avoid any broker see it, or others big investors or institutions, goes to eliminate your position. In this way is imposible. Each day the stop change, then when it is token, we reverse the order, but never is given.
Worst drawdown in my historical records: -2.500 pips, because of this i suggest 1500 to 2000$ per minilot.
Worst trade: - 500 pips.
I never will increase the size to make easy the use of system.
We had the worst drawdown of 50% in this year 2011 since historical records since 2000, same as best investors and best funds. If you search any system with 10% drawdown you are in risk. All best systems have about 50% drawdown. Now is the best oportunity to enter in my system.
If you want see an example of historical performance please you can see at my web:
http://www.tecnofinanzas.com/moneymachineforexenglish.htm
My other system same as this, but with a little change, is Professional Forex.
This is a good system and no stress system that make me get real money since many years with only a few operations. Total relax. My own indicator choose buy or sell, with tendency and stay with it, and cut the loses very fast, this is the question most important in trading. The best system is for me the system make few trades.
Important: I close and open in same direction at least one time each month to allow new subscriber enter in trading this system. The profit for old subscribers, is the same.
The stop is ocult, because of this, you avoid any broker see it, or others big investors or institutions, goes to eliminate your position. In this way is imposible. Each day the stop change, then when it is token, we reverse the order, but never is given.
Worst drawdown in my historical records: -2.500 pips, because of this i suggest 1500 to 2000$ per minilot.
Worst trade: - 500 pips.
I never will increase the size to make easy the use of system.
We had the worst drawdown of 50% in this year 2011 since historical records since 2000, same as best investors and best funds. If you search any system with 10% drawdown you are in risk. All best systems have about 50% drawdown. Now is the best oportunity to enter in my system.
If you want see an example of historical performance please you can see at my web:
http://www.tecnofinanzas.com/moneymachineforexenglish.htm
My other system same as this, but with a little change, is Professional Forex.
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 6.6 | 8.7 | 41.5 | 2.1 | 5.4 | -8.9 | 3.9 | 9.9 | 5.3 | -9.4 | 75.2 | ||
| 2011 | 8.5 | 2.1 | 8.6 | 14.6 | -16.2 | -27.0 | -22.7 | -18.9 | 22.0 | -7.0 | -12.2 | 16.5 | -38.6 |
| 2012 | -8.9 | 8.6 | -7.0 | -23.4 | -8.9 | -22.9 | 32.6 | -20.3 | -23.9 | -11.3 | -5.2 | -36.6 | -78.8 |
| 2013 | -103.5 | -3612.7 | 28.9 | -41.6 | 53.1 | -16.0 | -49.7 | -24.8 | -82.6 | -847.7 | -82.5 | -548.2 | -165.7 |
| 2014 | -81.3 | -318.9 | -32.2 | -42.1 | -58.3 | -33.6 | -99.5 | -20341.7 | 205.6 | 5.7 | 12.3 | 31.6 | -486.3 |
| 2015 | 72.5 | 4.0 | 21.6 | -17.9 | 6.5 | -4.3 | 6.2 | -12.2 | 3.2 | 8.2 | 16.3 | -12.8 | 92.9 |
| 2016 | -0.3 | 2.1 | -24.7 | -4.1 | 20.8 | -0.3 | -4.3 | 1.3 | -5.6 | 14.2 | 16.1 | 6.8 | 14.7 |
| 2017 | -14.1 | 8.4 | -3.3 | -12.5 | -13.0 | -14.9 | -22.3 | -11.9 | 7.3 | 10.9 | -22.0 | 3.9 | -61.5 |
| 2018 | -57.4 | 41.9 | -23.7 | 57.7 | 46.5 | 12.4 | -8.2 | 3.7 | -5.3 | 27.0 | -3.2 | 1.9 | 35.3 |
| 2019 | -9.7 | 6.5 | 7.2 | 5.8 | -2.1 | -1.7 | -10.1 | 17.6 | 8.9 | -10.4 | 1.9 | -3.9 | 6.0 |
| 2020 | 0.4 | 15.7 | -14.3 | 16.7 | -17.0 | -11.9 | -45.6 | -16.8 | 23.4 | 7.8 | -40.2 | -67.2 | -90.0 |
| 2021 | 93.5 | -5.0 | 119.1 | -63.7 | -51.8 | 328.3 | 6.6 | -3.5 | 25.5 | 11.7 | 46.1 | -2.6 | 520.5 |
| 2022 | 18.0 | -5.7 | 7.2 | 51.8 | -15.3 | 25.9 | 8.0 | 16.7 | 13.5 | -13.7 | -22.0 | -15.2 | 57.6 |
| 2023 | -16.8 | 19.1 | -16.8 | -12.2 | 25.6 | -17.8 | -8.5 | 20.0 | 18.1 | -9.0 | 0.0 | ||
| 2024 | 10.8 | 3.5 | -3.2 | 10.0 | -13.1 | 12.4 | -16.5 | -30.3 | -2.4 | 51.4 | 27.1 | 9.3 | -7.3 |
| 2025 | -1.7 | 0.4 | -34.8 | -64.3 | -8.4 | -159.8 | -121.1 | -146.1 | -83.5 | -45.5 | -31.3 | -23.8 | -105.3 |
| 2026 | -19.2 | -16.1 | -13.9 | -12.2 | -10.9 | -9.8 | -8.9 | -8.2 |
Statistics
Overview
| Strategy began | 3/3/2010 |
|---|---|
| Suggested Minimum Capital | $20,000 |
| Age | 201 months |
| What it trades | Forex |
| # Trades | 44 |
| # Profitable | 25 |
| % Profitable | 56.8% |
| Avg trade duration | 128.4 days |
| Max peak-to-valley drawdown | 95.6% |
| drawdown period | May 04, 2011 - May 08, 2014 |
| Annual return (compounded) | 1.4% |
| Avg win | $2,663 |
| Avg loss | $3,229 |
Ratios
| W:L ratio | 1.09 |
|---|---|
| Sharpe Ratio | -0.21 |
| Sortino Ratio | -0.21 |
| Calmar Ratio | -0.06 |
CORRELATION STATISTICS
| Correlation to SP500 | -0.08 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 575.2% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -122.0% |
Return Statistics
| Ann Return (w trading costs) | -16.0% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 1.4% |
Slump
| Current Slump as Pcnt Equity | — |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.9% |
Instruments
| Percent Trades Forex | 1.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 100.0% |
|---|---|
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 40% account loss | 100.0% |
| Chance of 50% account loss | 100.0% |
| Chance of 60% account loss (Monte Carlo) | 100.0% |
| Chance of 70% account loss (Monte Carlo) | 100.0% |
| Chance of 80% account loss (Monte Carlo) | 100.0% |
| Chance of 90% account loss (Monte Carlo) | — |
| Chance of 100% account loss (Monte Carlo) | — |
Automation
| Percentage Signals Automated | 1.1% |
|---|
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $3,229 |
|---|---|
| Avg Win | $2,663 |
| # Winners | 25 |
| Sum Trade PL (losers) | $61,359 |
| Sum Trade PL (winners) | $66,584 |
| Num Months Winners | 16 |
| # Losers | 19 |
| % Winners | 56.8% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 35 |
|---|
Frequency
| Avg Position Time (mins) | 184912.94 |
|---|---|
| Avg Position Time (hrs) | 3081.88 |
| Avg Trade Length | 128.40 |
| Last Trade Ago | 388 |
Regression
| Alpha | 0 |
|---|---|
| Beta | -0.65 |
| Treynor Index | 0 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.10 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.14 |
| MAE:Equity, average, losing trades | 0.17 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.04 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 40.22 |
| MAE:PL (avg, all trades) | -0.11 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 9.97 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 28.01 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.32 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.12 |
| Hold-and-Hope Ratio | 0.03 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | 0.71 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.11 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 1100 |
|---|---|
| Last 4 Months - Pcnt Negative | 1.0% |
Trading record
Placed 23 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| EUR/USD | short | 100 | May 15, 2012 | Aug 21, 2025 | $11,153 |
| EUR/USD | long | 100 | Apr 26, 2012 | May 15, 2012 | ($4,951) |
| EUR/USD | short | 100 | Apr 5, 2012 | Apr 26, 2012 | ($1,751) |
| EUR/USD | long | 100 | Mar 23, 2012 | Apr 5, 2012 | ($2,090) |
| EUR/USD | short | 100 | Mar 12, 2012 | Mar 23, 2012 | ($1,105) |
| EUR/USD | long | 100 | Jan 26, 2012 | Mar 12, 2012 | $525 |
| EUR/USD | short | 100 | Jan 5, 2012 | Jan 26, 2012 | ($3,148) |
| EUR/USD | short | 100 | Nov 9, 2011 | Jan 5, 2012 | $7,435 |
| EUR/USD | long | 100 | Oct 20, 2011 | Nov 9, 2011 | ($2,402) |
| EUR/USD | short | 100 | Oct 3, 2011 | Oct 20, 2011 | ($5,019) |
| EUR/USD | short | 100 | Sep 5, 2011 | Oct 3, 2011 | $8,145 |
| EUR/USD | long | 100 | Aug 16, 2011 | Sep 5, 2011 | ($3,144) |
| EUR/USD | short | 100 | Aug 2, 2011 | Aug 16, 2011 | ($1,998) |
| EUR/USD | long | 100 | Jul 26, 2011 | Aug 2, 2011 | ($3,129) |
| EUR/USD | short | 100 | Jul 8, 2011 | Jul 26, 2011 | ($2,739) |
| EUR/USD | long | 100 | Jun 30, 2011 | Jul 8, 2011 | ($2,763) |
| EUR/USD | short | 100 | Jun 16, 2011 | Jun 30, 2011 | ($3,737) |
| EUR/USD | long | 100 | Jun 3, 2011 | Jun 16, 2011 | ($4,786) |
| EUR/USD | short | 100 | May 12, 2011 | Jun 3, 2011 | ($3,922) |
| EUR/USD | long | 100 | Apr 28, 2011 | May 12, 2011 | ($5,701) |
| EUR/USD | long | 100 | Apr 20, 2011 | Apr 28, 2011 | $2,840 |
| EUR/USD | long | 100 | Apr 11, 2011 | Apr 20, 2011 | $846 |
| EUR/USD | long | 100 | Mar 30, 2011 | Apr 11, 2011 | $3,024 |
| EUR/USD | long | 100 | Mar 4, 2011 | Mar 30, 2011 | $1,278 |
| EUR/USD | long | 100 | Feb 23, 2011 | Mar 4, 2011 | $2,528 |
| EUR/USD | long | 100 | Jan 18, 2011 | Feb 23, 2011 | $3,512 |
| EUR/USD | short | 100 | Nov 15, 2010 | Jan 18, 2011 | $2,151 |
| EUR/USD | long | 100 | Oct 6, 2010 | Nov 15, 2010 | ($3,323) |
| EUR/USD | long | 100 | Sep 16, 2010 | Oct 6, 2010 | $8,485 |
| EUR/USD | short | 100 | Aug 20, 2010 | Sep 16, 2010 | ($3,697) |
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.