FullserviceFX
- hypothetical · Annual Return (Compounded)
- -24.8%
- Max Drawdown
- 30.4%
- Trades
- 186
- Win Trades
- 59.1%
- Profit Factor
- 0.80
- Win Months
- 1.6%
About this strategy
Please note that our system has been changed from $189/month with 15 day trial to a standard $79/month price structure.
This is to allow for users with smaller account equity to be profitable using our system based on feedback received.
System information.
This system offers traders and investors a chance to enjoy the benefits of seeing the complete trading activities of several professional traders as they manage money live in the markets.
Because we are only at the beginning of offering our services to retail clients we are open to any requests that you have to make your experience trading with us more profitable/rewarding. Furthermore we are in the process of establishing an externally recorded and monitored MT4 account service so that we have supporting trade data available to see. All of our trades are taken on live accounts using real money.
Our methods combine trend dynamics and custom technical analysis indicators to provide short to medium term trade entry opportunities.
This system can be utilised manually or with the automated trading option.
Our trading method utilizes position scaling to maximise potential reward while mitigating risk wherever possible. We never average down into trades (enter additional positions without having preplanned to have multiple positions open), all positions are placed at predetermined levels to a calculated risk metric that allows us to keep our drawdown levels very low.
Commencing the week beginning March 28, 2011 our minimum position size will become 0.3 standard lots (3 units in C2). Our maximum cumulative position size in any single instrument will remain at 2.0 standard lots (20 units in C2). We have maximum acceptable position drawdown set to 3.5% however we rarely experience more than 1-1.5% drawdown in normal trading.
Should you like any further information please do not hesitate to contact us directly.
This is to allow for users with smaller account equity to be profitable using our system based on feedback received.
System information.
This system offers traders and investors a chance to enjoy the benefits of seeing the complete trading activities of several professional traders as they manage money live in the markets.
Because we are only at the beginning of offering our services to retail clients we are open to any requests that you have to make your experience trading with us more profitable/rewarding. Furthermore we are in the process of establishing an externally recorded and monitored MT4 account service so that we have supporting trade data available to see. All of our trades are taken on live accounts using real money.
Our methods combine trend dynamics and custom technical analysis indicators to provide short to medium term trade entry opportunities.
This system can be utilised manually or with the automated trading option.
Our trading method utilizes position scaling to maximise potential reward while mitigating risk wherever possible. We never average down into trades (enter additional positions without having preplanned to have multiple positions open), all positions are placed at predetermined levels to a calculated risk metric that allows us to keep our drawdown levels very low.
Commencing the week beginning March 28, 2011 our minimum position size will become 0.3 standard lots (3 units in C2). Our maximum cumulative position size in any single instrument will remain at 2.0 standard lots (20 units in C2). We have maximum acceptable position drawdown set to 3.5% however we rarely experience more than 1-1.5% drawdown in normal trading.
Should you like any further information please do not hesitate to contact us directly.
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | -0.5 | -0.5 | |||||||||||
| 2011 | 2.6 | 5.8 | 3.8 | -8.5 | -3.8 | -3.1 | -16.4 | -1.7 | 0.0 | 0.0 | 0.0 | 0.0 | -21.0 |
| 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 | 12/31/2010 |
|---|---|
| Suggested Minimum Capital | $50,000 |
| Age | 191 months |
| What it trades | Forex |
| # Trades | 186 |
| # Profitable | 110 |
| % Profitable | 59.1% |
| Avg trade duration | 1.5 days |
| Max peak-to-valley drawdown | 30.4% |
| drawdown period | April 14, 2011 - July 26, 2011 |
| Annual return (compounded) | -1.2% |
| Avg win | $350 |
| Avg loss | $616 |
Ratios
| W:L ratio | 0.82 |
|---|---|
| Sharpe Ratio | -0.47 |
| Sortino Ratio | -0.57 |
| Calmar Ratio | -0.18 |
CORRELATION STATISTICS
| Correlation to SP500 | -0.01 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 507.3% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -52.1% |
Return Statistics
| Ann Return (w trading costs) | -24.8% |
|---|---|
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | -1.2% |
Slump
| Current Slump as Pcnt Equity | 46.6% |
|---|---|
| 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% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 10.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| 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% |
| Chance of 100% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 33.3% |
|---|
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $616 |
|---|---|
| Avg Win | $350 |
| # Winners | 110 |
| Sum Trade PL (losers) | $46,785 |
| Sum Trade PL (winners) | $38,499 |
| Num Months Winners | 3 |
| # Losers | 76 |
| % Winners | 59.1% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 190 |
|---|
Frequency
| Avg Position Time (mins) | 2200.93 |
|---|---|
| Avg Position Time (hrs) | 36.68 |
| Avg Trade Length | 1.50 |
| Last Trade Ago | 5514 |
Regression
| Alpha | -0.01 |
|---|---|
| Beta | 0 |
| Treynor Index | 2.32 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.01 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0.02 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.01 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -4.62 |
| MAE:PL (avg, all trades) | -0.83 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 65.88 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 45.02 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.82 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.16 |
| Hold-and-Hope Ratio | -0.22 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | -0.07 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.01 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 103 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.0% |
Trading record
Placed 5 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| USD/CAD | long | 300 | Jul 12, 2011 | Aug 2, 2011 | $788 |
| USD/JPY | long | 400 | Jul 12, 2011 | Aug 2, 2011 | ($24) |
| AUD/NZD | long | 300 | Jul 25, 2011 | Aug 2, 2011 | ($2,150) |
| GBP/USD | short | 200 | Jul 21, 2011 | Jul 26, 2011 | ($2,400) |
| AUD/USD | long | 300 | Jul 25, 2011 | Jul 25, 2011 | ($6) |
| NZD/USD | short | 300 | Jul 8, 2011 | Jul 21, 2011 | ($2,494) |
| GBP/USD | short | 200 | Jul 12, 2011 | Jul 20, 2011 | ($2,652) |
| AUD/USD | short | 100 | Jul 13, 2011 | Jul 15, 2011 | $1,004 |
| AUD/USD | short | 100 | Jul 13, 2011 | Jul 13, 2011 | ($34) |
| AUD/USD | short | 200 | Jul 13, 2011 | Jul 13, 2011 | ($50) |
| EUR/CHF | long | 100 | Jul 8, 2011 | Jul 11, 2011 | ($2,525) |
| USD/CAD | long | 200 | Jul 7, 2011 | Jul 8, 2011 | $620 |
| USD/JPY | short | 100 | Jul 7, 2011 | Jul 8, 2011 | $4 |
| EUR/JPY | short | 100 | Jul 7, 2011 | Jul 8, 2011 | $3 |
| EUR/USD | long | 100 | Jul 7, 2011 | Jul 7, 2011 | $665 |
| EUR/CAD | long | 100 | Jul 5, 2011 | Jul 6, 2011 | ($624) |
| EUR/USD | long | 100 | Jul 6, 2011 | Jul 6, 2011 | ($860) |
| USD/JPY | short | 100 | Jul 5, 2011 | Jul 6, 2011 | $1 |
| EUR/JPY | short | 200 | Jul 1, 2011 | Jul 6, 2011 | $5 |
| EUR/USD | long | 50 | Jul 6, 2011 | Jul 6, 2011 | $8 |
| EUR/USD | short | 100 | Jul 5, 2011 | Jul 6, 2011 | $388 |
| EUR/CHF | long | 100 | Jul 5, 2011 | Jul 6, 2011 | $35 |
| AUD/NZD | short | 100 | Jul 5, 2011 | Jul 6, 2011 | $15 |
| EUR/USD | long | 50 | Jul 5, 2011 | Jul 5, 2011 | $4 |
| AUD/USD | short | 200 | Jul 1, 2011 | Jul 5, 2011 | $989 |
| GBP/USD | short | 100 | Jul 5, 2011 | Jul 5, 2011 | $444 |
| GBP/JPY | short | 100 | Jul 5, 2011 | Jul 5, 2011 | $2 |
| EUR/GBP | long | 100 | Jul 5, 2011 | Jul 5, 2011 | ($8) |
| AUD/USD | short | 200 | Jul 1, 2011 | Jul 1, 2011 | ($56) |
| EUR/JPY | short | 200 | Jul 1, 2011 | Jul 1, 2011 | ($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.