Zapraszam do śledzenia systemu Mercurius Fx.
www.collective2.com/go/mfx
Mercurius Fx
Mercurius Fx
Ostatnio zmieniony 06 cze 2008 21:40 przez tucker, łącznie zmieniany 2 razy.
REKLAMA
Statystyka po 20 transakcjach
Realism Factor 100.0
Trades 20
Profitable 9
Losses 11
Win % 45.0%
APD Ratio 0.45
Correlation w/ S&P -0.110
Cumu $ $680
after typical commission n/a
Keep after worst-case slippage 100.0%
Avg Win $189
Avg Loss $93
Profit Factor 1.7:1
P/L per unit n/a
after typical commission n/a
Avg Trade Length 37.8 minutes
Compound Annual % 559.2% over 19 days
Sharpe Ratio 4.453
Max Drawdown 3.75% (20080428 to 20080505)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
APD klasyfikuje go do systemów niskiego ryzyka.pzdr
Realism Factor 100.0
Trades 20
Profitable 9
Losses 11
Win % 45.0%
APD Ratio 0.45
Correlation w/ S&P -0.110
Cumu $ $680
after typical commission n/a
Keep after worst-case slippage 100.0%
Avg Win $189
Avg Loss $93
Profit Factor 1.7:1
P/L per unit n/a
after typical commission n/a
Avg Trade Length 37.8 minutes
Compound Annual % 559.2% over 19 days
Sharpe Ratio 4.453
Max Drawdown 3.75% (20080428 to 20080505)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
APD klasyfikuje go do systemów niskiego ryzyka.pzdr
Statystyka po 59 transakcjach i 3 tygodniach grania
Realism Factor 99.5
Trades 59
Profitable 21
Losses 38
Win % 35.6%
APD Ratio 0.30
Correlation w/ S&P -0.189
Cumu $ $1,109
after typical commission n/a
and real-life slippage $1,109
Keep after worst-case slippage 87.8%
Avg Win $259
Avg Loss $114
Profit Factor 1.3:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 28.4 minutes
Compound Annual % 417.8% over 30 days
Sharpe Ratio 3.416
Max Drawdown 5.6% (20080516 to 20080519)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
Realism Factor 99.5
Trades 59
Profitable 21
Losses 38
Win % 35.6%
APD Ratio 0.30
Correlation w/ S&P -0.189
Cumu $ $1,109
after typical commission n/a
and real-life slippage $1,109
Keep after worst-case slippage 87.8%
Avg Win $259
Avg Loss $114
Profit Factor 1.3:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 28.4 minutes
Compound Annual % 417.8% over 30 days
Sharpe Ratio 3.416
Max Drawdown 5.6% (20080516 to 20080519)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
Realism Factor 99.7
Trades 87
Profitable 34
Losses 53
Win % 39.1%
APD Ratio 0.23
Correlation w/ S&P -0.146
Cumu $ $1,941
after typical commission n/a
and real-life slippage $1,941
Keep after worst-case slippage 81.5%
Avg Win $305
Avg Loss $159
Profit Factor 1.2:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 51.5 minutes
Compound Annual % 720.1% over 37 days
Sharpe Ratio 3.512
Max Drawdown 10.28% (20080528 to 20080530)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
Trades 87
Profitable 34
Losses 53
Win % 39.1%
APD Ratio 0.23
Correlation w/ S&P -0.146
Cumu $ $1,941
after typical commission n/a
and real-life slippage $1,941
Keep after worst-case slippage 81.5%
Avg Win $305
Avg Loss $159
Profit Factor 1.2:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 51.5 minutes
Compound Annual % 720.1% over 37 days
Sharpe Ratio 3.512
Max Drawdown 10.28% (20080528 to 20080530)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
Realism Factor 99.7
Trades 91
Profitable 36
Losses 55
Win % 39.6%
APD Ratio 0.25
Correlation w/ S&P -0.112
Cumu $ $2,594
after typical commission n/a
and real-life slippage $2,594
Keep after worst-case slippage 82.0%
Avg Win $341
Avg Loss $176
Profit Factor 1.3:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 50.7 minutes
Compound Annual % 915.2% over 39 days
Sharpe Ratio 3.924
Max Drawdown 10.28% (20080528 to 20080530)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
Trades 91
Profitable 36
Losses 55
Win % 39.6%
APD Ratio 0.25
Correlation w/ S&P -0.112
Cumu $ $2,594
after typical commission n/a
and real-life slippage $2,594
Keep after worst-case slippage 82.0%
Avg Win $341
Avg Loss $176
Profit Factor 1.3:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 50.7 minutes
Compound Annual % 915.2% over 39 days
Sharpe Ratio 3.924
Max Drawdown 10.28% (20080528 to 20080530)
Risk of 20% account loss n/a
Risk of 50% account loss n/a
Risk of 100% account loss n/a
Realism Factor 99.7
Trades 92
Profitable 37
Losses 55
Win % 40.2%
APD Ratio 0.25
Correlation w/ S&P -0.085
Cumu $ $2,692
after typical commission n/a
and real-life slippage $2,692
Keep after worst-case slippage 82.2%
Avg Win $335
Avg Loss $176
Profit Factor 1.3:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 51.6 minutes
Compound Annual % 1,200.7% over 39 days
Sharpe Ratio 4.391
Max Drawdown 10.28% (20080528 to 20080530)
Trades 92
Profitable 37
Losses 55
Win % 40.2%
APD Ratio 0.25
Correlation w/ S&P -0.085
Cumu $ $2,692
after typical commission n/a
and real-life slippage $2,692
Keep after worst-case slippage 82.2%
Avg Win $335
Avg Loss $176
Profit Factor 1.3:1
P/L per unit n/a
after typical commission n/a
after real-life slippage $0.00
Avg Trade Length 51.6 minutes
Compound Annual % 1,200.7% over 39 days
Sharpe Ratio 4.391
Max Drawdown 10.28% (20080528 to 20080530)
REKLAMA
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