ConservProfitEA
- hypothetical · Annual Return (Compounded)
- -88.3%
- Max Drawdown
- 28.0%
- Trades
- 21
- Win Trades
- 71.4%
- Profit Factor
- 0.20
- Win Months
- 0.9%
About this strategy
Trading Forex.... AUDUSD and EURJPY using EA's. The EA's can open 6 trades on the two pairs each (12 open trades total). However, that is not the norm. The odds are very low that both EA's would have 6 open trades at the same time. The EA's usually pick very good entry and exit points. Always be prepared for a possible large pip draw down if there are many trades open (600-800 pips). The EA's may not trade for days at a time. This is typical. New accounts starting with 5K start can start with 100% scaling. 1 minilot will be traded at this time. If you have less than 50:1 leverage on any of the pairs please increase your capital. Thanks for your support.
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | 0.9 | -9.2 | -19.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -26.2 | ||
| 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 | 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 |
Statistics
Overview
| Strategy began | 3/18/2017 |
|---|---|
| Suggested Minimum Capital | $10,000 |
| Age | 115 months |
| What it trades | Forex |
| # Trades | 21 |
| # Profitable | 15 |
| % Profitable | 71.4% |
| Avg trade duration | 1.7 days |
| Max peak-to-valley drawdown | 28.0% |
| drawdown period | March 23, 2017 - May 09, 2017 |
| Cumul. Return | -27.5% |
| Avg win | $37 |
| Avg loss | $499 |
Ratios
| W:L ratio | 0.19 |
|---|---|
| Sharpe Ratio | -1.10 |
| Sortino Ratio | -1.13 |
| Calmar Ratio | -0.72 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.00 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 222.0% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -28.4% |
Return Statistics
| Ann Return (w trading costs) | -88.3% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | -0.3% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | -2.9% |
Slump
| Current Slump as Pcnt Equity | 36.6% |
|---|---|
| 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 | 100.0% |
|---|---|
| Chance of 20% account loss | 100.0% |
| 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% |
Automation
| Percentage Signals Automated | 99.2% |
|---|
Popularity
| Popularity (Today) | 832 |
|---|---|
| Popularity (Last 6 weeks) | 981 |
| Popularity (7 days, Percentile 1000 scale) | 920 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $499 |
|---|---|
| Avg Win | $37 |
| # Winners | 15 |
| Sum Trade PL (losers) | $2,993 |
| Sum Trade PL (winners) | $556 |
| Num Months Winners | 1 |
| # Losers | 6 |
| % Winners | 71.4% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 114 |
|---|
Frequency
| Avg Position Time (mins) | 2411.85 |
|---|---|
| Avg Position Time (hrs) | 40.20 |
| Avg Trade Length | 1.70 |
| Last Trade Ago | 3401 |
Regression
| Alpha | -0.01 |
|---|---|
| Beta | 0 |
| Treynor Index | -17.56 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.02 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.17 |
| MAE:Equity, average, losing trades | 0.06 |
| 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 | -2.03 |
| MAE:PL (avg, all trades) | 0.34 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 62.51 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 34.68 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 1.57 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.12 |
| Hold-and-Hope Ratio | -0.49 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | -0.23 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.01 |
DRAW DOWN STATISTICS
| Max Equity Drawdown (num days) | 47 |
|---|---|
| Last 4 Months - Pcnt Negative | 0.0% |
Trading record
Placed 116 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| AUD/USD | long | 80 | May 2, 2017 | May 9, 2017 | ($776) |
| EUR/JPY | long | 10 | May 8, 2017 | May 8, 2017 | $0 |
| EUR/JPY | short | 10 | May 7, 2017 | May 7, 2017 | $1 |
| EUR/JPY | short | 70 | May 1, 2017 | May 7, 2017 | ($10) |
| AUD/USD | long | 70 | Apr 24, 2017 | May 1, 2017 | $169 |
| AUD/USD | long | 20 | Apr 18, 2017 | Apr 20, 2017 | $5 |
| AUD/USD | long | 20 | Apr 17, 2017 | Apr 18, 2017 | $16 |
| GBP/USD | short | 40 | Apr 12, 2017 | Apr 13, 2017 | $0 |
| AUD/USD | long | 10 | Apr 11, 2017 | Apr 12, 2017 | $18 |
| EUR/JPY | long | 60 | Apr 10, 2017 | Apr 11, 2017 | ($5) |
| AUD/USD | long | 10 | Apr 10, 2017 | Apr 11, 2017 | $17 |
| AUD/USD | long | 40 | Apr 5, 2017 | Apr 10, 2017 | ($63) |
| EUR/JPY | long | 40 | Apr 5, 2017 | Apr 5, 2017 | ($1) |
| EUR/JPY | long | 20 | Mar 30, 2017 | Mar 30, 2017 | $0 |
| AUD/USD | long | 10 | Mar 29, 2017 | Mar 30, 2017 | $19 |
| EUR/JPY | long | 10 | Mar 27, 2017 | Mar 27, 2017 | $0 |
| AUD/USD | long | 30 | Mar 22, 2017 | Mar 26, 2017 | ($6) |
| EUR/JPY | short | 10 | Mar 23, 2017 | Mar 23, 2017 | $0 |
| EUR/JPY | long | 20 | Mar 22, 2017 | Mar 22, 2017 | $0 |
| AUD/USD | long | 10 | Mar 20, 2017 | Mar 21, 2017 | $21 |
| EUR/JPY | long | 30 | Mar 20, 2017 | Mar 20, 2017 | $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.