Loading historical trade record for Delta FX Cross...




Delta FX Cross is a strategy which trades Forex.

Technical analysis system using trend indicator Moving Average (MA) cross and oscillatorsread more...

- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.

Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                                               -  
2010  -  +1.4%(3.1%)  -  (14.8%)(1.3%)  -    -    -    -    -    -  
2011  -    -  +2.0%  -  (2.8%)(4.3%)(3.5%)  -    -    -  (6.1%)(0.6%)
2012(6.7%)                                                                  

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Technical Analysis:  Moving Average daysX

Subscribe to System

$347 per month, only if profitableDetails

This is a pay-for-performance system. Subscriptions cost $347 at the end of each month, but only if the system has made profitable recommendations for the period.

To determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable. (Also, we want to reassure you that a "month" means a full 30-day period. That is, you are billed only if the last 30 days' worth of trade recommendations were profitable. So it's safe to subscribe at the end of a calendar month; you'll still get 30 days' worth of trades.)





Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
1/24/12 10:42 BUY 3 GBP/USD 1.55965 1/24
11:35
1.55982 Low $2
1/24/12 9:38 SELL 4 EUR/JPY 100.756 1/24
9:58
100.933 Low ($95)
1/24/12 8:34 SELL 3 EUR/USD 1.29731 1/24
9:12
1.29705 Low $5
1/24/12 4:56 SELL 3 GBP/USD 1.55325 1/24
5:04
1.55507 Low ($58)
1/24/12 4:09 BUY 3 EUR/USD 1.30439 1/24
4:24
1.30464 Low $5
1/24/12 3:22 SELL 4 AUD/USD 1.04817 1/24
3:32
1.04936 Low ($52)
1/24/12 2:59 BUY 3 EUR/JPY 100.403 1/24
3:03
100.299 Low ($43)
1/23/12 11:38 SELL 4 AUD/USD 1.05353 1/23
12:29
1.05270 Low $29
1/23/12 11:07 SELL 5 AUD/USD 1.05384 1/23
11:33
1.05501 Low ($64)
1/23/12 5:38 BUY 4 GBP/USD 1.55680 1/23
7:14
1.55595 Low ($38)
1/23/12 3:07 BUY 4 EUR/USD 1.29173 1/23
3:55
1.29304 Low $48
1/20/12 8:29 SELL 2 NZD/USD 0.80227 1/20
9:43
0.80540 Low ($65)
1/20/12 4:31 SELL 5 AUD/USD 1.03920 1/20
4:54
1.03940 Low ($15)
1/20/12 3:34 SELL 3 EUR/USD 1.29423 1/20
4:19
1.29405 n/a $2
1/19/12 8:52 SELL 3 EUR/USD 1.29110 1/19
9:03
1.29037 Low $19

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades112
# Profitable46 (41.1%)
# months tracked26
Profitable months2 (7.7%)
Avg trade duration23.2 minutes
Annual return (compounded)-14.0%
Average win$41
Average loss$70
Profit factor0.4:1
Max peak-to-valley drawdown (historical)30.62%
drawdown periodMarch 02, 2010 to Jan 25, 2012
Correlation w/ S&P-0.069
Sharpe ratio-2.746
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss38.1%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.41
Average P/L per unit traded