PERFORMANCE

VERIFIED PERFORMANCE SINCE INCEPTION



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Strategy Performance

YearJanFebMarAprMayJuneJulyAugSeptOctNovDecYTD
2012        8.28%6.31%3.65%1.91%20.15%
20132.72%1.55%1.73%5.84%5.55%2.68%6.80%1.22%7.31%4.12%1.97%-17.13%24.36%
20142.65%3.08%4.26%3.29%2.40%0.91%0.00%2.90%10.35%7.70%-16.99%2.85%23.40%
20156.61%5.69%3.00%10.06%5.27%3.09%-16.61%6.69%-11.45%5.24%4.81%5.23%27.63%
20166.77%7.94%10.61%1.92% 4.21% 8.68% 2.61%     53.55%

MAXIMUM DRAWDOWN



2012: Max. drawdown of 3.15%
2013: Max. drawdown of 18.31%
2014: Max. drawdown of 18.3%
2015: Max. drawdown of 25.27%
2016 YTD: Max. drawdown of 2.17%

The drawdown for 2015 is rare and the strategy typically never exceeds 20% drawdown.

STRATEGY INFORMATION



The strategy aims to make 1% (20 pips) profit per trade. It usually trades a few times a week to a few times a month. The maximum stop-loss is set around 18%.

The strategy will detect a trend and buy/sell on a retracement. If the price goes the other way but it has determined that the trend is still valid, it will open up to 5 recovery trades. If the strategy detects that the trend has changed, it will close the current position and open a trade in the other direction while aiming for a profit. Selfdom the trade will close at a small profit or break-even if it detects that the trading environment is not viable.

 
 
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AVERAGE MONTHLY RETURN: 2.79% (We aim for 3%)

STATISTICS


53.55

YTD TOTAL GROWTH (2016): 53.55%

25.27

ALL-TIME DRAWDOWN: 25.27%

For more statistics like Profit Ratio and MAE/MFE, please click the MyFxBook image at the top.