Lilac |
What it trades: Forex
Strategies: Technical analysis
Hypothetical Monthly Results
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | (5.2%) | +25.1% | (0.3%) | |||||||||
| 2008 | +24.3% | (7.6%) | (20.2%) | (1.2%) | - | - | - | - | - | - | - | - |
| 2009 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | - | - | - | - | - |
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Strategy Description 
Lilac is a trend following system.
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- This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that text above is an accurate Strategy Description. (Contact System Developer)
Recently Closed Trades
Details| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
|---|---|---|---|---|---|---|---|---|---|
| 3/30/08 17:32 | BUY | 32 | USD/CAD | 1.02220 | 4/1 16:17 | 1.02150 | Low | ($218) | |
| 3/26/08 12:01 | BUY | 30 | GBP/USD | 2.00180 | 3/28 2:53 | 2.00180 | Low | $0 | |
| 3/26/08 7:04 | SELL | 34 | USD/CAD | 1.01320 | 3/26 12:26 | 1.01970 | Normal | ($2,187) | |
| 3/26/08 5:08 | BUY | 32 | GBP/USD | 2.00770 | 3/26 6:02 | 2.00070 | Normal | ($2,240) | |
| 3/21/08 3:11 | BUY | 33 | USD/JPY | 99.600 | 3/25 9:57 | 99.980 | Low | $1,248 | |
| 3/19/08 6:57 | SELL | 31 | GBP/USD | 1.99680 | 3/24 22:24 | 1.99250 | Low | $1,333 | |
| 3/18/08 6:29 | BUY | 35 | EUR/USD | 1.58270 | 3/18 15:11 | 1.56700 | Normal | ($5,495) | |
| 3/18/08 4:12 | BUY | 34 | USD/CAD | 0.99580 | 3/18 14:14 | 0.98930 | Normal | ($2,219) | |
| 3/17/08 11:59 | SELL | 34 | GBP/USD | 2.00130 | 3/18 5:20 | 2.00830 | Normal | ($2,380) | |
| 3/14/08 9:50 | BUY | 30 | EUR/USD | 1.56130 | 3/14 14:33 | 1.56373 | Low | $729 | |
| 3/14/08 9:55 | BUY | 30 | GBP/USD | 2.03340 | 3/14 14:33 | 2.02185 | Normal | ($3,465) | |
| 3/12/08 5:25 | SELL | 34 | USD/CAD | 0.98850 | 3/14 7:26 | 0.98850 | Low | $0 | |
| 3/14/08 3:34 | BUY | 35 | GBP/USD | 2.03350 | 3/14 7:23 | 2.02350 | Normal | ($3,500) | |
| 3/10/08 9:44 | BUY | 40 | USD/CAD | 0.99150 | 3/12 5:23 | 0.98870 | Low | ($1,130) | |
| 3/11/08 10:38 | SELL | 38 | EUR/USD | 1.53100 | 3/12 0:46 | 1.53730 | Low | ($2,394) |
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Statistics
Analytics| System has been audited since | 10/8/2007 (35 months ago) |
|---|---|
| Trades | 100 |
| # Profitable | 37 (37.0%) |
| # months tracked | 36 |
| Profitable months | 2 (5.6%) |
| Avg trade duration | 2.0 days |
| Annual return (compounded) | 2.3% |
| Average win | $2,983 |
| Average loss | $1,640 |
| Profit factor | 1.1:1 |
| Max peak-to-valley drawdown (historical) | 30.2% |
| drawdown period | Jan 30, 2008 to April 16, 2008 |
| Correlation w/ S&P | -0.038 |
| Sharpe ratio | 0.078 |
C2Realism Factor  | 0% |
| Keep after worst-case slippage | -199.6% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 0.0% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.05 |
| Average P/L per unit traded |
