Lilac |
What it trades: Forex
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 | - | - | - |
Subscription Terms
| 30-day free trial, then $175 per month (Details) |
There is a free trial period of 30 days before you are charged. You may cancel at any time before this (we send you an email at least a day before, to remind you, so there are no surprises.)
Then, after the trial, you will be charged $175 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)
Strategy Description
Lilac is a trend following system.
- This overview was provided by the system developer. Collective2 has not verified it.
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 | ($217) | |
| 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 | ($2,239) | |
| 3/21/08 3:11 | BUY | 33 | USD/JPY | 99.600 | 3/25 9:57 | 99.980 | Low | $1,247 | |
| 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 | ($5,494) | |
| 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 | ($2,379) | |
| 3/14/08 9:50 | BUY | 30 | EUR/USD | 1.56130 | 3/14 14:33 | 1.56373 | Low | $728 | |
| 3/14/08 9:55 | BUY | 30 | GBP/USD | 2.03340 | 3/14 14:33 | 2.02185 | Normal | ($3,464) | |
| 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 | ($2,393) |
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Statistics
Analytics| System has been audited since | 10/8/2007 (30 months ago) |
|---|---|
| Trades | 100 |
| # Profitable | 37 (37.0%) |
| # months tracked | 29 |
| Profitable months | 2 (6.9%) |
| Avg trade duration | 2.0 days |
| Annual return (compounded) | 2.8% |
| 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 | -0.01 |
C2Realism Factor  | 100% |
| Keep after worst-case slippage | -199.3% |
| 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 |
