Systematic Fx

Dedicated to systematic trading. specialized in the foreign exchange market. Currently running 3 trading systems. Two volatility breakout trading systems and a countertrend

Tuesday, August 3, 2010

New entry

Bought EUR USD@ 1.3209 stop@ 1.3166 amnt 348837.

Sold GBP JPY@ 137.03 stop@ 137.69 amnt 196315.
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Posted by Systematic Fx at 9:49 AM

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Performance S/T Trading System Update: 20/07/2010

Starting Date: 11 January 2010
Initial Capital: 1 000 000 US$
Total Profit: 276170 US$
Profit Factor: 1.66
Max Drawdown: -2.03%
%Profitable Trade: 42.38%
Ratio Avg Win/Loss: 2.26
Max Win: 32287 US$
Max Loss: -3053 US$

Performance M/T Trading System: 13/07/2010

Starting Date: 11January 2010
Initial Capital: 1 000 000 US$
Total Profit: -80930 US$
Profit Factor: -0.8
Max Drawdown: -11.64%
%Profitable Trade: 30.34%
Ratio Avg Win/loss: 1.84
Max Win : 58724 US$
Max Loss: -7939 USS

Performance CounterTrend Trading System: 19/07/2010

Starting Date: 11 January 2010
Initial Capital: 1 000 000 US$
Total Profit: 25808 US$
Profit Factor: 1.23
Max Drawdown: -5.17%
% Profitable Trade: 57.39%
Ratio Avg Win/Loss : 0.91
Max Win: 9990 US$
Max loss: -12636 US$