Quick View: Performance Report - Hypothetical
Trading System: EuroTrader
Developer: eForex Ltd
Portfolio Size: $27,000
Program Overview:
Euro Trader is a medium term trading system for trading the Euro currency against the US dollar. Euro Trader operates in TradeStation and SuperCharts. It is easy to use, having few parameter and reads daily price data. Typical durations of a trade range from one to six weeks. It is a trend following system that first analysis the trend. If the trend is up, it looks for a pullback, a reaction in the opposite direction. If that reaction is within limits and the original trend is still intact, Euro Trader enters on the long side as soon as the reaction is over and a renewed strength develops. The opposite would apply to a short trade. If the trend is down, it looks for a pullback, a reaction in the opposite direction. If that reaction is within limits and the original trend is still intact, Euro Trader enters on the short side as soon as the reaction is over and a renewed weakness develops.
Price: Contact Broker (800)894-8194
Portfolio Diversification
| 1 Sectors | Currencies(1) |
Yearly Hypothetical Performance & Risk Analysis on a $27,000 Investment
| 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | Average | |
| Annual $ Returns | $10,438 | $4,925 | $-1,350 | $13,263 | $13,113 | $12,350 | $-100 | $9,850 | $-1,288 | $4,988 | $3,838 | $12,663 | $6,891 |
| Annual % Return | 38.66% | 18.24% | -5.00% | 49.12% | 48.56% | 45.74% | -0.37% | 36.48% | -4.77% | 18.47% | 14.21% | 46.90% | |
| Max DrawDown | $-4,075 | $-1,325 | $-1,700 | $-1 | $-1,938 | $-3,088 | $-4,163 | $-975 | $-3,550 | $-1,863 | $-1,225 | $-4,388 | $-2,357 |
Hot Stats
Hypothetical Performance Data
2008 (YTD)
$12,662
Rolling 12 Month
$12,662
Rolling 36 Month
$21,488
Avg. 12 Month $
$7,306
Avg. 36 Month $
$20,806
Time Window Analysis
| 6 Month | 12 Month | 24 Month | 36 Month | 5 Years | |||
| Latest | 46.02% | 46.63% | 61.12% | 79.73% | 119.62% | ||
| Count | 171 | 165 | 153 | 141 | 117 | ||
| Percent Profitable | 79.53% | 90.91% | 98.04% | 100.00% | 100.00% | ||
| Average | 13.97% | 27.06% | 51.87% | 77.06% | 127.98% | ||
| Average Gain | 19.47% | 30.59% | 52.97% | 77.06% | 127.98% | ||
| Average Loss | -7.38% | -8.24% | -3.29% | 0% | 0% | ||
| Best Period | 58.93% | 90.64% | 118.19% | 163.37% | 183.16% | ||
| Worst Period | -24.44% | -20.92% | -7.67% | 0.00% | 0.00% |
Benchmarks Growth of $1000 since 5/1994
Benchmarks Growth of $1000 since 5/1994
Name
Vami
Correlation
EuroTrader
5,159
Barra S&P 500
2,505
0.7733
CSFB Managed Futures
2,009
0.6519
ML 90 Day T-Bill
1,576
0.5521
Historical Yearly Averages Since 5/1994 (%)
| % | Avg Gain | Max Gain | Avg Risk | Max Risk | |
| EuroTrader | 25.96 | 56.94 | -8.57 | -16.25 | |
| Barra S&P 500 | 9.01 | 29.87 | -8.68 | -31.93 | |
| CSFB Managed Futures | 6.17 | 19.19 | -7.42 | -18.72 | |
| ML 90 Day T-Bill | 3.55 | 5.59 | 0.00 | -0.00 |
How to Get Stated
About the Introducing Brokers
About Your Broker
Financial Safeguards
Regulatory Agencies
Why Trade Futures
Trading Systems Explained
Additional Risk Disclosures