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Trading Tools Research AlphaGenerator AUDUSD System

Our AlphaGenerator AUDUSD Trading System is now available to the public. Our AlphaGenerator AUDUSD System only runs on TradeStation at this time, and trades 1 100,000 unit. Please review the System Results below. If you have any questions, please feel free to contact us.

AlphaGenerator AUDUSD System
Performance Summary - 8/28/2007 through 08/31/2012
Includes $10.00 Per Trade To Reflect 2-pip Spread
All Trades Long Trades Short Trades
Total Net Profit $327,034.70 $280,964.80 $46,069.90
Gross Profit $913,430.30 $754,242.20 $159,188.10
Gross Loss ($586,395.60) ($473,277.40) ($113,118.20)
Profit Factor 1.56 1.59 1.41
Roll Over Credit $5,390.70 $7,575.80 ($2,185.10)
Open Position P/L $0.00 $0.00 $0.00
Select Total Net Profit $254,181.30 $219,857.20 $34,324.10
Select Gross Profit $840,576.90 $693,134.60 $147,442.30
Select Gross Loss ($586,395.60) ($473,277.40) ($113,118.20)
Select Profit Factor 1.43 1.46 1.3
Adjusted Total Net Profit $295,321.62 $251,723.65 $33,425.78
Adjusted Gross Profit $899,161.43 $741,253.46 $153,280.08
Adjusted Gross Loss ($603,839.82) ($489,529.81) ($119,854.29)
Adjusted Profit Factor 1.49 1.51 1.28
Total Number of Trades 5228 4220 1008
Percent Profitable 78.39% 79.91% 72.02%
Winning Trades 4098 3372 726
Losing Trades 1130 848 282
Even Trades 0 0 0
Avg. Trade Net Profit $62.55 $66.58 $45.70
Avg. Winning Trade $222.90 $223.68 $219.27
Avg. Losing Trade ($518.93) ($558.11) ($401.13)
Ratio Avg. Win:Avg. Loss 0.43 0.4 0.55
Largest Winning Trade $1,751.00 $1,751.00 $1,700.00
Largest Losing Trade ($910.00) ($756.10) ($910.00)
Largest Winner as % of Gross Profit 0.19% 0.23% 1.07%
Largest Loser as % of Gross Loss 0.16% 0.16% 0.80%
Net Profit as % of Largest Loss 35937.88% 37159.74% 5062.63%
Select Net Profit as % of Largest Loss 27932.01% 29077.79% 3771.88%
Adjusted Net Profit as % of Largest Loss 32452.93% 33292.37% 3673.16%
Max. Consecutive Winning Trades 35 30 16
Max. Consecutive Losing Trades 5 4 6
Avg. Bars in Total Trades 3.17 3.23 2.92
Avg. Bars in Winning Trades 2.65 2.74 2.22
Avg. Bars in Losing Trades 5.06 5.17 4.73
Avg. Bars in Even Trades 0 0 0
Max. Shares/Contracts Held 100000 100000 100000
Total Shares/Contracts Held 522800000 422000000 100800000
Account Size Required $6,807.00 $6,995.00 $3,348.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $104,560.00 $84,400.00 $20,160.00
Return on Initial Capital 327.03%
Annual Rate of Return 29.06%
Buy & Hold Return 25.53%
Return on Account 4804.39%
Avg. Monthly Return $4,119.95
Std. Deviation of Monthly Return $3,850.20
Return Retracement Ratio 0.49
RINA Index 2008.64
Sharpe Ratio 0.8
K-Ratio n/a
Trading Period 4 Yrs, 11 Mths, 28 Dys, 19 Hrs, 29 Mins
Percent of Time in the Market 55.93%
Time in the Market 2 Yrs, 9 Mths, 15 Dys, 13 Hrs, 5 Mins
Longest Flat Period 3 Dys, 6 Hrs
Max. Equity Run-up $328,267.30
Date of Max. Equity Run-up 8/23/2012 20:30
Max. Equity Run-up as % of Initial Capital 328.27%
Max. Drawdown (Intra-day Peak to Valley)
Value ($7,372.00) ($7,560.00) ($3,718.00)
Date 5/20/2010 1:00
as % of Initial Capital 7.37% 7.56% 3.72%
Net Profit as % of Drawdown 4436.17% 3716.47% 1239.10%
Select Net Profit as % of Drawdown 3447.93% 2908.16% 923.19%
Adjusted Net Profit as % of Drawdown 4005.99% 3329.68% 899.03%
Max. Drawdown (Trade Close to Trade Close)
Value ($6,807.00) ($6,995.00) ($3,348.00)
Date 5/20/2010 17:30
as % of Initial Capital 6.81% 7.00% 3.35%
Net Profit as % of Drawdown 4804.39% 4016.65% 1376.04%
Select Net Profit as % of Drawdown 3734.12% 3143.06% 1025.21%
Adjusted Net Profit as % of Drawdown 4338.50% 3598.62% 998.38%
Max. Trade Drawdown ($890.00) ($736.10) ($890.00)
Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain %Profitable
January $3,159.22 3.16% 75.97%  
February $5,792.78 1.99% 80.34%  
March $4,312.76 1.46% 79.18%  
April $4,650.20 1.55% 79.00%  
May $4,036.76 1.32% 76.10%  
June $6,113.16 1.98% 80.71%  
July $4,391.36 1.39% 77.54%  
August $1,912.28 0.60% 73.75%  
September $5,269.66 1.64% 76.55%  
October $13,309.32 5.09% 80.60%  
November $7,446.34 2.71% 77.91%  
December $5,203.80 1.84% 79.00%
Mark-To-Market Period Analysis:
Period Net Profit % Gain # Trades %Profitable
8/1/2012 $2,848.90 0.67% 68 73.53%
7/1/2012 $3,786.30 0.90% 74 77.03%
6/1/2012 $7,303.50 1.76% 82 82.93%
5/1/2012 ($1,269.70) -0.31% 83 73.49%
4/1/2012 $3,805.30 0.92% 68 77.94%
3/1/2012 ($82.20) -0.02% 79 75.95%
2/1/2012 $4,715.90 1.16% 81 76.54%
1/1/2012 $1,164.10 0.29% 84 78.57%
12/1/2011 $7,473.00 1.88% 80 81.25%
11/1/2011 $3,181.70 0.81% 96 70.83%
10/1/2011 $16,703.60 4.41% 106 84.91%
9/1/2011 $1,471.30 0.39% 101 72.28%
8/1/2011 ($711.50) -0.19% 100 69.00%
7/1/2011 $1,623.50 0.43% 77 74.03%
6/1/2011 $4,193.30 1.13% 85 80.00%
5/1/2011 $5,573.50 1.52% 94 75.53%
4/1/2011 $5,176.70 1.43% 72 80.56%
3/1/2011 $2,263.00 0.63% 72 75.00%
2/1/2011 $3,732.00 1.05% 71 78.87%
1/1/2011 ($1,285.00) -0.36% 70 70.00%
12/1/2010 $4,888.00 1.39% 74 78.38%
11/1/2010 ($1,219.00) -0.35% 85 70.59%
10/1/2010 $8,567.00 2.49% 97 82.47%
9/1/2010 $1,580.00 0.46% 74 70.27%
8/1/2010 $4,447.00 1.32% 90 77.78%
7/1/2010 $6,314.00 1.90% 90 75.56%
6/1/2010 $9,270.00 2.87% 110 81.82%
5/1/2010 ($1,616.00) -0.50% 96 67.71%
4/1/2010 $2,655.00 0.83% 68 77.94%
3/1/2010 $1,199.00 0.37% 70 72.86%
2/1/2010 $3,653.00 1.15% 77 76.62%
1/1/2010 $4,726.00 1.52% 81 79.01%
12/1/2009 $695.00 0.22% 75 74.67%
11/1/2009 $7,457.00 2.46% 96 81.25%
10/1/2009 $4,718.00 1.58% 87 77.01%
9/1/2009 $5,307.00 1.81% 90 78.89%
8/1/2009 $1,239.00 0.42% 78 75.64%
7/1/2009 $7,604.00 2.67% 98 84.69%
6/1/2009 $9,989.00 3.63% 113 83.19%
5/1/2009 $11,658.00 4.43% 106 83.96%

Please feel free to email us with any questions. Thank You!

                                      

 

DISCLAIMER

Past performance is not necessarily indicative of future results. The data and graphs above are intended to be mere examples and exhibits of the educational topic discussed, are for educational and illustrative purposes only, and do not represent trading in actual accounts.

Copyright © 2012 Trading Tools Research

 


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