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Trading Tools Research AlphaGenerator EURUSD System

Our AlphaGenerator EURUSD Trading System is now available to the public. Our AlphaGenerator EURUSD System only runs on TradeStation at this time, and trades 4 100,000 units. Please review the System Results below. If you have any questions, please feel free to contact us.

AlphaGenerator EURUSD System
Performance Summary - 9/18/2007 through 09/19/2013
Includes $40.00 Per Trade To Reflect 2-pip Spread
All Trades Long Trades Short Trades
Total Net Profit $986,555.20 $449,561.60 $536,993.60
Gross Profit $1,491,773.60 $705,203.20 $786,570.40
Gross Loss ($505,218.40) ($255,641.60) ($249,576.80)
Profit Factor 2.95 2.76 3.15
     
Roll Over Credit ($5,088.80) ($990.40) ($4,098.40)
Open Position P/L $6,669.60 $6,669.60 $0.00
     
Select Total Net Profit $692,294.80 $342,940.80 $349,354.00
Select Gross Profit $1,197,513.20 $598,582.40 $598,930.80
Select Gross Loss ($505,218.40) ($255,641.60) ($249,576.80)
Select Profit Factor 2.37 2.34 2.4
     
Adjusted Total Net Profit $921,462.56 $405,266.16 $489,222.73
Adjusted Gross Profit $1,447,916.87 $675,971.59 $753,768.15
Adjusted Gross Loss ($526,454.31) ($270,705.43) ($264,545.42)
Adjusted Profit Factor 2.75 2.5 2.85
     
Total Number of Trades 1723 870 853
Percent Profitable 67.15% 66.90% 67.41%
Winning Trades 1157 582 575
Losing Trades 566 288 278
Even Trades 0 0 0
     
Avg. Trade Net Profit $572.58 $516.74 $629.54
Avg. Winning Trade $1,289.35 $1,211.69 $1,367.95
Avg. Losing Trade ($892.61) ($887.64) ($897.76)
Ratio Avg. Win:Avg. Loss 1.44 1.37 1.52
Largest Winning Trade $14,188.00 $13,136.40 $14,188.00
Largest Losing Trade ($2,502.40) ($2,500.00) ($2,502.40)
Largest Winner as % of Gross Profit 0.95% 1.86% 1.80%
Largest Loser as % of Gross Loss 0.50% 0.98% 1.00%
     
Net Profit as % of Largest Loss 39424.36% 17982.46% 21459.14%
Select Net Profit as % of Largest Loss 27665.23% 13717.63% 13960.76%
Adjusted Net Profit as % of Largest Loss 36823.15% 16210.65% 19550.14%
     
Max. Consecutive Winning Trades 17 27 9
Max. Consecutive Losing Trades 4 7 5
Avg. Bars in Total Trades 457.8 444.96 470.89
Avg. Bars in Winning Trades 606.9 606.29 607.51
Avg. Bars in Losing Trades 153.01 118.93 188.32
Avg. Bars in Even Trades 0 0 0
Max. Shares/Contracts Held 400000 400000 400000
Total Shares/Contracts Held 689600000 348400000 341200000
Account Size Required $6,828.00 $8,656.00 $7,100.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $137,840.00 $69,600.00 $68,240.00
     
Return on Initial Capital 986.56%
Annual Rate of Return 39.74%
Buy & Hold Return -3.13%
Return on Account 14448.67%    
Avg. Monthly Return $12,102.14    
Std. Deviation of Monthly Return $4,660.24    
     
Return Retracement Ratio 0.56    
RINA Index 2959.23    
Sharpe Ratio 0.89    
K-Ratio n/a    
     
Trading Period 6 Yrs, 20 Hrs, 17 Mins
Percent of Time in the Market 32.70%
Time in the Market 1 Yr, 11 Mths, 16 Dys, 3 Hrs, 29 Mins    
Longest Flat Period 12 Dys, 19 Hrs, 3 Mins    
     
Max. Equity Run-up $996,144.80    
Date of Max. Equity Run-up 9/19/2013 3:34    
Max. Equity Run-up as % of Initial Capital 996.14%    
Max. Drawdown (Intra-day Peak to Valley)
Value ($10,396.40) ($11,188.00) ($11,714.40)
Date 7/4/2011 18:02    
as % of Initial Capital 10.40% 11.19% 11.71%
Net Profit as % of Drawdown 9489.39% 4018.25% 4584.05%
Select Net Profit as % of Drawdown 6658.99% 3065.26% 2982.26%
Adjusted Net Profit as % of Drawdown 8863.28% 3622.33% 4176.25%
Max. Drawdown (Trade Close to Trade Close)
Value ($6,828.00) ($8,656.00) ($7,100.00)
Date 11/3/2011 3:42    
as % of Initial Capital 6.83% 8.66% 7.10%
Net Profit as % of Drawdown 14448.67% 5193.64% 7563.29%
Select Net Profit as % of Drawdown 10139.06% 3961.89% 4920.48%
Adjusted Net Profit as % of Drawdown 13495.35% 4681.91% 6890.46%
     
Max. Trade Drawdown ($2,422.40) ($2,420.00) ($2,422.40)
Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain %Profitable
January $15,305.80 15.31% 71.52%  
February $15,543.67 2.50% 69.40%  
March $14,955.27 2.34% 67.13%  
April $10,488.33 1.61% 61.74%  
May $12,395.20 1.87% 62.33%  
June $15,085.33 2.23% 68.00%  
July $13,174.93 1.91% 64.60%  
August $11,305.67 1.60% 59.49%  
September $11,186.57 1.56% 66.46%  
October $14,131.47 2.21% 64.43%  
November $14,044.93 2.43% 75.97%  
December $16,048.67 2.71% 72.97%
Mark-To-Market Period Analysis:
Period Net Profit % Gain # Trades %Profitable
9/1/2013 $9,405.20 0.87% 12 58.33%
8/1/2013 $5,705.20 0.53% 22 54.55%
7/1/2013 $6,426.00 0.60% 24 70.83%
6/1/2013 $10,720.00 1.01% 24 75.00%
5/1/2013 $13,165.20 1.26% 25 56.00%
4/1/2013 $5,650.40 0.54% 29 55.17%
3/1/2013 $6,399.20 0.62% 29 62.07%
2/1/2013 $11,286.80 1.10% 20 65.00%
1/1/2013 $21,496.00 2.14% 28 64.29%
12/1/2012 $19,358.80 1.97% 13 76.92%
11/1/2012 $11,541.60 1.19% 20 75.00%
10/1/2012 $8,700.00 0.90% 26 53.85%
9/1/2012 $3,517.60 0.37% 14 78.57%
8/1/2012 $12,440.80 1.31% 21 57.14%
7/1/2012 $18,889.60 2.03% 31 58.06%
6/1/2012 $18,252.00 2.01% 30 60.00%
5/1/2012 $6,340.40 0.70% 29 65.52%
4/1/2012 $7,203.60 0.80% 22 63.64%
3/1/2012 $11,884.40 1.34% 20 60.00%
2/1/2012 $14,063.20 1.62% 33 66.67%
1/1/2012 $7,406.80 0.86% 28 71.43%
12/1/2011 $12,145.20 1.43% 29 62.07%
11/1/2011 $12,044.00 1.44% 34 64.71%
10/1/2011 $13,780.80 1.67% 30 66.67%
9/1/2011 $17,611.20 2.18% 41 60.98%
8/1/2011 $7,920.00 0.99% 19 78.95%
7/1/2011 $19,766.00 2.53% 38 60.53%
6/1/2011 $10,528.00 1.37% 26 57.69%
5/1/2011 $15,153.60 2.01% 32 56.25%
4/1/2011 $18,524.00 2.52% 26 57.69%
3/1/2011 $12,124.00 1.68% 24 70.83%
2/1/2011 $12,544.00 1.76% 21 80.95%
1/1/2011 $21,576.00 3.13% 31 64.52%
12/1/2010 $6,612.00 0.97% 15 73.33%
11/1/2010 $11,184.00 1.66% 27 66.67%
10/1/2010 $14,684.00 2.23% 25 68.00%
9/1/2010 $13,800.00 2.15% 26 73.08%
8/1/2010 $12,060.00 1.91% 33 57.58%
7/1/2010 $10,828.00 1.75% 27 59.26%
6/1/2010 $11,348.00 1.86% 23 69.57%

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 © 2013 Trading Tools Research

 


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