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Pro-57

Forex · Started Oct 2009

hypothetical · Annual Return (Compounded)
-59.3%
Max Drawdown
100.0%
Trades
46
Win Trades
91.3%
Profit Factor
0.40
Win Months
0.5%

About this strategy

In order to ensure proper execution of order, only a limited number of subscriptions are allowed. Pro 57 provides expertise and capital growth strategies via the Forex currency markets for you - our private client - and for our own personal cash accounts. We do not play with your money by placing trades that we are not 100% invested in ourselves with our own cash. When we signal a trade, we also signal our Meta Trader account to execute exactly with identical signals as those sent to your account. Want to know what makes our trades so profitable? SIMPLE: A LOT OF RESEARCH! Before we enter ANY trade, all three members of our team watch the movement for 4-6 hours minimum. We know the range of movement and can enter trades that win as our proprietary algorithms are triggered. We identify highs and lows before the trade. We also don’t “paint the tape” by opening 30 trades at once to push losses off the page and paint everything green. The only green you see in our trades is the color of the new money in your broker account. We use technical analysis on 5 minute, 15 minute, 1 hour, 4 hour and daily charts to enter trades that win and win BIG! We place high emphasis on CAPITAL PRESERVATION in the same manner as we place on our trade signals. We target 15-35 pips per trade per day and open only a few trades at any one time in order to not tie up your cash in one trade. When a trade is up over 25 pips we move stop losses up at a steady ratio to lock in profit. This way you profit from diversity, capital preservation and smart risk management. Do not over leverage your account. You can win from our exhaustive and profitable research by adding us as a signal provider today. All questions answered same day.

Auto-trade or subscribe to our system for 30 days and receive a free $200 restaurant.com gift card.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2009-0.21.7-47.5-46.7
2010-83.6-315.10.00.0-0.00.00.0-0.2-0.00.00.0-0.0-135.3
20110.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began10/22/2009
Suggested Minimum Capital$50,000
Age206 months
What it tradesForex
# Trades46
# Profitable42
% Profitable91.3%
Avg trade duration1.0 days
Max peak-to-valley drawdown100.0%
drawdown periodFeb 04, 2010 - June 20, 2014
Annual return (compounded)0.0%
Avg win$907
Avg loss$23,455

Ratios

W:L ratio0.41
Sharpe Ratio-1.87
Sortino Ratio-1.90
Calmar Ratio0

CORRELATION STATISTICS

Correlation to SP5000.27
Return Percent SP500 (cumu) during strategy life598.5%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-169.3%

Return Statistics

Ann Return (w trading costs)-59.3%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.0%

Slump

Current Slump as Pcnt Equity
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss97.6%
Chance of 30% account loss100.0%
Chance of 40% account loss100.0%
Chance of 50% account loss95.6%
Chance of 60% account loss (Monte Carlo)91.3%
Chance of 70% account loss (Monte Carlo)95.7%
Chance of 80% account loss (Monte Carlo)93.8%
Chance of 90% account loss (Monte Carlo)75.5%
Chance of 100% account loss (Monte Carlo)80.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$23,455
Avg Win$907
# Winners42
Sum Trade PL (losers)$93,820
Sum Trade PL (winners)$38,103
Num Months Winners1
# Losers4
% Winners91.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table5

Frequency

Avg Position Time (mins)1456.53
Avg Position Time (hrs)24.28
Avg Trade Length1
Last Trade Ago6058

Regression

Alpha0
Beta7.23
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.06
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.54
MAE:Equity, losing trades only, 95th Percentile Value for this strat
MAE:Equity, average, winning trades0.03
MAE:Equity, win trades only, 95th Percentile Value for this strat
Avg(MAE) / Avg(PL) - All trades-2.48
MAE:PL (avg, all trades)6.99
MAE:PL (avg, losing trades)
MAE:PL - Losing Trades - this strat Percentile of All Strats3.60
MAE:PL - Winning Trades - this strat Percentile of All Strats85.02
MAE:PL (avg, winning trades)
MAE:PL - worst single value for strategy
Avg(MAE) / Avg(PL) - Winning trades1.33
Avg(MAE) / Avg(PL) - Losing trades-1.02
Hold-and-Hope Ratio-0.40

RATIO STATISTICS

a (intercept, estimate of alpha)13683.13
VAR (95 Confidence Intrvl)0.50

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)1597
Last 4 Months - Pcnt Negative0.8%

Trading record

Placed 80 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
GBP/JPY long600Jan 4, 2010Feb 12, 2010($210)
GBP/JPY long500Jan 4, 2010Jan 4, 2010$3
GBP/JPY long1000Dec 7, 2009Dec 8, 2009($167)
GBP/JPY short1000Dec 6, 2009Dec 6, 2009$13
GBP/JPY long1000Dec 6, 2009Dec 6, 2009$4
GBP/JPY short1000Dec 3, 2009Dec 3, 2009$6
GBP/JPY long1050Dec 2, 2009Dec 2, 2009$3
GBP/JPY short800Dec 2, 2009Dec 2, 2009$2
GBP/JPY short1000Dec 1, 2009Dec 1, 2009$2
GBP/JPY short1000Dec 1, 2009Dec 1, 2009$3
GBP/JPY long1000Dec 1, 2009Dec 1, 2009$5
GBP/JPY long900Nov 30, 2009Nov 30, 2009$3
GBP/JPY short900Nov 30, 2009Nov 30, 2009$2
GBP/JPY long800Nov 30, 2009Nov 30, 2009$4
GBP/JPY short1000Nov 29, 2009Nov 29, 2009$2
GBP/JPY long970Nov 29, 2009Nov 29, 2009$7
GBP/JPY long1000Nov 29, 2009Nov 29, 2009($1)
GBP/JPY short950Nov 29, 2009Nov 29, 2009$3
GBP/JPY long800Nov 29, 2009Nov 29, 2009$6
GBP/JPY short500Nov 29, 2009Nov 29, 2009$13
GBP/JPY long800Nov 23, 2009Nov 23, 2009$3
GBP/JPY short700Nov 23, 2009Nov 23, 2009$0
GBP/JPY short700Nov 23, 2009Nov 23, 2009$1
GBP/JPY short200Nov 23, 2009Nov 23, 2009$1
GBP/JPY long750Nov 23, 2009Nov 23, 2009$1
GBP/JPY short600Nov 23, 2009Nov 23, 2009$6
GBP/JPY long600Nov 23, 2009Nov 23, 2009$11
GBP/JPY long500Nov 22, 2009Nov 22, 2009$3
GBP/JPY long700Nov 22, 2009Nov 22, 2009$3
GBP/JPY short600Nov 20, 2009Nov 22, 2009$4

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.