HYPOTHETICAL PERFORMANCE DISCLAIMER
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE
DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO
ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP
DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS
SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY
PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT
INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR
THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND
LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL
POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS
OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY
SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF
HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING
RESULTS.
FOREX RISK DISCLOSURE STATEMENT
OFF-EXCHANGE FOREIGN CURRENCY TRANSACTIONS INVOLVE THE LEVERAGED TRADING OF
CONTRACTS DENOMINATED IN FOREIGN CURRENCY CONDUCTED WITH A FUTURES COMMISSION
MERCHANT OR A RETAIL FOREIGN EXCHANGE DEALER AS YOUR COUNTERPARTY. BECAUSE OF THE
LEVERAGE AND THE OTHER RISKS DISCLOSED HERE, YOU CAN RAPIDLY LOSE ALL OF THE FUNDS YOU
DEPOSIT FOR SUCH TRADING AND YOU MAY LOSE MORE THAN YOU DEPOSIT. YOU SHOULD BE AWARE
OF AND CAREFULLY CONSIDER THE FOLLOWING POINTS BEFORE DETERMINING WHETHER SUCH
TRADING IS APPROPRIATE
FOR YOU.
(1) TRADING IS NOT ON A REGULATED MARKET OR EXCHANGE—YOUR DEALER IS YOUR TRADING
PARTNER WHICH IS A DIRECT CONFLICT OF INTEREST. BEFORE YOU ENGAGE IN ANY RETAIL FOREIGN
EXCHANGE TRADING, YOU SHOULD CONFIRM THE REGISTRATION STATUS OF YOUR COUNTERPARTY.
The off-exchange foreign currency trading you are entering into is not conducted on an interbank
market, nor is it conducted on a futures exchange subject to regulation as a designated contract market
by the Commodity Futures Trading Commission. The foreign currency trades you transact are trades
with the futures commission merchant or retail foreign exchange dealer as your counterparty. WHEN
YOU SELL, THE DEALER IS THE BUYER. WHEN YOU BUY, THE DEALER IS THE SELLER. As a result, when you
lose money trading, your dealer is making money on such trades, in addition to any fees, commissions,
or spreads the dealer may charge.
(2) AN ELECTRONIC TRADING PLATFORM FOR RETAIL FOREIGN CURRENCY TRANSACTIONS IS NOT AN
EXCHANGE. IT IS AN ELECTRONIC CONNECTION FOR ACCESSING YOUR DEALER. THE TERMS OF
AVAILABILITY OF SUCH A PLATFORM ARE GOVERNED ONLY BY YOUR CONTRACT WITH YOUR DEALER.
Any trading platform that you may use to enter off-exchange foreign currency transactions is only
connected to your futures commission merchant or retail foreign exchange dealer. You are accessing
that trading platform only to transact with your dealer. You are not trading with any other entities or
customers of the dealer by accessing such platform. The availability and operation of any such platform,
including the consequences of the unavailability of the trading platform for any reason, is governed only
by the terms of your account agreement with the dealer.
(3) YOUR DEPOSITS WITH THE DEALER HAVE NO REGULATORY PROTECTIONS.
All of your rights associated with your retail forex trading, including the manner and denomination of
any payments made to you, are governed by the contract terms established in your account agreement
with the futures commission merchant or retail foreign exchange dealer. Funds deposited by you with a
futures commission merchant or retail foreign exchange dealer for trading off-exchange foreign
currency transactions are not subject to the customer funds protections provided to customers trading
on a contract market that is designated by the Commodity Futures Trading Commission. Your dealer
may commingle your funds with its own operating funds or use them for other purposes. In the event
your dealer becomes bankrupt, any funds the dealer is holding for you in addition to any amounts owed
to you resulting from trading, whether or not any assets are maintained in separate deposit accounts by
the dealer, may be treated as an unsecured creditor’s claim.
(4) YOU ARE LIMITED TO YOUR DEALER TO OFFSET OR LIQUIDATE ANY TRADING POSITIONS SINCE THE
TRANSACTIONS ARE NOT MADE ON AN EXCHANGE OR MARKET, AND YOUR DEALER MAY SET ITS OWN
PRICES.
Your ability to close your transactions or offset positions is limited to what your dealer will offer to you,
as there is no other market for these transactions. Your dealer may offer any prices it wishes, and it may
offer prices derived from outside sources or not in its discretion. Your dealer may establish its prices by
offering spreads from third party prices, but it is under no obligation to do so or to continue to do so.
Your dealer may offer different prices to different customers at any point in time on its own terms. The
terms of your account agreement alone govern the obligations your dealer has to you to offer prices and
offer offset or liquidating transactions in your account and make any payments to you. The prices
offered by your dealer may or may not reflect prices available elsewhere at any exchange, interbank, or
other market for foreign currency.
(5) PAID SOLICITORS MAY HAVE UNDISCLOSED CONFLICTS
The futures commission merchant or retail foreign exchange dealer may compensate introducing
brokers for introducing your account in ways which are not disclosed to you. Such paid solicitors are not
required to have, and may not have, any special expertise in trading, and may have conflicts of interest
based on the method by which they are compensated. Solicitors working on behalf of futures
commission merchants and retail foreign exchange dealers are required to register. You should confirm
that they are, in fact registered. You should thoroughly investigate the manner in which all such
solicitors are compensated and be very cautious in granting any person or entity authority to trade on
your behalf. You should always consider obtaining dated written confirmation of any information you
are relying on from your dealer or a solicitor in making any trading or account decisions.
FINALLY, YOU SHOULD THOROUGHLY INVESTIGATE ANY STATEMENTS BY ANY DEALERS OR SALES
REPRESENTATIVES WHICH MINIMIZE THE IMPORTANCE OF, OR CONTRADICT, ANY OF THE TERMS OF
THIS RISK DISCLOSURE. SUCH STATEMENTS MAY INDICATE POTENTIAL SALES FRAUD. THIS BRIEF
STATEMENT CANNOT, OF COURSE, DISCLOSE ALL THE RISKS AND OTHER ASPECTS OF TRADING OFF-
EXCHANGE FOREIGN CURRENCY TRANSACTIONS WITH A FUTURES COMMISSION MERCHANT OR RETAIL
FOREIGN EXCHANGE DEALER.
FX Nice and Easy
Nice and Easy trades the EURUSD 20 minute chart which looks to enter trending
moves quickly and exits when the trend reverses. It does this with a dynamic indicator
which allows profits to run but does not over manage trades. The stop is relatively short
at 45 pips and average trade is over $120 over more than 1000 trades. The maximum
drawdown at the time of this writing is $3,588.00 from trade close to trade close both
figures include 3 pips per trade in fees.
Nice and Easy was designed to provide consistent returns regardless of market
conditions and has more than one year of un-optimized data which was consistent with
back-test results.
Performance Summary
Total Net Profit:
Gross Profit:
Gross Loss:
Profit Factor:
Pessimistic RR:
Total Trades:
Winning Trades:
Losing Trades:
Even Trades:
% Profitable:
Avg. Trade Net Profit:
Avg. Winning Trade:
Avg. Losing Trade:
Payoff Ratio:
Largest Win:
Largest Loss:
Max Cons. Winners:
Max Cons. Losers:
Trading Period:
Longest Flat Period:
Max Shares/Contracts:
Max Drawdown:
Max Drawdown %:
Max Drawdown Date:
Longest Drawdown:
Recovery Factor:
Max Runup:
Max Runup %:
Max Runup Date:
Longest Runup:
Equity Peak:
Return on Initial Capital:
Annual Rate of Return:
Avg. Monthly Return:
Monthly Std. Dev.:
% Profitable Months:
Sharpe Ratio:
Sortino Ratio:
Sterling Ratio:
MAR Ratio:
Total Commission:
Total Slippage:
$121,838.20
$298,174.30
($176,336.10)
1.691
1.55
1067
502
565
0
47.05%
$114.19
$593.97
($312.10)
1.903
$3,294.00, 1.10%
($561.00), 0.32%
10
8
7.97 years
1/14/2004-1/4/2012
21 days
100000
($3,779.00)
18.89%
10/26/2011
126 days
32.24
$5,375.00
26.88%
7/13/2010
89 days
$121,838.20
609.19%
76.41%
$1,273.51, 6.37%
$1,726.42
75.26%
2.49
5.16
4.47
4.04
$5,335.00
$26,675.00
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Closed Trade Equity Curve
Accumulative Monthly Net Profit
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Monthly Net Profit
Monthly Profit Distribution
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Drawdown Analysis
Largest Drawdowns
$ Amount Length
-$3,779.00 21 days
-$3,588.00 76 days
-$2,894.00 31 days
-$2,870.00 28 days
-$2,837.00 126 days
Total Drawdowns:
Average Amount:
Average Length:
117
-$973.70
16 days
Closed Trade Drawdowns
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Drawdown Depth Distribution
Drawdown Length Distribution
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Periodical Returns
Annual Returns
Year Net Profit % Return Profit Factor # Trades % Profitable
2012 $883.00 4.42% 100.00 1 100.00%
2011 $18,165.70 90.83% 1.64 151 42.38%
2010 $9,575.00 47.88% 1.48 101 44.55%
2009 $17,688.00 88.44% 1.56 145 45.52%
2008 $26,112.00 130.56% 1.97 147 48.30%
2007 $9,550.00 47.75% 1.60 138 46.38%
2006 $12,173.00 60.87% 1.76 129 52.71%
2005 $11,001.50 55.01% 1.51 140 45.00%
2004 $16,690.00 83.45% 2.02 115 52.17%
Monthly Returns
Year Net Profit % Return Profit Factor # Trades % Profitable
1/2012 $883.00 4.42% 100.00 1 100.00%
12/2011 $1,304.00 6.52% 1.38 18 38.89%
11/2011 ($1,079.90) -5.40% 0.78 22 31.82%
10/2011 $2,122.10 10.61% 1.45 20 25.00%
9/2011 ($463.40) -2.32% 0.89 15 33.33%
8/2011 $1,953.60 9.77% 1.47 23 47.83%
7/2011 $3,264.20 16.32% 84.70 4 75.00%
6/2011 ($101.40) -0.51% 0.91 5 20.00%
5/2011 $6,030.50 30.15% 3.34 17 52.94%
4/2011 $2,199.00 11.00% 3.29 6 66.67%
3/2011 $377.00 1.88% 1.29 10 40.00%
2/2011 $2,044.00 10.22% 5.16 9 77.78%
1/2011 $516.00 2.58% 2.08 2 50.00%
12/2010 ($704.00) -3.52% 0.71 10 20.00%
11/2010 $781.00 3.91% 1.81 5 60.00%
10/2010 ($297.00) -1.49% 0.79 8 50.00%
9/2010 $5,525.00 27.62% 12.51 7 85.71%
8/2010 ($1,421.00) -7.11% 0.52 13 30.77%
7/2010 $4,123.00 20.61% 3.53 9 55.56%
6/2010 $193.00 0.97% 1.10 10 50.00%
5/2010 ($508.00) -2.54% 0.47 4 50.00%
4/2010 $2,355.00 11.77% 5.91 4 75.00%
3/2010 $190.00 0.95% 1.14 10 50.00%
2/2010 ($794.00) -3.97% 0.69 11 27.27%
1/2010 $132.00 0.66% 1.05 10 30.00%
12/2009 ($49.00) -0.24% 0.97 8 50.00%
11/2009 $340.00 1.70% 1.09 15 40.00%
10/2009 $778.00 3.89% 1.38 13 53.85%
9/2009 $1,235.00 6.17% 1.41 15 53.33%
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8/2009 $2,789.00 13.94% 3.03 11 54.55%
7/2009 ($1,181.00) -5.91% 0.69 17 35.29%
6/2009 $2,799.00 13.99% 1.67 17 47.06%
5/2009 $1,347.00 6.73% 1.47 11 45.45%
4/2009 $245.00 1.23% 1.51 2 50.00%
3/2009 $3,891.00 19.45% 2.15 12 33.33%
2/2009 $1,607.00 8.03% 1.51 15 40.00%
1/2009 $3,887.00 19.43% 3.02 9 55.56%
12/2008 $2,482.00 12.41% 2.00 13 46.15%
11/2008 $3,623.00 18.12% 1.74 22 45.45%
10/2008 $931.00 4.66% 1.20 15 33.33%
9/2008 $5,375.00 26.88% 4.10 12 66.67%
8/2008 ($725.00) -3.62% 0.53 5 20.00%
7/2008 $2,677.00 13.38% 2.30 15 53.33%
6/2008 ($921.00) -4.61% 0.60 10 30.00%
5/2008 ($1,114.00) -5.57% 0.71 20 30.00%
4/2008 $5,030.00 25.15% 5.10 11 72.73%
3/2008 $3,516.00 17.58% 8.32 5 80.00%
2/2008 $4,044.00 20.22% 6.27 9 77.78%
1/2008 $1,194.00 5.97% 2.49 10 50.00%
12/2007 $1,047.00 5.24% 2.14 6 66.67%
11/2007 $111.00 0.56% 1.03 15 33.33%
10/2007 $1,319.00 6.59% 2.37 11 54.55%
9/2007 $2,244.00 11.22% 8.43 10 60.00%
8/2007 $1,576.00 7.88% 2.89 10 50.00%
7/2007 $1,894.00 9.47% 2.30 16 37.50%
6/2007 $793.00 3.96% 1.76 12 50.00%
5/2007 $295.00 1.47% 1.21 13 53.85%
4/2007 ($124.00) -0.62% 0.92 15 40.00%
3/2007 ($22.00) -0.11% 0.98 10 60.00%
2/2007 $691.00 3.45% 2.07 6 50.00%
1/2007 ($274.00) -1.37% 0.87 14 28.57%
12/2006 $413.00 2.07% 1.24 10 40.00%
11/2006 $486.00 2.43% 1.33 8 37.50%
10/2006 $1,568.00 7.84% 2.72 13 61.54%
9/2006 ($894.00) -4.47% 0.54 12 33.33%
8/2006 ($348.00) -1.74% 0.86 13 38.46%
7/2006 $765.00 3.82% 1.76 4 25.00%
6/2006 $1,315.00 6.58% 100.00 6 100.00%
5/2006 $2,997.00 14.99% 2.97 14 71.43%
4/2006 $2,336.00 11.68% 4.25 11 72.73%
3/2006 $1,333.00 6.67% 5.15 7 71.43%
2/2006 ($1,822.00) -9.11% 0.38 20 40.00%
1/2006 $4,024.00 20.12% 5.08 11 54.55%
12/2005 $1,554.00 7.77% 1.67 19 52.63%
11/2005 $1,219.00 6.09% 1.68 14 35.71%
10/2005 $3,979.00 19.89% 5.14 9 66.67%
9/2005 ($961.00) -4.81% 0.62 14 50.00%
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8/2005 $1,400.50 7.00% 1.69 11 54.55%
7/2005 $1,480.00 7.40% 1.73 19 36.84%
6/2005 $840.00 4.20% 1.34 15 40.00%
5/2005 ($190.00) -0.95% 0.90 11 45.45%
4/2005 ($120.00) -0.60% 0.92 6 33.33%
3/2005 $140.00 0.70% 1.21 6 50.00%
2/2005 $1,880.00 9.40% 2.30 8 37.50%
1/2005 ($220.00) -1.10% 0.88 8 37.50%
12/2004 $1,890.00 9.45% 3.22 10 60.00%
11/2004 $430.00 2.15% 1.14 17 47.06%
10/2004 $660.00 3.30% 1.53 8 37.50%
9/2004 $2,440.00 12.20% 3.22 12 50.00%
8/2004 $660.00 3.30% 1.26 16 50.00%
7/2004 $2,680.00 13.40% 3.09 8 50.00%
6/2004 $1,130.00 5.65% 1.75 10 60.00%
5/2004 $1,100.00 5.50% 2.15 5 60.00%
4/2004 $1,950.00 9.75% 2.70 12 50.00%
3/2004 $2,760.00 13.80% 3.88 6 66.67%
2/2004 $1,670.00 8.35% 3.14 8 62.50%
1/2004 ($680.00) -3.40% 0.29 3 33.33%
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Market Analysis
Total Markets in Portfolio:
% Profitable Markets:
Most Profitable Market
as % of Total Net Profit:
Avg. Profit per Market:
Avg. Profit Factor:
Avg. Trades per Market:
Avg. % Profitable Trades:
1
100.00%
100.00%
$121,838.20
1.69
1067
47.05%
Market System Net Profit % Return Profit Factor # Trades % Profitable
EURUSD HLC_VB_ENTRY, HLC_... $121,838.20 609.19% 1.69 1067 47.05%
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