Friday, February 5th, 2010
|
% |
$ |
Profitable Trades |
Profitable % |
Number of Trades |
| Index Performance P/L |
4.50207% |
$4,502.07 |
21 |
91% |
23 |
| Month to Date |
6.91% |
$6,910.40 |
61 |
86% |
71 |
| Cumulative since Sept 01, 2009 |
69.74% |
$69,740.10 |
1,338 |
76% |
1761 |
| New Account Value |
169.74% |
$169,740.10 |
Annuallized Performance |
161.11% |
|
| SIGNAL PERFORMANCE REPORT |
2/5/10 |
Trade Size per pair |
$166,666.67 |
| Initial Account |
$100,000.00 |
Various Pair Tradable |
6 |
Leverage Ratio |
10 |
| |
| Currency Pair |
P/L (in $) per Trade |
Initial Action |
Closing Action |
Price |
Trading Date |
Trade Duration |
| EUR-JPY |
$212.50 |
Sell Short |
|
124.964 |
2/4/10 23:00 |
1:00:00 |
|
Buy to Cover |
124.454 |
2/5/10 0:00 |
|
0.510 |
|
| $1,215.42 |
Sell Short |
|
124.471 |
2/5/10 0:00 |
1:00:00 |
|
Buy to Cover |
121.554 |
2/5/10 1:00 |
|
2.917 |
|
| $245.83 |
Sell Short |
|
122.594 |
2/5/10 1:00 |
1:00:00 |
|
Buy to Cover |
122.004 |
2/5/10 2:00 |
|
0.590 |
|
| $199.58 |
Sell Short |
|
122.581 |
2/5/10 2:00 |
3:00:00 |
|
Buy to Cover |
122.102 |
2/5/10 5:00 |
|
0.479 |
|
| $80.42 |
Sell Short |
|
122.167 |
2/5/10 5:00 |
2:00:00 |
|
Buy to Cover |
121.974 |
2/5/10 7:00 |
|
0.193 |
|
| $149.58 |
Sell Short |
|
122.340 |
2/5/10 7:00 |
0:00:00 |
|
Buy to Cover |
121.981 |
2/5/10 7:00 |
|
0.359 |
|
| $239.58 |
Sell Short |
|
122.767 |
2/5/10 17:00 |
2:00:00 |
|
Buy to Cover |
122.192 |
2/5/10 19:00 |
|
0.575 |
|
| $205.83 |
Sell Short |
|
122.430 |
2/5/10 19:00 |
3:00:00 |
|
Buy to Cover |
121.936 |
2/5/10 22:00 |
|
0.494 |
|
| $364.17 |
Sell Short |
|
123.034 |
2/5/10 22:00 |
1:00:00 |
|
Buy to Cover |
122.160 |
2/5/10 23:00 |
|
0.874 |
|
| GBP-USD |
$120.42 |
Sell Short |
|
1.57885 |
2/4/10 23:00 |
1:00:00 |
|
Buy to Cover |
1.57596 |
2/5/10 0:00 |
|
0.00289 |
|
| $211.25 |
Sell Short |
|
1.57803 |
2/5/10 0:00 |
1:00:00 |
|
Buy to Cover |
1.57296 |
2/5/10 1:00 |
|
0.00507 |
|
| $120.00 |
Sell Short |
|
1.57604 |
2/5/10 1:00 |
8:00:00 |
|
Buy to Cover |
1.57316 |
2/5/10 9:00 |
|
0.00288 |
|
| $112.08 |
Sell Short |
|
1.57410 |
2/5/10 9:00 |
5:00:00 |
|
Buy to Cover |
1.57141 |
2/5/10 14:00 |
|
0.00269 |
|
| $99.58 |
Sell Short |
|
1.57264 |
2/5/10 14:00 |
1:00:00 |
|
Buy to Cover |
1.57025 |
2/5/10 15:00 |
|
0.00239 |
|
| $218.33 |
Sell Short |
|
1.57191 |
2/5/10 15:00 |
1:00:00 |
|
Buy to Cover |
1.56667 |
2/5/10 16:00 |
|
0.00524 |
|
| $230.83 |
Sell Short |
|
1.56687 |
2/5/10 16:00 |
7:00:00 |
|
Buy to Cover |
1.56133 |
2/5/10 23:00 |
|
0.00554 |
|
| EUR-USD |
$220.42 |
Sell Short |
|
1.37798 |
2/4/10 23:30 |
1:15:00 |
|
Buy to Cover |
1.37269 |
2/5/10 0:45 |
|
0.00529 |
|
| $103.75 |
Sell Short |
|
1.36912 |
2/5/10 10:00 |
6:15:00 |
|
Buy to Cover |
1.36663 |
2/5/10 16:15 |
|
0.00249 |
|
| ($75.00) |
Sell Short |
|
1.36720 |
2/5/10 16:15 |
6:30:00 |
|
Buy to Cover |
1.36900 |
2/5/10 22:45 |
|
-0.00180 |
|
| EUR-GBP |
$107.08 |
Sell Short |
|
0.87109 |
2/2/10 11:30 |
69:45:00 |
|
Buy to Cover |
0.86852 |
2/5/10 9:15 |
|
0.00257 |
|
| ($50.00) |
Sell Short |
|
0.86960 |
2/5/10 9:15 |
6:30:00 |
|
Buy to Cover |
0.87080 |
2/5/10 15:45 |
|
-0.00120 |
|
| $100.42 |
Buy |
|
0.87080 |
2/5/10 15:45 |
0:15:00 |
|
Sell |
0.87321 |
2/5/10 16:00 |
|
0.00241 |
|
| $70.00 |
Buy |
|
0.87083 |
2/5/10 18:15 |
1:00:00 |
|
Sell |
0.87251 |
2/5/10 19:15 |
|
0.00168 |
|
| Total P/L |
$4,502.07 |
|
|
| Profit Sharing |
$1,125.52 |
| Net P/L |
$3,376.55 |
3.38% |
| Month to Date Net P/L |
$5,182.79 |
5.18% |
Definitions: TOS means Trading Opportunity Signals
Assumptions used to prepare this performance report: Total portfolio initial equity of 100,000 USD on starting date. Leverage ratio of 10 to 1 supplied by the Forex Broker for a maximum exposure of 1,000,000 USD.
We use 50% of the initial account funds for each transaction limited to maximum 6 times the initial account size.
This report is only for reference. Please refer to your official broker statement release for details based on your real investment.
