Friday, February 12th, 2010
|
% |
$ |
Profitable Trades |
Profitable % |
Number of Trades |
| Index Performance P/L |
0.10168% |
$101.68 |
17 |
68% |
25 |
| Month to Date |
9.79% |
$9,792.94 |
134 |
80% |
168 |
| Cumulative since Sept 01, 2009 |
72.62% |
$72,622.64 |
1,411 |
76% |
1858 |
| New Account Value |
172.62% |
$172,622.64 |
Annuallize Performance |
160.64% |
|
| SIGNAL PERFORMANCE REPORT |
2/12/2010 |
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 |
$169.17 |
Sell Short |
|
122.508 |
2/11/10 23:00 |
1:00:00 |
|
Buy to Cover |
122.102 |
2/12/10 0:00 |
|
0.406 |
|
| ($366.25) |
Sell Short |
|
122.158 |
2/12/10 0:00 |
16:00:00 |
|
Buy to Cover |
123.037 |
2/12/10 16:00 |
|
-0.879 |
|
| $122.08 |
Sell Short |
|
122.782 |
2/12/10 16:00 |
1:00:00 |
|
Buy to Cover |
122.489 |
2/12/10 17:00 |
|
0.293 |
|
| $365.00 |
Sell Short |
|
122.860 |
2/12/10 17:00 |
1:00:00 |
|
Buy to Cover |
121.984 |
2/12/10 18:00 |
|
0.876 |
|
| $264.58 |
Sell Short |
|
121.993 |
2/12/10 18:00 |
1:00:00 |
|
Buy to Cover |
121.358 |
2/12/10 19:00 |
|
0.635 |
|
| $107.50 |
Sell Short |
|
121.919 |
2/12/10 19:00 |
0:00:00 |
|
Buy to Cover |
121.661 |
2/12/10 19:00 |
|
0.258 |
|
| $84.17 |
Sell Short |
|
122.075 |
2/12/10 20:00 |
3:00:00 |
|
Buy to Cover |
121.873 |
2/12/10 23:00 |
|
0.202 |
|
| GBP-USD |
($412.50) |
Sell Short |
|
1.55795 |
2/11/10 18:00 |
8:00:00 |
|
Buy to Cover |
1.56785 |
2/12/10 2:00 |
|
-0.00990 |
|
| ($17.92) |
Sell Short |
|
1.56784 |
2/12/10 2:00 |
1:00:00 |
|
Buy to Cover |
1.56827 |
2/12/10 3:00 |
|
-0.00043 |
|
| $140.42 |
Buy |
|
1.56827 |
2/12/10 3:00 |
1:00:00 |
|
Sell |
1.57164 |
2/12/10 4:00 |
|
0.00337 |
|
| $118.75 |
Buy |
|
1.56942 |
2/12/10 4:00 |
12:00:00 |
|
Sell |
1.57227 |
2/12/10 16:00 |
|
0.00285 |
|
| $105.00 |
Buy |
|
1.57148 |
2/12/10 16:00 |
1:00:00 |
|
Sell |
1.57400 |
2/12/10 17:00 |
|
0.00252 |
|
| ($412.50) |
Buy |
|
1.57149 |
2/12/10 17:00 |
2:00:00 |
|
Sell |
1.56159 |
2/12/10 19:00 |
|
-0.00990 |
|
| $89.17 |
Buy |
|
1.56132 |
2/12/10 19:00 |
2:00:00 |
|
Sell |
1.56346 |
2/12/10 21:00 |
|
0.00214 |
|
| $156.67 |
Buy |
|
1.55997 |
2/12/10 21:00 |
1:00:00 |
|
Sell |
1.56373 |
2/12/10 22:00 |
|
0.00376 |
|
| $91.67 |
Buy |
|
1.56273 |
2/12/10 22:00 |
1:00:00 |
|
Sell |
1.56493 |
2/12/10 23:00 |
|
0.00220 |
|
| EUR-USD |
($345.00) |
Sell Short |
|
1.36106 |
2/12/10 0:15 |
5:30:00 |
|
Buy to Cover |
1.36934 |
2/12/10 5:45 |
|
-0.00828 |
|
| ($375.00) |
Buy |
|
1.36934 |
2/12/10 5:45 |
12:15:00 |
|
Sell |
1.36034 |
2/12/10 18:00 |
|
-0.00900 |
|
| $127.50 |
Sell Short |
|
1.35675 |
2/12/10 18:00 |
0:45:00 |
|
Buy to Cover |
1.35369 |
2/12/10 18:45 |
|
0.00306 |
|
| EUR-GBP |
($15.83) |
Sell Short |
|
0.87113 |
2/12/10 0:30 |
8:45:00 |
|
Buy to Cover |
0.87151 |
2/12/10 9:15 |
|
-0.00038 |
|
| $7.92 |
Buy |
|
0.87151 |
2/12/10 9:15 |
2:30:00 |
|
Sell |
0.87170 |
2/12/10 11:45 |
|
0.00019 |
|
| $55.00 |
Sell Short |
|
0.87170 |
2/12/10 11:45 |
1:45:00 |
|
Buy to Cover |
0.87038 |
2/12/10 13:30 |
|
0.00132 |
|
| $66.67 |
Sell Short |
|
0.86887 |
2/12/10 15:45 |
0:15:00 |
|
Buy to Cover |
0.86727 |
2/12/10 16:00 |
|
0.00160 |
|
| $75.83 |
Sell Short |
|
0.86751 |
2/12/10 16:00 |
2:15:00 |
|
Buy to Cover |
0.86569 |
2/12/10 18:15 |
|
0.00182 |
|
| ($100.42) |
Sell Short |
|
0.86834 |
2/12/10 19:00 |
4:15:00 |
|
Buy to Cover |
0.87075 |
2/12/10 23:15 |
|
-0.00241 |
|
| Total P/L |
$101.68 |
|
|
| Profit Sharing |
$25.42 |
| Net P/L |
$76.26 |
0.08% |
| Month to Date Net P/L |
$7,344.69 |
7.34% |
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.
