Thursday, February 25th, 2010
|
% |
$ |
Profitable Trades |
Profitable % |
Number of Trades |
| Index Performance P/L |
2.32206% |
$2,322.06 |
24 |
83% |
29 |
| Month to Date |
19.46% |
$19,462.54 |
263 |
80% |
329 |
| Cumulative since Sept 01, 2009 |
82.29% |
$82,292.24 |
1,540 |
76% |
2019 |
| New Account Value |
182.29% |
$182,292.24 |
Annuallized Performance |
168.74% |
|
| SIGNAL PERFORMANCE REPORT |
2/25/10 |
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 |
($367.92) |
Sell Short |
|
121.708 |
2/24/10 3:00 |
21:00:00 |
|
Buy to Cover |
122.591 |
2/25/10 0:00 |
|
-0.883 |
|
| $150.42 |
Sell Short |
|
122.354 |
2/25/10 0:00 |
1:00:00 |
|
Buy to Cover |
121.993 |
2/25/10 1:00 |
|
0.361 |
|
| $97.08 |
Sell Short |
|
122.245 |
2/25/10 1:00 |
1:00:00 |
|
Buy to Cover |
122.012 |
2/25/10 2:00 |
|
0.233 |
|
| $78.33 |
Sell Short |
|
122.076 |
2/25/10 2:00 |
2:00:00 |
|
Buy to Cover |
121.888 |
2/25/10 4:00 |
|
0.188 |
|
| $357.50 |
Sell Short |
|
121.916 |
2/25/10 4:00 |
6:00:00 |
|
Buy to Cover |
121.058 |
2/25/10 10:00 |
|
0.858 |
|
| $256.25 |
Sell Short |
|
121.217 |
2/25/10 10:00 |
1:00:00 |
|
Buy to Cover |
120.602 |
2/25/10 11:00 |
|
0.615 |
|
| $118.33 |
Sell Short |
|
120.724 |
2/25/10 11:00 |
2:00:00 |
|
Buy to Cover |
120.440 |
2/25/10 13:00 |
|
0.284 |
|
| $75.42 |
Sell Short |
|
120.808 |
2/25/10 13:00 |
1:00:00 |
|
Buy to Cover |
120.627 |
2/25/10 14:00 |
|
0.181 |
|
| $213.33 |
Sell Short |
|
120.735 |
2/25/10 14:00 |
1:00:00 |
|
Buy to Cover |
120.223 |
2/25/10 15:00 |
|
0.512 |
|
| $87.92 |
Sell Short |
|
120.465 |
2/25/10 15:00 |
1:00:00 |
|
Buy to Cover |
120.254 |
2/25/10 16:00 |
|
0.211 |
|
| $190.00 |
Sell Short |
|
120.356 |
2/25/10 22:00 |
0:00:00 |
|
Buy to Cover |
119.900 |
2/25/10 22:00 |
|
0.456 |
|
| $153.75 |
Sell Short |
|
120.112 |
2/25/10 22:00 |
1:00:00 |
|
Buy to Cover |
119.743 |
2/25/10 23:00 |
|
0.369 |
|
| GBP-USD |
$99.58 |
Sell Short |
|
1.54057 |
2/24/10 5:00 |
28:00:00 |
|
Buy to Cover |
1.53818 |
2/25/10 9:00 |
|
0.00239 |
|
| $120.83 |
Sell Short |
|
1.53821 |
2/25/10 9:00 |
1:00:00 |
|
Buy to Cover |
1.53531 |
2/25/10 10:00 |
|
0.00290 |
|
| $84.58 |
Sell Short |
|
1.53723 |
2/25/10 10:00 |
2:00:00 |
|
Buy to Cover |
1.53520 |
2/25/10 12:00 |
|
0.00203 |
|
| $141.25 |
Sell Short |
|
1.53575 |
2/25/10 12:00 |
1:00:00 |
|
Buy to Cover |
1.53236 |
2/25/10 13:00 |
|
0.00339 |
|
| $91.67 |
Sell Short |
|
1.53405 |
2/25/10 13:00 |
2:00:00 |
|
Buy to Cover |
1.53185 |
2/25/10 15:00 |
|
0.00220 |
|
| $84.17 |
Sell Short |
|
1.53280 |
2/25/10 15:00 |
2:00:00 |
|
Buy to Cover |
1.53078 |
2/25/10 17:00 |
|
0.00202 |
|
| $165.00 |
Sell Short |
|
1.53113 |
2/25/10 17:00 |
1:00:00 |
|
Buy to Cover |
1.52717 |
2/25/10 18:00 |
|
0.00396 |
|
| $208.33 |
Sell Short |
|
1.52936 |
2/25/10 18:00 |
4:00:00 |
|
Buy to Cover |
1.52436 |
2/25/10 22:00 |
|
0.00500 |
|
| EUR-USD |
($375.00) |
Buy |
|
1.35778 |
2/25/10 0:15 |
9:15:00 |
|
Sell |
1.34878 |
2/25/10 9:30 |
|
-0.00900 |
|
| $126.67 |
Sell Short |
|
1.34974 |
2/25/10 9:30 |
2:45:00 |
|
Buy to Cover |
1.34670 |
2/25/10 12:15 |
|
0.00304 |
|
| ($47.92) |
Sell Short |
|
1.34878 |
2/25/10 17:00 |
2:00:00 |
|
Buy to Cover |
1.34993 |
2/25/10 19:00 |
|
-0.00115 |
|
| EYR-GBP |
($59.58) |
Buy |
|
0.87993 |
2/24/10 23:45 |
6:30:00 |
|
Sell |
0.87850 |
2/25/10 6:15 |
|
-0.00143 |
|
| $57.08 |
Sell Short |
|
0.87850 |
2/25/10 6:15 |
5:15:00 |
|
Buy to Cover |
0.87713 |
2/25/10 11:30 |
|
0.00137 |
|
| ($36.67) |
Sell Short |
|
0.87883 |
2/25/10 15:00 |
1:45:00 |
|
Buy to Cover |
0.87971 |
2/25/10 16:45 |
|
-0.00088 |
|
| $58.33 |
Buy |
|
0.87971 |
2/25/10 16:15 |
0:30:00 |
|
Sell |
0.88111 |
2/25/10 16:45 |
|
0.00140 |
|
| $83.33 |
Buy |
|
0.88098 |
2/25/10 16:45 |
1:00:00 |
|
Sell |
0.88298 |
2/25/10 17:45 |
|
0.00200 |
|
| $110.00 |
Buy |
|
0.88155 |
2/25/10 18:15 |
3:30:00 |
|
Sell |
0.88419 |
2/25/10 21:45 |
|
0.00264 |
|
| Total P/L |
$2,322.06 |
|
|
| Profit Sharing |
$580.52 |
| Net P/L |
$1,741.54 |
1.74% |
| Month to Date Net P/L |
$14,596.88 |
14.60% |
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.
