CypherFX Real Account Stopped test
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2012-12-17 Test crashed and burned...
11.13.12 CypherFX Real Test started with help of Investor Access...
Description: CypherFX is the second release from Statistical Arbitrage Innovations, Inc. It employs a new technology that we like to call BasketArb. At midnight UTC the EA downloads 10-15 pairs which fit certain volatility criteria from the previous day, then at a certain time every day the EA executes a normalized basket of trades on the account. Typically the EA closes out 10-20 positive pips per day and then resets for the next day to repeat the cycle again.
Statement FXPRO Financial Services Ltd
Closed Transactions:
| Ticket | Open Time | Type | Size | Item | Price Open | S / L | T / P | Close Time | Price Close | Commission | Taxes | Swap | Profit | Pips |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 410740 | 2012-09-19 02:17 | balance | TRSC-DP(301652)-D | 952.35 | 0 | |||||||||
| 410743 | 2012-09-19 02:17 | balance | TRSC-DP(306039)-D | 47.65 | 0 | |||||||||
| 412326 | 2012-09-19 07:00 | buy | 0.10 | usdchf | 0.92962 | 0.00000 | 0.00000 | 2012-09-19 07:12 | 0.92953 | 0.00 | 0.00 | 0.00 | -0.97 | -1 |
| 412327 | 2012-09-19 07:00 | buy | 0.10 | usdcad | 0.97494 | 0.00000 | 0.00000 | 2012-09-19 07:12 | 0.97449 | 0.00 | 0.00 | 0.00 | -4.62 | -5 |
| 412328 | 2012-09-19 07:00 | sell | 0.10 | gbpjpy | 127.88 | 0.00 | 0.00 | 2012-09-19 07:12 | 127.82 | 0.00 | 0.00 | 0.00 | 6.72 | 5 |
| 412329 | 2012-09-19 07:00 | sell | 0.10 | eurjpy | 102.62 | 0.00 | 0.00 | 2012-09-19 07:12 | 102.54 | 0.00 | 0.00 | 0.00 | 9.76 | 8 |
| View full statement | ||||||||||||||
| 737382 | 2012-12-05 05:00 | buy | 0.20 | usdchf | 0.92862 | 0.00000 | 0.00000 | 2012-12-05 05:13 | 0.92905 | 0.00 | 0.00 | 0.00 | 9.26 | 4 |
| 744971 | 2012-12-06 05:00 | buy | 0.10 | gbpusd | 1.61153 | 0.00000 | 0.00000 | 2012-12-16 16:00 | 1.61661 | 0.00 | 0.00 | -0.62 | 50.80 | 51 |
| 744973 | 2012-12-06 05:00 | buy | 0.10 | eurusd | 1.30789 | 0.00000 | 0.00000 | 2012-12-16 16:00 | 1.31730 | 0.00 | 0.00 | -1.62 | 94.10 | 94 |
| 744974 | 2012-12-06 05:00 | sell | 0.20 | usdcad | 0.99060 | 0.00000 | 0.00000 | 2012-12-16 16:00 | 0.98653 | 0.00 | 0.00 | 2.16 | 82.51 | 41 |
| 744976 | 2012-12-06 05:00 | sell | 0.20 | usdjpy | 82.36 | 0.00 | 0.00 | 2012-12-16 16:00 | 84.34 | 0.00 | 0.00 | -2.60 | -467.42 | -197 |
| 751382 | 2012-12-07 05:00 | buy | 0.20 | usdchf | 0.93581 | 0.00000 | 0.00000 | 2012-12-16 16:00 | 0.91613 | 0.00 | 0.00 | -0.32 | -429.63 | -197 |
| 751385 | 2012-12-07 05:00 | sell | 0.10 | gbpjpy | 131.95 | 0.00 | 0.00 | 2012-12-16 16:00 | 136.42 | 0.00 | 0.00 | -2.37 | -530.13 | -447 |
| 0.00 | 0.00 | -17.02 | -983.68 | -401 | ||||||||||
| Closed P/L: | -1,000.70 | |||||||||||||
Open Trades:
| Ticket | Open Time | Type | Size | Item | Price Open | S / L | T / P | Price | Commission | Taxes | Swap | Profit | Pips | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.00 | 0.00 | 0.00 | 0.00 | 0 | ||||||||||
| Floating P/L: | 0 | |||||||||||||
Working Orders:
| Ticket | Open Time | Type | Size | Item | Price Open | S / L | T / P | Market Price |
|---|
Summary:
| Deposit/Withdrawal: | 1,000.00 | Credit Facility: | 0.00 | ||
|---|---|---|---|---|---|
| Closed Trade P/L: | -1,000.70 | Floating P/L: | 0.00 | Margin: | 0.00 |
| Balance: | 0.00 | Equity: | 0.00 | Free Margin: | 0.00 |
Details:
| Gross Profit: | 1,531.31 | Gross Loss: | -2,532.01 | Total Net Profit: | -1,000.70 |
|---|---|---|---|---|---|
| Profit Factor: | -0.60 | Expected Payoff: | -7.82 | ||
| Absolute Drawdown: | 953.05 | Maximal Drawdown: | 616.67 (35.59%) | Relative Drawdown: | 35.59% (616.67) |
| Total Trades: | 128 | Short Positions (won %): | 65 (60.00%) | Long Positions (won %): | 63 (71.43%) |
| Profit Trades (% of total): | 84 (65.62%) | Loss trades (% of total): | 44 (34.38%) | ||
| Largest | profit trade: | 289.45 | loss trade: | -532.50 | |
| Average | profit trade: | 18.23 | loss trade: | -57.55 | |
| Maximum | consecutive wins ($): | 8 (57.39) | consecutive losses ($): | 4 (-447.20) | |
| Maximal | consecutive profit (count): | 318.75 (6) | consecutive loss (count): | -1,432.47 (3) | |
| Average | consecutive wins: | 3 | consecutive losses: | 2 | |