Tradingmatica
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Report elaborato in data 01/07/2017 (dd/mm/yyyy Italy format) - 7/1/2017 (m/d/yyyy Usa format),
basato su dati aggiornati al 03/07/2017 (dd/mm/yyy)
Settings Artficial FutBar is[0 no / 1 yes]: 1
System Technical Data
Name System Trading Maximum total assets Maximum open positions Trade Size Minimum Position Value Commission mode* Fee charged to a trade side
Sys-Rotational-FOREX 100,000 2 50,000 5,000 2 3
*1.(percent of trade) 2.($ per trade) 3.($ per share/contract)

Signals: Exit - Entry - Open Pos
Exit Ticker Full Name Industry From Long / Short Shares % of Portolio Exit Date Bars in Trade


New Entry Ticker Full Name Industry To Long / Short Shares % of Portolio Entry Date


Open Pos (after transmit orders to broker) on Ticker Full Name Industry Entry Date Entry Price with Shares % of Portolio Bars in Trade
simply HOLD, is Short EURUSD Euro/U.S. Dollar Spot Rate Unassigned or n/a 6/28/2017 1.1337 441033 500.00% 4
simply HOLD, is Short USDJPY U.S. Dollar/Japanese Yen Spot Rate Unassigned or n/a 6/29/2017 112.29 499287 56064.94% 3




Last 10 closed trade
Symbol Full Name Was Long / Short Entry Date Entry Price Shares Pos Value Exit Date Exit Price Profit / Loss Bars in Trade
USDCAD U.S. Dollar/Canadian Dollar Spot Rate Short 4/12/2017 1.3324 496885 662,050 5/3/2017 1.3706   16
GBPUSD British Pound/U.S. Dollar Spot Rate Short 5/3/2017 1.2936 386518 500,000 5/11/2017 1.2937   7
USDJPY U.S. Dollar/Japanese Yen Spot Rate Short 4/27/2017 111.05 500855 55,619,948 5/18/2017 110.81   16
USDCHF U.S. Dollar/Swiss Franc Spot Rate Short 5/11/2017 1.0088 499504 503,900 5/24/2017 0.9759   10
USDCAD U.S. Dollar/Canadian Dollar Spot Rate Short 5/24/2017 1.3512 496040 670,249 6/1/2017 1.3499   7
USDJPY U.S. Dollar/Japanese Yen Spot Rate Short 5/18/2017 110.81 503068 55,744,964 6/8/2017 109.8   16
GBPUSD British Pound/U.S. Dollar Spot Rate Short 6/1/2017 1.2887 387987 499,999 6/8/2017 1.2959   6
AUDUSD Australian Dollar/U.S. Dollar Spot Rate Short 6/8/2017 0.7547 662514 499,999 6/15/2017 0.7575   6
USDCAD U.S. Dollar/Canadian Dollar Spot Rate Short 6/15/2017 1.3243 500868 663,300 6/28/2017 1.3194   10
USDJPY U.S. Dollar/Japanese Yen Spot Rate Short 6/8/2017 109.8 501047 55,014,964 6/29/2017 112.29   16


NAV (without reinvest Profit / Loss)
 (Yr / Mn) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 Max DD 
 1991 
 0.00%   0.00%   0.00%   0.00%   -1.89%   3.28%   0.28%   1.79%   14.43%   25.54%   0.00%   3.24%   46.67%   -13.03% 
 1992 
 17.84%   -14.69%   -13.56%   -9.93%   8.12%   -13.72%   -18.66%   6.95%   56.87%   -9.42%   0.00%   0.00%   9.80%   -45.23% 
 1993 
 0.50%   20.67%   10.09%   17.63%   26.09%   24.32%   -16.99%   11.80%   20.22%   -11.61%   0.00%   0.00%   102.71%   -9.20% 
 1994 
 26.54%   45.86%   10.34%   5.04%   -14.45%   57.69%   8.49%   15.59%   -13.18%   25.21%   0.00%   0.00%   167.13%   -8.97% 
 1995 
 26.87%   35.65%   44.57%   10.95%   17.32%   5.71%   -22.72%   9.39%   -13.26%   -0.65%   0.00%   0.00%   113.83%   -6.56% 
 1996 
 -1.42%   2.66%   -7.89%   9.52%   -4.30%   -14.97%   36.48%   -6.92%   -16.64%   -6.42%   0.00%   4.18%   -5.72%   -6.42% 
 1997 
 -33.75%   1.15%   -10.71%   -11.50%   62.32%   0.91%   -9.64%   14.78%   5.45%   -15.20%   0.00%   2.05%   5.87%   -10.26% 
 1998 
 9.82%   1.56%   -27.93%   7.93%   17.13%   5.63%   19.95%   3.30%   -0.36%   2.59%   0.00%   0.00%   39.61%   -5.78% 
 1999 
 9.72%   25.74%   -12.39%   -13.91%   4.62%   0.43%   -2.02%   2.49%   -11.79%   4.11%   0.00%   0.00%   6.99%   -7.00% 
 2000 
 -1.19%   36.06%   10.61%   38.75%   25.83%   -5.20%   4.11%   22.44%   -2.86%   10.71%   0.00%   0.00%   139.26%   -3.18% 
 2001 
 -1.35%   3.16%   -29.75%   1.42%   13.14%   -0.61%   18.60%   15.80%   -1.43%   7.52%   0.00%   0.00%   26.51%   -5.46% 
 2002 
 2.61%   10.76%   15.34%   35.95%   32.05%   27.41%   24.31%   18.23%   -26.24%   3.26%   0.00%   -0.97%   142.72%   -3.66% 
 2003 
 -8.97%   12.71%   19.36%   -6.27%   -17.45%   3.00%   32.25%   19.36%   30.27%   8.43%   0.00%   3.36%   96.03%   -3.11% 
 2004 
 16.17%   -18.48%   48.95%   -51.82%   -1.12%   20.41%   17.98%   9.19%   -5.07%   5.51%   0.00%   0.00%   41.71%   -7.56% 
 2005 
 11.13%   -19.50%   -9.68%   4.74%   7.34%   8.42%   7.87%   21.74%   -2.05%   -7.81%   0.00%   0.00%   22.20%   -4.34% 
 2006 
 0.90%   14.93%   -5.93%   -2.36%   2.86%   19.59%   -4.47%   -19.68%   6.24%   -0.98%   0.00%   0.00%   11.09%   -2.98% 
 2007 
 -11.97%   15.94%   2.25%   -13.04%   -4.30%   -10.15%   17.66%   63.17%   14.96%   -5.48%   0.00%   0.00%   69.03%   -5.08% 
 2008 
 0.67%   -11.42%   -21.48%   3.84%   3.03%   -9.19%   15.53%   65.48%   15.37%   0.00%   0.00%   0.00%   61.83%   -5.92% 
 2009 
 0.00%   0.00%   0.00%   0.00%   0.00%   0.00%   0.00%   0.00%   3.69%   -10.50%   0.00%   0.00%   -6.81%   -1.14% 
 2010 
 13.93%   2.97%   16.00%   10.30%   0.93%   0.00%   0.00%   0.00%   -3.14%   0.46%   0.00%   0.00%   41.44%   -1.49% 
 2011 
 -19.40%   -5.36%   32.56%   -8.81%   13.04%   20.22%   5.03%   6.20%   21.85%   -3.48%   0.00%   0.00%   61.85%   -2.68% 
 2012 
 -3.48%   -32.68%   -12.65%   18.91%   37.87%   -23.19%   17.21%   -3.74%   5.52%   -1.98%   0.00%   0.00%   1.80%   -4.34% 
 2013 
 -33.95%   19.30%   -6.54%   -8.35%   67.81%   5.58%   -5.43%   -15.01%   -12.28%   3.87%   0.00%   -2.47%   12.54%   -3.30% 
 2014 
 18.42%   -6.10%   3.28%   3.67%   9.47%   -3.86%   22.24%   5.60%   61.97%   11.53%   0.00%   1.78%   128.00%   -1.52% 
 2015 
 61.02%   -1.19%   31.93%   10.54%   -14.92%   19.25%   -7.87%   20.02%   12.74%   11.16%   0.00%   0.00%   142.67%   -2.72% 
 2016 
 -19.45%   62.97%   -27.08%   -2.83%   13.54%   18.12%   -6.35%   -0.84%   -2.14%   7.35%   0.00%   0.00%   43.28%   -2.27% 
 2017 
 27.76%   -0.91%   0.54%   -13.45%   18.77%   -13.66%   0.00% 
n/a
n/a
n/a
n/a
n/a
 19.04%   -2.45% 
Avg | Max
 4.04%   7.47%   2.23%   1.37%   11.96%   5.39%   5.70%   11.04%   6.12%   2.07%   0.00%   0.43%   11.10%   -89.16%