Ambush Performance Forex

About

Before you dive into the following graphs and numbers let me give you a few explanations about the reports.

To keep things simple here, no commissions or slippage/spread are included and a limit-order is considered filled if price (MID price, ((BID+ASK)/2) touched the limit price on that day, even if it didn't trade through. This is the case only in about 2% of all the trades shown and our real-world experience shows that if you're trading only a few contracts you'll get filled much more often than not. Remember we're looking at daily charts here, so the odds of gettings filled at a daily high/low aren't that bad.

Regarding commissions and slippage you can simply substract the commissions you'd pay at your broker from the results. Slippage is not a big issue trading Ambush as it's using limit-orders for all entries and a time based exit for most trades. This allows you to also use a limit order to exit the trades avoiding extensive slippage. This is a huge advantage to entering/exiting with stop-market orders where you often get significant slippage especially in the less liquid markets.

If you have any questions about the performance or Ambush in general, don't hesitate to send me an email.

Happy Trading!

Marco Mayer

List of currently supported markets:

Here's a list of currently supported Forex markets by Ambush.

Out[5]:
Exchange
Symbol
AUDUSD Spot Forex
USDCAD Spot Forex
NZDUSD Spot Forex



Cumulated Performance of All Markets

This is the cumulated performance of all markets showing the result of trading one 100k standard lot per trade.

Overview
Total Profit in USD$48,157
Average Yearly Profit in USD$5,017
Profit Factor 1.31
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 874
Winning % 52.17
Largest Win Trade in USD$2,455
Largest Loss Trade in USD$-1,841
Average Trade in USD$55
Drawdown Stats
Max Drawdown in USD$-7,883
Max Drawdown Length 181 days
Max Drawdown Date11.08.2009
Longest Flat in Days 417 days
MAR Ratio 0.64



Individual Performance Reports

Here you can find the performance of each of the markets trading one 100k standard lot per trade.

Overview
Total Profit in USD$39,178
Average Yearly Profit in USD$4,082
Profit Factor 1.26
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 834
Winning % 53.12
Largest Win Trade in USD$2,519
Largest Loss Trade in USD$-2,470
Average Trade in USD$47
Drawdown Stats
Max Drawdown in USD$-7,119
Max Drawdown Length 174 days
Max Drawdown Date30.11.2011
Longest Flat in Days 413 days
MAR Ratio 0.57


Overview
Total Profit in USD$30,110
Average Yearly Profit in USD$3,137
Profit Factor 1.34
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 646
Winning % 52.79
Largest Win Trade in USD$2,194
Largest Loss Trade in USD$-1,750
Average Trade in USD$47
Drawdown Stats
Max Drawdown in USD$-5,236
Max Drawdown Length 290 days
Max Drawdown Date04.08.2011
Longest Flat in Days 564 days
MAR Ratio 0.60


Overview
Total Profit in USD$48,157
Average Yearly Profit in USD$5,017
Profit Factor 1.31
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 874
Winning % 52.17
Largest Win Trade in USD$2,455
Largest Loss Trade in USD$-1,841
Average Trade in USD$55
Drawdown Stats
Max Drawdown in USD$-7,883
Max Drawdown Length 181 days
Max Drawdown Date11.08.2009
Longest Flat in Days 417 days
MAR Ratio 0.64