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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

(46518146)
(46518146)

Created by: Username Username
Started: 01/2010
Forex
Last trade: 4,810 days ago

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. You can subscribe to this system for free.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

-0.3%

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(10.7%)
Max Drawdown
35
Num Trades
68.6%
Win Trades
1.0 : 1
Profit Factor
3.5%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010+1.9%+2.6%(1.4%)(1.5%)+0.2%(3.1%)+0.2%(2.3%)+9.4%+2.8%(3.7%)(1.7%)+2.9%
2011(3.9%)  -    -    -    -    -    -    -    -    -    -    -  (3.9%)
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -                                                        0.0

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/23/11 18:11 EUR/USD EUR/USD SHORT 10 1.36024 1/27 5:53 1.37410 1.38%
Trade id #57070491
Max drawdown($1,386)
Time1/27/11 5:53
Quant open0
Worst price1.37410
Drawdown as % of equity-1.38%
($1,386)
1/9/11 19:31 EUR/USD EUR/USD SHORT 10 1.28939 1/13 8:30 1.32180 3.2%
Trade id #56606970
Max drawdown($3,241)
Time1/13/11 8:30
Quant open0
Worst price1.32180
Drawdown as % of equity-3.20%
($3,241)
1/6/11 15:58 EUR/USD EUR/USD SHORT 10 1.30141 1/7 8:29 1.29480 0.07%
Trade id #56548189
Max drawdown($72)
Time1/6/11 21:34
Quant open-10
Worst price1.30213
Drawdown as % of equity-0.07%
$661
12/3/10 10:38 EUR/USD EUR/USD SHORT 10 1.33456 12/10 10:59 1.32197 0.76%
Trade id #55474436
Max drawdown($770)
Time12/5/10 18:46
Quant open-10
Worst price1.34226
Drawdown as % of equity-0.76%
$1,259
11/30/10 16:39 EUR/USD EUR/USD SHORT 10 1.29838 12/3 8:40 1.33110 3.19%
Trade id #55354018
Max drawdown($3,290)
Time12/3/10 8:40
Quant open-10
Worst price1.33128
Drawdown as % of equity-3.19%
($3,272)
11/29/10 20:41 EUR/USD EUR/USD SHORT 10 1.31449 11/30 3:49 1.30580 0.04%
Trade id #55312572
Max drawdown($46)
Time11/29/10 21:42
Quant open-10
Worst price1.31495
Drawdown as % of equity-0.04%
$869
11/28/10 18:24 EUR/USD EUR/USD SHORT 10 1.32658 11/28 19:38 1.32000 0.06%
Trade id #55258354
Max drawdown($57)
Time11/28/10 18:33
Quant open-10
Worst price1.32715
Drawdown as % of equity-0.06%
$658
11/8/10 12:34 EUR/USD EUR/USD LONG 10 1.39379 11/23 11:25 1.33750 5.39%
Trade id #54595469
Max drawdown($5,629)
Time11/23/10 11:24
Quant open10
Worst price1.33756
Drawdown as % of equity-5.39%
($5,629)
10/25/10 10:55 EUR/USD EUR/USD SHORT 10 1.39792 11/8 12:34 1.39379 2.84%
Trade id #54155049
Max drawdown($3,031)
Time11/4/10 9:57
Quant open-10
Worst price1.42824
Drawdown as % of equity-2.84%
$413
10/3/10 21:17 EUR/USD EUR/USD LONG 10 1.37609 10/13 20:14 1.40342 1.17%
Trade id #53476887
Max drawdown($1,234)
Time10/4/10 23:40
Quant open10
Worst price1.36375
Drawdown as % of equity-1.17%
$2,733
9/22/10 20:33 EUR/USD EUR/USD LONG 10 1.33938 9/30 5:30 1.36670 1.04%
Trade id #53172741
Max drawdown($1,073)
Time9/23/10 20:10
Quant open10
Worst price1.32865
Drawdown as % of equity-1.04%
$2,732
8/10/10 10:04 EUR/USD EUR/USD LONG 10 1.30988 9/22 5:06 1.33410 5.24%
Trade id #51861134
Max drawdown($5,114)
Time8/24/10 8:26
Quant open10
Worst price1.25874
Drawdown as % of equity-5.24%
$2,422
7/26/10 12:11 EUR/USD EUR/USD LONG 10 1.29970 8/6 9:17 1.32684 0.45%
Trade id #51416611
Max drawdown($449)
Time7/27/10 11:21
Quant open10
Worst price1.29520
Drawdown as % of equity-0.45%
$2,714
7/1/10 18:01 EUR/USD EUR/USD LONG 10 1.25189 7/14 11:16 1.27680 0.4%
Trade id #50755447
Max drawdown($385)
Time7/5/10 20:56
Quant open10
Worst price1.24803
Drawdown as % of equity-0.40%
$2,491
6/29/10 21:48 EUR/USD EUR/USD SHORT 10 1.21906 7/1 15:03 1.24940 3.06%
Trade id #50682981
Max drawdown($3,034)
Time7/1/10 15:02
Quant open-10
Worst price1.24926
Drawdown as % of equity-3.06%
($3,034)
6/6/10 19:01 EUR/USD EUR/USD SHORT 10 1.19433 6/14 4:55 1.22250 2.82%
Trade id #50030595
Max drawdown($2,817)
Time6/14/10 4:50
Quant open-10
Worst price1.22185
Drawdown as % of equity-2.82%
($2,817)
5/18/10 18:08 EUR/USD EUR/USD SHORT 10 1.21732 5/20 13:27 1.24720 2.9%
Trade id #49463151
Max drawdown($2,988)
Time5/20/10 11:40
Quant open-10
Worst price1.23893
Drawdown as % of equity-2.90%
($2,988)
5/17/10 20:44 EUR/USD EUR/USD SHORT 10 1.23444 5/18 15:04 1.21877 0.89%
Trade id #49421331
Max drawdown($917)
Time5/18/10 9:33
Quant open-10
Worst price1.24361
Drawdown as % of equity-0.89%
$1,567
5/16/10 17:57 EUR/USD EUR/USD SHORT 10 1.23479 5/16 22:18 1.22890 0.06%
Trade id #49374170
Max drawdown($63)
Time5/16/10 21:39
Quant open-10
Worst price1.23542
Drawdown as % of equity-0.06%
$589
5/13/10 20:37 EUR/USD EUR/USD SHORT 10 1.25200 5/14 5:42 1.24550 0.3%
Trade id #49332309
Max drawdown($302)
Time5/13/10 22:20
Quant open-10
Worst price1.25503
Drawdown as % of equity-0.30%
$650
5/6/10 18:11 EUR/USD EUR/USD SHORT 10 1.26425 5/9 17:56 1.29450 2.87%
Trade id #49121185
Max drawdown($3,025)
Time5/7/10 12:19
Quant open-10
Worst price1.27726
Drawdown as % of equity-2.87%
($3,025)
5/5/10 17:04 EUR/USD EUR/USD SHORT 10 1.27953 5/6 7:46 1.27300 0.59%
Trade id #49070936
Max drawdown($619)
Time5/5/10 22:54
Quant open-10
Worst price1.28572
Drawdown as % of equity-0.59%
$653
5/4/10 17:02 EUR/USD EUR/USD SHORT 10 1.29848 5/5 7:33 1.29200 n/a $648
4/29/10 14:43 EUR/USD EUR/USD SHORT 10 1.32492 5/4 7:47 1.30950 0.87%
Trade id #48895688
Max drawdown($895)
Time4/30/10 9:36
Quant open-10
Worst price1.33387
Drawdown as % of equity-0.87%
$1,542
4/21/10 19:04 EUR/USD EUR/USD SHORT 10 1.33871 4/22 8:41 1.33200 0.09%
Trade id #48634306
Max drawdown($93)
Time4/22/10 0:43
Quant open-10
Worst price1.33964
Drawdown as % of equity-0.09%
$671
3/24/10 18:08 EUR/USD EUR/USD SHORT 20 1.33215 4/11 17:00 1.34669 2.81%
Trade id #47866666
Max drawdown($2,907)
Time4/1/10 11:55
Quant open-10
Worst price1.35884
Drawdown as % of equity-2.81%
($2,907)
3/24/10 18:07 EUR/USD EUR/USD LONG 10 1.33250 3/24 18:07 1.33238 n/a ($12)
2/18/10 17:00 EUR/USD EUR/USD SHORT 10 1.35216 2/18 18:50 1.34570 n/a $646
2/7/10 17:25 EUR/USD EUR/USD SHORT 10 1.36518 2/12 4:58 1.35800 1.83%
Trade id #46903297
Max drawdown($1,874)
Time2/9/10 12:22
Quant open-10
Worst price1.38392
Drawdown as % of equity-1.83%
$718
2/4/10 17:11 EUR/USD EUR/USD SHORT 10 1.37256 2/5 3:30 1.36540 0.2%
Trade id #46864807
Max drawdown($207)
Time2/4/10 19:14
Quant open-10
Worst price1.37463
Drawdown as % of equity-0.20%
$716

Statistics

  • Strategy began
    1/20/2010
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    5173.47
  • Age
    173 months ago
  • What it trades
    Forex
  • # Trades
    35
  • # Profitable
    24
  • % Profitable
    68.60%
  • Avg trade duration
    5.1 days
  • Max peak-to-valley drawdown
    10.66%
  • drawdown period
    Oct 27, 2010 - June 21, 2014
  • Annual return (compounded)
    -0.0%
  • Avg win
    $1,167
  • Avg loss
    $2,574
  • Model Account Values (Raw)
  • Cash
    $99,705
  • Margin Used
    $0
  • Buying Power
    $99,705
  • Ratios
  • W:L ratio
    0.99:1
  • Sharpe Ratio
    -0.63
  • Sortino Ratio
    -0.84
  • Calmar Ratio
    0
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.01650
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -48.63%
  • Return Percent SP500 (cumu) during strategy life
    361.75%
  • Return Statistics
  • Ann Return (w trading costs)
    -0.3%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.95%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    12.20%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -0.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    12.50%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,168
  • Avg Loss
    $2,575
  • Sum Trade PL (losers)
    $28,321.000
  • Sum Trade PL (winners)
    $28,026.000
  • # Winners
    24
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    6
  • Age
  • Num Months filled monthly returns table
    171
  • Win / Loss
  • # Losers
    11
  • % Winners
    68.6%
  • Frequency
  • Avg Position Time (mins)
    7409.78
  • Avg Position Time (hrs)
    123.50
  • Avg Trade Length
    5.1 days
  • Last Trade Ago
    4806
  • Regression
  • Alpha
    -0.01
  • Beta
    0.00
  • Treynor Index
    -2.02
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.37
  • MAE:Equity, average, all trades
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    -30.524
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    2.72
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    22.22
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.03
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.730
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.001
  • Hold-and-Hope Ratio
    -0.033
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    -0.02100
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00700
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    1333
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Summary Statistics

Strategy began
2010-01-20
Suggested Minimum Capital
$100,000
# Trades
35
# Profitable
24
% Profitable
68.6%
Correlation S&P500
0.017
Sharpe Ratio
-0.63
Sortino Ratio
-0.84
Beta
0.00
Alpha
-0.01

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.