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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

FX managed accounts
(49203031)

Created by: TomazPegam2 TomazPegam2
Started: 05/2010
Forex
Last trade: 4,979 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. Subscriptions to this system cost $116.00 per month.

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.

-54.5%

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.

(82.9%)
Max Drawdown
71
Num Trades
69.0%
Win Trades
0.5 : 1
Profit Factor
1.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010                            +13.7%(53.4%)(51.8%)(30.6%)  -  +0.3%  -  (0.3%)(82.3%)
2011  -    -    -    -    -    -    -    -    -    -    -    -  0.0
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
8/9/10 19:17 GBP/USD GBP/USD LONG 2 1.58890 8/10 14:22 1.58578 13.21%
Trade id #51840905
Max drawdown($356)
Time8/10/10 10:03
Quant open2
Worst price1.57106
Drawdown as % of equity-13.21%
($62)
8/5/10 7:03 GBP/USD GBP/USD SHORT 4 1.59166 8/9 19:13 1.58890 11.75%
Trade id #51722544
Max drawdown($327)
Time8/6/10 10:08
Quant open-4
Worst price1.59985
Drawdown as % of equity-11.75%
$110
8/5/10 3:10 GBP/USD GBP/USD LONG 2 1.58293 8/5 7:03 1.59166 0.81%
Trade id #51717768
Max drawdown($18)
Time8/5/10 3:24
Quant open2
Worst price1.58202
Drawdown as % of equity-0.81%
$175
7/16/10 11:59 GBP/USD GBP/USD SHORT 6 1.52901 8/5 3:10 1.58669 166.27%
Trade id #51164699
Max drawdown($4,013)
Time8/3/10 3:50
Quant open-6
Worst price1.59590
Drawdown as % of equity-166.27%
($3,461)
7/22/10 9:00 EUR/USD EUR/USD LONG 6 1.28712 7/22 9:43 1.28737 3%
Trade id #51323591
Max drawdown($196)
Time7/22/10 9:30
Quant open6
Worst price1.28385
Drawdown as % of equity-3.00%
$15
7/1/10 9:00 GBP/USD GBP/USD LONG 6 1.50597 7/1 9:39 1.50825 1.47%
Trade id #50734725
Max drawdown($88)
Time7/1/10 9:04
Quant open6
Worst price1.50449
Drawdown as % of equity-1.47%
$137
7/1/10 5:01 EUR/USD EUR/USD LONG 6 1.23002 7/1 6:55 1.23371 2.68%
Trade id #50729804
Max drawdown($161)
Time7/1/10 5:31
Quant open6
Worst price1.22732
Drawdown as % of equity-2.68%
$221
7/1/10 2:37 EUR/USD EUR/USD SHORT 6 1.22025 7/1 4:12 1.22749 7.2%
Trade id #50726832
Max drawdown($434)
Time7/1/10 4:09
Quant open-6
Worst price1.22696
Drawdown as % of equity-7.20%
($434)
6/30/10 14:38 GBP/USD GBP/USD SHORT 6 1.49447 6/30 15:44 1.49434 2.1%
Trade id #50709961
Max drawdown($126)
Time6/30/10 15:04
Quant open-6
Worst price1.49657
Drawdown as % of equity-2.10%
$8
6/30/10 9:05 EUR/USD EUR/USD SHORT 6 1.22426 6/30 15:44 1.22343 5.56%
Trade id #50697071
Max drawdown($334)
Time6/30/10 11:42
Quant open-6
Worst price1.22983
Drawdown as % of equity-5.56%
$50
6/30/10 8:58 GBP/USD GBP/USD SHORT 6 1.49682 6/30 10:46 1.49484 3.42%
Trade id #50696790
Max drawdown($205)
Time6/30/10 10:07
Quant open-6
Worst price1.50024
Drawdown as % of equity-3.42%
$119
6/30/10 7:24 EUR/USD EUR/USD SHORT 11 1.22818 6/30 8:10 1.22650 1.07%
Trade id #50694775
Max drawdown($64)
Time6/30/10 7:28
Quant open-11
Worst price1.22877
Drawdown as % of equity-1.07%
$185
6/30/10 5:58 EUR/USD EUR/USD LONG 11 1.22835 6/30 6:08 1.22865 1.28%
Trade id #50692675
Max drawdown($77)
Time6/30/10 6:00
Quant open11
Worst price1.22765
Drawdown as % of equity-1.28%
$33
6/30/10 5:24 EUR/USD EUR/USD LONG 5 1.22656 6/30 5:30 1.22490 1.43%
Trade id #50692243
Max drawdown($86)
Time6/30/10 5:30
Quant open5
Worst price1.22484
Drawdown as % of equity-1.43%
($83)
6/30/10 3:43 EUR/USD EUR/USD SHORT 6 1.22162 6/30 5:24 1.22656 5.82%
Trade id #50690297
Max drawdown($349)
Time6/30/10 5:23
Quant open-6
Worst price1.22745
Drawdown as % of equity-5.82%
($296)
6/28/10 14:01 EUR/USD EUR/USD SHORT 12 1.22738 6/29 0:19 1.22670 2.21%
Trade id #50633134
Max drawdown($130)
Time6/28/10 14:52
Quant open-6
Worst price1.22957
Drawdown as % of equity-2.21%
$82
6/25/10 4:38 EUR/USD EUR/USD SHORT 6 1.23012 6/27 17:30 1.23747 7.96%
Trade id #50572140
Max drawdown($565)
Time6/25/10 13:48
Quant open-6
Worst price1.23955
Drawdown as % of equity-7.96%
($441)
6/22/10 8:05 GBP/USD GBP/USD SHORT 24 1.48313 6/25 13:30 1.49490 37.77%
Trade id #50463876
Max drawdown($2,825)
Time6/23/10 14:32
Quant open-12
Worst price1.49470
Drawdown as % of equity-37.77%
($2,825)
6/24/10 15:11 EUR/USD EUR/USD SHORT 6 1.23312 6/25 1:35 1.23166 1.03%
Trade id #50553467
Max drawdown($72)
Time6/24/10 17:11
Quant open-6
Worst price1.23433
Drawdown as % of equity-1.03%
$88
6/24/10 12:16 EUR/USD EUR/USD SHORT 6 1.23741 6/24 15:05 1.23366 1.26%
Trade id #50547259
Max drawdown($81)
Time6/24/10 12:23
Quant open-6
Worst price1.23877
Drawdown as % of equity-1.26%
$225
6/23/10 16:46 EUR/USD EUR/USD SHORT 6 1.23105 6/24 4:03 1.22955 3.83%
Trade id #50518061
Max drawdown($247)
Time6/23/10 23:56
Quant open-6
Worst price1.23518
Drawdown as % of equity-3.83%
$90
6/22/10 8:06 EUR/USD EUR/USD SHORT 6 1.22619 6/23 11:23 1.22228 4.18%
Trade id #50463904
Max drawdown($338)
Time6/22/10 11:37
Quant open-6
Worst price1.23182
Drawdown as % of equity-4.18%
$235
6/22/10 3:01 EUR/USD EUR/USD SHORT 18 1.23111 6/22 8:03 1.22899 2.1%
Trade id #50457638
Max drawdown($169)
Time6/22/10 3:06
Quant open-12
Worst price1.23257
Drawdown as % of equity-2.10%
$382
6/22/10 4:25 GBP/USD GBP/USD SHORT 6 1.47345 6/22 6:15 1.47066 0.32%
Trade id #50458982
Max drawdown($25)
Time6/22/10 4:28
Quant open-6
Worst price1.47388
Drawdown as % of equity-0.32%
$167
6/22/10 3:01 GBP/USD GBP/USD SHORT 6 1.47294 6/22 3:06 1.47456 1.33%
Trade id #50457626
Max drawdown($107)
Time6/22/10 3:06
Quant open-6
Worst price1.47473
Drawdown as % of equity-1.33%
($97)
6/18/10 4:17 EUR/USD EUR/USD SHORT 18 1.23565 6/22 2:51 1.23180 6.52%
Trade id #50378965
Max drawdown($465)
Time6/20/10 17:17
Quant open-6
Worst price1.24688
Drawdown as % of equity-6.52%
$694
6/21/10 15:16 GBP/USD GBP/USD SHORT 6 1.47489 6/22 2:43 1.47396 4.05%
Trade id #50444273
Max drawdown($290)
Time6/21/10 21:19
Quant open-6
Worst price1.47973
Drawdown as % of equity-4.05%
$56
6/21/10 5:54 EUR/AUD EUR/AUD SHORT 6 1.40240 6/21 15:14 1.40552 2.56%
Trade id #50423825
Max drawdown($183)
Time6/21/10 11:06
Quant open-6
Worst price1.40589
Drawdown as % of equity-2.56%
($164)
6/18/10 2:25 EUR/AUD EUR/AUD SHORT 6 1.42609 6/20 18:27 1.41299 3%
Trade id #50377095
Max drawdown($211)
Time6/18/10 6:48
Quant open-6
Worst price1.43009
Drawdown as % of equity-3.00%
$692
6/18/10 2:33 GBP/USD GBP/USD SHORT 6 1.48279 6/18 3:34 1.48703 3.6%
Trade id #50377194
Max drawdown($254)
Time6/18/10 3:31
Quant open-6
Worst price1.48672
Drawdown as % of equity-3.60%
($254)

Statistics

  • Strategy began
    5/10/2010
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    5070.23
  • Age
    169 months ago
  • What it trades
    Forex
  • # Trades
    71
  • # Profitable
    49
  • % Profitable
    69.00%
  • Avg trade duration
    14.5 hours
  • Max peak-to-valley drawdown
    82.88%
  • drawdown period
    May 28, 2010 - Aug 03, 2010
  • Annual return (compounded)
    -8.9%
  • Avg win
    $161.06
  • Avg loss
    $688.95
  • Model Account Values (Raw)
  • Cash
    $2,728
  • Margin Used
    $0
  • Buying Power
    $2,728
  • Ratios
  • W:L ratio
    0.52:1
  • Sharpe Ratio
    -0.41
  • Sortino Ratio
    -0.51
  • Calmar Ratio
    -0.422
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.03040
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -118.28%
  • Return Percent SP500 (cumu) during strategy life
    352.62%
  • Return Statistics
  • Ann Return (w trading costs)
    -54.5%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    545.70%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -8.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 60% account loss (Monte Carlo)
    80.95%
  • Chance of 70% account loss (Monte Carlo)
    40.91%
  • Chance of 80% account loss (Monte Carlo)
    8.70%
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 100% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    47.83%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $161
  • Avg Loss
    $689
  • Sum Trade PL (losers)
    $15,157.000
  • Sum Trade PL (winners)
    $7,892.000
  • # Winners
    49
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    167
  • Win / Loss
  • # Losers
    22
  • % Winners
    69.0%
  • Frequency
  • Avg Position Time (mins)
    868.60
  • Avg Position Time (hrs)
    14.48
  • Avg Trade Length
    0.6 days
  • Last Trade Ago
    4978
  • Regression
  • Alpha
    -0.03
  • Beta
    -0.04
  • Treynor Index
    0.74
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.56
  • MAE:Equity, average, all trades
    0.11
  • Avg(MAE) / Avg(PL) - All trades
    -2.260
  • 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
    50.51
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    67.67
  • MAE:Equity, 95th Percentile Value for this strat
    2.74
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.03
  • MAE:Equity, average, losing trades
    0.24
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.881
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.096
  • Hold-and-Hope Ratio
    -0.443
  • 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)
    0.39200
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.10100
  • 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)
    67
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Pairs In System: EURUSD, GBPUSD
Trade Frequency: 45 trades per month
Leverage: 1:100

In the year 2009 our average monthly yield was 8,6%. Only in one month the trading result was negative with the loss of -7,3%.

In the year 2010: Jan: 7,9% - Feb 3% - Marc 6%.


We also offer forex managed account.

<A HREF="http://www.wikio.com/">fdsfs</A>

Summary Statistics

Strategy began
2010-05-10
Suggested Minimum Capital
$10,000
# Trades
71
# Profitable
49
% Profitable
69.0%
Correlation S&P500
-0.030
Sharpe Ratio
-0.41
Sortino Ratio
-0.51
Beta
-0.04
Alpha
-0.03

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.