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These are hypothetical performance results that have certain inherent limitations. Learn more

3 Pair Forex
(71417784)

Created by: KD KD
Started: 03/2012
Forex
Last trade: 3,806 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.

4.2%
Annual Return (Compounded)

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 Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

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

All results are hypothetical.

(60.9%)
Max Drawdown
156
Num Trades
31.4%
Win Trades
1.1 : 1
Profit Factor
50.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2012              (6.1%)(2.2%)+32.8%(12.6%)(4.3%)(9.1%)+22.6%(9%)+16.7%+36.4%+64.7%
2013+23.1%(10.9%)+5.4%(37.4%)+16.3%(18.3%)(21.7%)+7.8%+12.2%(12.8%)+0.7%+0.6%(42.5%)
2014(0.6%)(0.1%)+0.1%(0.1%)(0.1%)(0.1%)+0.1%+0.4%+1.0%+0.4%+1.0%+0.2%+2.3%
2015(0.2%)+0.2%+0.1%(0.1%)+0.7%(0.2%)+0.1%(0.4%)(0.2%)+0.1%+0.3%(0.3%)+0.1%
2016(0.2%)(0.7%)(0.1%)(1.1%)+0.5%(1.5%)+0.6%(0.6%)(0.1%)+0.8%+1.0%+0.9%(0.5%)
2017(0.5%)(0.2%)(0.3%)+0.1%(0.1%)+0.2%(0.2%)(0.2%)+0.5%+0.1%(0.3%)+0.2%(0.7%)
2018(0.6%)(0.4%)(0.1%)+0.4%  -  +0.2%  -  +0.1%+0.4%(0.1%)  -  (0.5%)(0.4%)
2019(0.1%)+0.2%(0.1%)+0.2%(0.1%)(0.6%)+0.2%(0.4%)+0.4%+0.2%  -  +0.1%(0.2%)
2020  -  +0.2%  -  (0.6%)+0.1%(0.2%)(0.3%)+0.2%(0.1%)(0.2%)(0.1%)  -  (1%)
2021+0.2%+0.3%+0.6%(0.3%)+0.4%+0.2%(0.2%)+0.1%+0.2%+0.4%  -  +0.1%+1.9%
2022+0.1%(0.1%)+1.0%+0.9%+0.1%+0.7%+0.2%  -  +0.8%+0.3%(0.8%)(0.6%)+2.6%
2023(0.4%)+0.5%(0.2%)+0.4%+0.4%+0.2%(0.1%)+0.6%+0.1%+0.2%(0.2%)(0.5%)+0.9%
2024+0.5%+0.2%(0.1%)                                                      +0.6%

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.

System developer has asked us to delay this information by 48 hours.

Trading Record

This strategy has placed 272 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/16/13 1:00 USD/JPY USD/JPY SHORT 2 98.533 10/16 16:29 98.772 1.55%
Trade id #83524507
Max drawdown($87)
Time10/16/13 12:10
Quant open-2
Worst price98.962
Drawdown as % of equity-1.55%
($32)
10/9/13 11:00 EUR/USD EUR/USD SHORT 2 1.35159 10/16 16:29 1.35294 2.88%
Trade id #83397615
Max drawdown($161)
Time10/14/13 8:46
Quant open-2
Worst price1.35967
Drawdown as % of equity-2.88%
($27)
10/3/13 11:00 EUR/JPY EUR/JPY SHORT 2 132.536 10/16 16:29 133.631 4.61%
Trade id #83283747
Max drawdown($255)
Time10/14/13 17:09
Quant open-2
Worst price133.787
Drawdown as % of equity-4.61%
($147)
9/9/13 23:00 EUR/USD EUR/USD LONG 2 1.32604 10/9 11:00 1.35158 1.11%
Trade id #82907800
Max drawdown($62)
Time9/10/13 7:50
Quant open2
Worst price1.32290
Drawdown as % of equity-1.11%
$511
9/26/13 23:00 USD/JPY USD/JPY LONG 2 98.722 10/7 16:59 96.704 6.75%
Trade id #83190389
Max drawdown($419)
Time10/7/13 16:52
Quant open2
Worst price96.658
Drawdown as % of equity-6.75%
($271)
9/24/13 2:00 EUR/JPY EUR/JPY LONG 2 133.582 9/29 18:00 131.835 6.21%
Trade id #83100585
Max drawdown($396)
Time9/29/13 17:02
Quant open2
Worst price131.655
Drawdown as % of equity-6.21%
($234)
9/18/13 13:00 USD/JPY USD/JPY SHORT 2 98.985 9/26 23:00 98.723 2.05%
Trade id #83027581
Max drawdown($136)
Time9/20/13 10:57
Quant open-2
Worst price99.658
Drawdown as % of equity-2.05%
$35
8/14/13 2:00 EUR/JPY EUR/JPY LONG 2 130.624 9/23 4:00 133.658 4.82%
Trade id #82514044
Max drawdown($269)
Time8/30/13 11:00
Quant open2
Worst price129.294
Drawdown as % of equity-4.82%
$407
9/17/13 16:30 USD/JPY USD/JPY LONG 2 99.164 9/18 13:00 98.981 1.29%
Trade id #83014433
Max drawdown($77)
Time9/18/13 4:33
Quant open2
Worst price98.778
Drawdown as % of equity-1.29%
($25)
8/11/13 20:53 USD/JPY USD/JPY SHORT 2 96.216 9/17 16:30 99.168 15.22%
Trade id #82461740
Max drawdown($882)
Time9/11/13 0:06
Quant open-2
Worst price100.601
Drawdown as % of equity-15.22%
($396)
8/21/13 16:59 EUR/USD EUR/USD SHORT 2 1.33519 9/9 23:00 1.32609 2.01%
Trade id #82643924
Max drawdown($113)
Time8/23/13 10:44
Quant open-2
Worst price1.34086
Drawdown as % of equity-2.01%
$182
8/15/13 23:00 EUR/USD EUR/USD LONG 2 1.33487 8/21 16:59 1.33517 1.42%
Trade id #82559611
Max drawdown($77)
Time8/16/13 13:17
Quant open2
Worst price1.33099
Drawdown as % of equity-1.42%
$6
8/11/13 23:00 EUR/USD EUR/USD SHORT 2 1.33236 8/15 23:00 1.33487 1.39%
Trade id #82462840
Max drawdown($77)
Time8/15/13 15:11
Quant open-2
Worst price1.33622
Drawdown as % of equity-1.39%
($50)
8/11/13 20:53 EUR/USD EUR/USD LONG 2 1.33304 8/11 23:00 1.33236 0.46%
Trade id #82461732
Max drawdown($27)
Time8/11/13 22:27
Quant open2
Worst price1.33167
Drawdown as % of equity-0.46%
($14)
7/19/13 0:00 EUR/JPY EUR/JPY SHORT 2 131.394 8/7 9:44 128.753 6.25%
Trade id #82070791
Max drawdown($277)
Time7/24/13 8:28
Quant open-2
Worst price132.738
Drawdown as % of equity-6.25%
$546
8/4/13 23:00 EUR/USD EUR/USD LONG 2 1.32740 8/7 9:44 1.33048 1.67%
Trade id #82345325
Max drawdown($84)
Time8/5/13 10:04
Quant open2
Worst price1.32316
Drawdown as % of equity-1.67%
$62
7/17/13 11:00 USD/JPY USD/JPY SHORT 2 99.744 8/7 9:44 96.767 4.76%
Trade id #82038467
Max drawdown($229)
Time7/18/13 20:48
Quant open-2
Worst price100.856
Drawdown as % of equity-4.76%
$615
6/30/13 17:09 EUR/USD EUR/USD SHORT 2 1.30071 7/23 11:00 1.32197 9.14%
Trade id #81775523
Max drawdown($444)
Time7/23/13 10:53
Quant open-2
Worst price1.32292
Drawdown as % of equity-9.14%
($425)
7/11/13 3:00 EUR/JPY EUR/JPY SHORT 2 129.215 7/16 22:00 130.740 6.36%
Trade id #81945624
Max drawdown($320)
Time7/16/13 3:15
Quant open-2
Worst price130.808
Drawdown as % of equity-6.36%
($307)
7/9/13 23:00 USD/JPY USD/JPY LONG 2 101.089 7/10 19:00 98.540 10.05%
Trade id #81920922
Max drawdown($579)
Time7/10/13 18:49
Quant open2
Worst price98.232
Drawdown as % of equity-10.05%
($517)
7/3/13 13:00 EUR/JPY EUR/JPY LONG 2 130.273 7/10 1:00 128.578 5.17%
Trade id #81837012
Max drawdown($339)
Time7/10/13 0:59
Quant open2
Worst price128.563
Drawdown as % of equity-5.17%
($337)
6/19/13 13:00 EUR/JPY EUR/JPY LONG 2 127.575 7/3 4:00 129.425 3.25%
Trade id #81588507
Max drawdown($203)
Time6/26/13 11:10
Quant open2
Worst price126.560
Drawdown as % of equity-3.25%
$371
6/25/13 16:59 USD/JPY USD/JPY SHORT 2 97.843 7/2 3:00 99.890 6.41%
Trade id #81703232
Max drawdown($411)
Time7/2/13 2:56
Quant open-2
Worst price99.896
Drawdown as % of equity-6.41%
($410)
6/12/13 9:23 EUR/USD EUR/USD LONG 2 1.32986 6/30 17:06 1.30092 10.06%
Trade id #81442277
Max drawdown($629)
Time6/26/13 11:15
Quant open2
Worst price1.29839
Drawdown as % of equity-10.06%
($579)
6/19/13 7:00 USD/JPY USD/JPY SHORT 2 95.180 6/20 3:00 97.561 6.77%
Trade id #81578034
Max drawdown($488)
Time6/20/13 3:00
Quant open0
Worst price97.561
Drawdown as % of equity-6.77%
($488)
6/14/13 3:00 EUR/JPY EUR/JPY SHORT 2 126.444 6/18 11:00 128.026 4.36%
Trade id #81491493
Max drawdown($337)
Time6/18/13 10:58
Quant open-2
Worst price128.059
Drawdown as % of equity-4.36%
($331)
6/12/13 9:23 EUR/JPY EUR/JPY LONG 2 128.272 6/12 22:00 126.361 5.34%
Trade id #81442286
Max drawdown($435)
Time6/12/13 21:48
Quant open2
Worst price126.209
Drawdown as % of equity-5.34%
($403)
5/22/13 15:00 EUR/JPY EUR/JPY SHORT 2 132.512 6/3 13:28 129.892 1.1%
Trade id #81037438
Max drawdown($70)
Time5/22/13 20:25
Quant open-2
Worst price132.861
Drawdown as % of equity-1.10%
$529
5/22/13 5:00 EUR/USD EUR/USD LONG 2 1.29355 6/3 13:28 1.30862 3.27%
Trade id #81020271
Max drawdown($230)
Time5/23/13 2:27
Quant open2
Worst price1.28204
Drawdown as % of equity-3.27%
$301
5/17/13 9:00 USD/JPY USD/JPY SHORT 2 102.487 6/3 13:28 99.253 3.75%
Trade id #80938900
Max drawdown($250)
Time5/22/13 12:34
Quant open-2
Worst price103.726
Drawdown as % of equity-3.75%
$653

Statistics

  • Strategy began
    3/13/2012
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    4387.98
  • Age
    146 months ago
  • What it trades
    Forex
  • # Trades
    156
  • # Profitable
    49
  • % Profitable
    31.40%
  • Avg trade duration
    8.7 days
  • Max peak-to-valley drawdown
    60.93%
  • drawdown period
    Feb 05, 2013 - July 24, 2013
  • Annual Return (Compounded)
    4.2%
  • Avg win
    $379.35
  • Avg loss
    $165.23
  • Model Account Values (Raw)
  • Cash
    $5,911
  • Margin Used
    $0
  • Buying Power
    $5,911
  • Ratios
  • W:L ratio
    1.05:1
  • Sharpe Ratio
    -0.03
  • Sortino Ratio
    -0.04
  • Calmar Ratio
    0.08
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -17.70%
  • Correlation to SP500
    -0.00600
  • Return Percent SP500 (cumu) during strategy life
    272.48%
  • Return Statistics
  • Ann Return (w trading costs)
    4.2%
  • Slump
  • Current Slump as Pcnt Equity
    115.30%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.042%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.93%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    1.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    82.00%
  • Chance of 20% account loss
    57.50%
  • Chance of 30% account loss
    38.50%
  • Chance of 40% account loss
    11.00%
  • 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
    4.00%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $379
  • Avg Loss
    $165
  • Sum Trade PL (losers)
    $17,680.000
  • # Winners
    49
  • Num Months Winners
    77
  • Age
  • Num Months filled monthly returns table
    145
  • Win / Loss
  • Sum Trade PL (winners)
    $18,588.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    107
  • % Winners
    31.4%
  • Frequency
  • Avg Position Time (mins)
    12586.60
  • Avg Position Time (hrs)
    209.78
  • Avg Trade Length
    8.7 days
  • Last Trade Ago
    3806
  • Regression
  • Alpha
    -0.00
  • Beta
    -0.01
  • Treynor Index
    0.23
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.03
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    29.95
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.86
  • Avg(MAE) / Avg(PL) - All trades
    28.365
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    37.90
  • MAE:Equity, 95th Percentile Value for this strat
    0.02
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.03
  • Avg(MAE) / Avg(PL) - Winning trades
    0.218
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.227
  • Hold-and-Hope Ratio
    0.035
  • 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)
    0.05800
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02700
  • 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)
    169
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Summary Statistics

Strategy began
2012-03-13
Suggested Minimum Capital
$5,000
# Trades
156
# Profitable
49
% Profitable
31.4%
Correlation S&P500
-0.006
Sharpe Ratio
-0.03
Sortino Ratio
-0.04
Beta
-0.01
Alpha
-0.00

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.