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

Forex Trend Hunter Robot
(55939503)

Created by: IdorenyinUmoren IdorenyinUmoren
Started: 12/2010
Forex
Last trade: 4,719 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 $100.00 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.

3.2%

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.

(52.7%)
Max Drawdown
469
Num Trades
71.9%
Win Trades
1.5 : 1
Profit Factor
52.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2010                                                                             (0.4%)(0.4%)
2011(12%)+2.4%+25.1%(26%)+20.0%(2.7%)(6.9%)(3.2%)+23.2%(20.9%)+29.9%+9.2%+21.3%
2012(3.4%)(4.7%)+6.1%+6.0%(8.3%)+14.9%(1.3%)(9.1%)(3.1%)+3.8%+2.7%(1.7%)(0.7%)
2013(8.9%)+5.9%(7.3%)+1.1%+11.3%(8.3%)(6.6%)(5.8%)+2.4%(6.3%)+14.8%(3.9%)(14%)
2014(0.8%)(4.4%)+7.2%+4.6%+3.8%+5.1%+4.4%+6.9%+6.4%+6.4%+0.9%+8.9%+61.0%
2015+2.4%(0.4%)+1.5%+1.4%+45.7%(2%)(1.7%)(1.6%)+0.2%+0.3%+2.0%(1.9%)+45.7%
2016+2.4%(0.8%)+0.4%(2.4%)(0.8%)+3.2%(2.2%)+2.3%+0.7%+4.4%+2.4%+1.4%+11.4%
2017(0.4%)(0.5%)(1.5%)(2.5%)(0.7%)+1.4%+0.7%(0.3%)(0.8%)+0.5%(1%)(0.1%)(5%)
2018(3.5%)(1.5%)(0.6%)  -  +3.0%+1.5%+0.7%  -  (0.2%)  -  
2019(3%)+1.0%(1.8%)  -    -  (0.7%)  -  
2020+5.4%  -    -  (3.1%)(4.3%)+0.1%+2.0%(2.5%)  -  
2021(1.2%)  -    -  
2022  -  +6.0%  -  +4.0%  -    -  +1.5%(2.5%)  -  0.0
2023(39.1%)  -    -  +1.2%  -  (6.1%)  -  (36%)
2024(1.1%)+1.6%                                                            

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 168 hours.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/25/11 12:23 NZD/CHF NZD/CHF SHORT 1 0.70368 4/27 10:04 0.70751 0.46%
Trade id #60116287
Max drawdown($56)
Time4/26/11 12:04
Quant open-1
Worst price0.70865
Drawdown as % of equity-0.46%
($43)
4/24/11 18:04 EUR/USD EUR/USD SHORT 1 1.45692 4/27 10:04 1.46791 1.03%
Trade id #60090725
Max drawdown($120)
Time4/27/11 9:55
Quant open-1
Worst price1.46900
Drawdown as % of equity-1.03%
($110)
4/25/11 22:31 EUR/JPY EUR/JPY SHORT 1 118.793 4/27 10:04 120.922 2.31%
Trade id #60132518
Max drawdown($272)
Time4/27/11 9:55
Quant open-1
Worst price121.041
Drawdown as % of equity-2.31%
($258)
4/26/11 14:12 USD/JPY USD/JPY SHORT 1 81.648 4/27 6:03 82.155 0.53%
Trade id #60159788
Max drawdown($62)
Time4/27/11 6:03
Quant open0
Worst price82.155
Drawdown as % of equity-0.53%
($62)
4/24/11 22:02 NZD/USD NZD/USD SHORT 1 0.80020 4/27 6:03 0.80713 0.59%
Trade id #60094848
Max drawdown($69)
Time4/27/11 6:03
Quant open0
Worst price0.80713
Drawdown as % of equity-0.59%
($69)
4/25/11 22:36 EUR/CAD EUR/CAD SHORT 1 1.38768 4/26 22:00 1.39752 0.86%
Trade id #60132630
Max drawdown($104)
Time4/26/11 22:00
Quant open0
Worst price1.39752
Drawdown as % of equity-0.86%
($104)
4/22/11 3:06 GBP/AUD GBP/AUD LONG 1 1.54244 4/26 18:02 1.52804 1.41%
Trade id #60068079
Max drawdown($174)
Time4/26/11 12:05
Quant open1
Worst price1.52630
Drawdown as % of equity-1.41%
($155)
4/24/11 18:04 USD/JPY USD/JPY LONG 1 81.906 4/26 14:02 81.625 0.31%
Trade id #60090740
Max drawdown($38)
Time4/26/11 13:53
Quant open1
Worst price81.591
Drawdown as % of equity-0.31%
($34)
4/24/11 22:02 EUR/JPY EUR/JPY LONG 1 119.867 4/25 22:01 118.983 0.82%
Trade id #60094828
Max drawdown($108)
Time4/25/11 22:01
Quant open0
Worst price118.983
Drawdown as % of equity-0.82%
($108)
4/24/11 18:04 NZD/CHF NZD/CHF LONG 1 0.71165 4/25 10:01 0.70462 0.69%
Trade id #60090753
Max drawdown($87)
Time4/25/11 9:31
Quant open1
Worst price0.70391
Drawdown as % of equity-0.69%
($80)
4/21/11 14:09 EUR/CAD EUR/CAD LONG 1 1.38710 4/24 18:03 1.38810 0.16%
Trade id #60043886
Max drawdown($21)
Time4/21/11 14:47
Quant open1
Worst price1.38509
Drawdown as % of equity-0.16%
$10
4/21/11 8:30 GBP/AUD GBP/AUD SHORT 1 1.54051 4/21 20:57 1.53712 0.24%
Trade id #60027729
Max drawdown($30)
Time4/21/11 9:44
Quant open-1
Worst price1.54332
Drawdown as % of equity-0.24%
$36
4/21/11 8:31 CHF/JPY CHF/JPY SHORT 1 93.043 4/21 18:19 92.527 n/a $63
4/21/11 10:01 EUR/CAD EUR/CAD LONG 1 1.38434 4/21 14:09 1.38678 0.04%
Trade id #60034862
Max drawdown($4)
Time4/21/11 10:03
Quant open1
Worst price1.38391
Drawdown as % of equity-0.04%
$26
4/18/11 10:02 GBP/CAD GBP/CAD LONG 1 1.57328 4/21 11:37 1.57563 1.27%
Trade id #59903844
Max drawdown($177)
Time4/19/11 9:43
Quant open1
Worst price1.55637
Drawdown as % of equity-1.27%
$25
4/19/11 7:58 CAD/JPY CAD/JPY SHORT 1 86.220 4/21 10:54 85.917 0.48%
Trade id #59941729
Max drawdown($60)
Time4/20/11 11:56
Quant open-1
Worst price86.718
Drawdown as % of equity-0.48%
$37
4/21/11 8:31 EUR/CAD EUR/CAD LONG 1 1.38400 4/21 9:04 1.38416 n/a $2
4/14/11 18:03 CAD/CHF CAD/CHF SHORT 1 0.92815 4/21 9:01 0.92579 1.15%
Trade id #59824176
Max drawdown($154)
Time4/19/11 13:57
Quant open-1
Worst price0.94180
Drawdown as % of equity-1.15%
$27
4/20/11 18:01 CHF/JPY CHF/JPY SHORT 1 92.858 4/20 21:18 92.897 0.04%
Trade id #60010991
Max drawdown($5)
Time4/20/11 21:18
Quant open0
Worst price92.897
Drawdown as % of equity-0.04%
($5)
4/18/11 22:01 GBP/AUD GBP/AUD LONG 1 1.55321 4/20 18:01 1.53204 1.76%
Trade id #59925431
Max drawdown($226)
Time4/20/11 18:01
Quant open0
Worst price1.53204
Drawdown as % of equity-1.76%
($226)
4/18/11 6:01 NZD/CHF NZD/CHF SHORT 1 0.70902 4/20 16:15 0.70714 0.25%
Trade id #59888274
Max drawdown($31)
Time4/20/11 11:07
Quant open-1
Worst price0.71183
Drawdown as % of equity-0.25%
$21
4/15/11 11:22 GBP/SGD GBP/SGD SHORT 3 2.02912 4/20 4:52 2.02672 0.25%
Trade id #59849171
Max drawdown($37)
Time4/18/11 23:32
Quant open3
Worst price0.00000
Drawdown as % of equity-0.25%
$58
4/8/11 6:55 GBP/USD GBP/USD LONG 1 1.63632 4/20 4:05 1.63619 1.35%
Trade id #59573290
Max drawdown($198)
Time4/18/11 11:06
Quant open1
Worst price1.61646
Drawdown as % of equity-1.35%
($1)
4/19/11 7:57 AUD/JPY AUD/JPY SHORT 1 86.831 4/19 10:19 86.747 n/a $10
4/19/11 7:54 EUR/JPY EUR/JPY SHORT 1 118.167 4/19 9:36 117.981 n/a $23
4/18/11 10:03 NZD/CAD NZD/CAD SHORT 1 0.75966 4/19 9:22 0.75537 0.3%
Trade id #59903903
Max drawdown($44)
Time4/18/11 12:12
Quant open-1
Worst price0.76393
Drawdown as % of equity-0.30%
$45
4/18/11 22:01 AUD/CAD AUD/CAD SHORT 1 1.01031 4/19 9:12 1.00571 n/a $48
4/19/11 5:25 AUD/CHF AUD/CHF LONG 1 0.94186 4/19 9:05 0.94239 n/a $6
4/18/11 6:01 NZD/USD NZD/USD SHORT 1 0.79120 4/19 8:35 0.78997 0.01%
Trade id #59888242
Max drawdown($0)
Time4/18/11 15:36
Quant open-1
Worst price0.79126
Drawdown as % of equity-0.01%
$12
4/17/11 18:03 EUR/CHF EUR/CHF SHORT 1 1.28683 4/19 5:18 1.28025 n/a $73

Statistics

  • Strategy began
    12/18/2010
  • Suggested Minimum Cap
    $12,572
  • Strategy Age (days)
    4840.8
  • Age
    162 months ago
  • What it trades
    Forex
  • # Trades
    469
  • # Profitable
    337
  • % Profitable
    71.90%
  • Avg trade duration
    106.0 days
  • Max peak-to-valley drawdown
    52.71%
  • drawdown period
    Jan 14, 2011 - March 16, 2011
  • Annual return (compounded)
    5.0%
  • Avg win
    $111.71
  • Avg loss
    $194.33
  • Model Account Values (Raw)
  • Cash
    $15,075
  • Margin Used
    $5,748
  • Buying Power
    $18,811
  • Ratios
  • W:L ratio
    1.47:1
  • Sharpe Ratio
    0.23
  • Sortino Ratio
    0.34
  • Calmar Ratio
    0.909
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.01580
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -32.78%
  • Return Percent SP500 (cumu) during strategy life
    322.15%
  • Return Statistics
  • Ann Return (w trading costs)
    3.2%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.10%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    65.30%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    5.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    82.93%
  • Chance of 20% account loss
    73.81%
  • Chance of 30% account loss
    69.77%
  • Chance of 40% account loss
    52.27%
  • Chance of 60% account loss (Monte Carlo)
    13.33%
  • Chance of 70% account loss (Monte Carlo)
    2.22%
  • 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
    51.39%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    37.78%
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $112
  • Avg Loss
    $194
  • Sum Trade PL (losers)
    $25,652.000
  • Sum Trade PL (winners)
    $37,647.000
  • # Winners
    337
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    70
  • Age
  • Num Months filled monthly returns table
    147
  • Win / Loss
  • # Losers
    132
  • % Winners
    71.9%
  • Frequency
  • Avg Position Time (mins)
    220531.00
  • Avg Position Time (hrs)
    3675.52
  • Avg Trade Length
    153.1 days
  • Last Trade Ago
    4711
  • Regression
  • Alpha
    0.03
  • Beta
    -0.03
  • Treynor Index
    -0.89
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    2.11
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    5.741
  • 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
    48.32
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    76.12
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.745
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.281
  • Hold-and-Hope Ratio
    0.607
  • 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)
    0.52500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.07600
  • 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)
    61
  • Last 4 Months - Pcnt Negative
    0.50%

Strategy Description

Forex Trend Hunter Robot focuses on "short-term trends" trading strategy. System has been modified and signals are now generated by robot as long as a given trading signal remains strong. System currently generates trading signals for 47 currency pairs. Subscribers can trade signals of all 47 currency pairs or preferentially choose favorite currency pairs to trade. (REMARKS: #1. This trading system experienced serious drawdown after the recent earthquake and tsunami in Japan. Consequently, some trades had to be left open for so long till figures become normal. #2. System performance is constantly monitored by Developer and necessary improvements are introduced where applicable. For instance, system now has built-in automatic risk control at 2% of free margin per trade. Developer evaluates system performance and reliability at practically 99.9%, and encourages interested subscribers to test its performance on a demo or live account with at least US$300.00 deposit with trades on the EUR/USD or other preferred currency pair at 0.1L per trade.)

Summary Statistics

Strategy began
2010-12-18
Suggested Minimum Capital
$12,500
# Trades
469
# Profitable
337
% Profitable
71.9%
Correlation S&P500
-0.016
Sharpe Ratio
0.23
Sortino Ratio
0.34
Beta
-0.03
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.