US OIL C2 Scalper
(124016652)
Subscription terms. Subscriptions to this system cost $125.00 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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.Commodities
Focuses on nonfinancial futures such as "softs" and grains, or metals and energy.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2019  +7.6%  +8.3%  +11.2%  +9.7%  (5.9%)  (8.7%)  (2.8%)  +18.7%  
2020  (1.4%)                        (1.4%) 
2021    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.
Started  $36,450  
Buy Power  $46,446  
Cash  $46,446  
Equity  $0  
Cumulative $  $9,996  
Total System Equity  $46,446  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began6/10/2019

Suggested Minimum Cap$36,450

Strategy Age (days)582.85

Age20 months ago

What it tradesFutures

# Trades335

# Profitable173

% Profitable51.60%

Avg trade duration7.2 hours

Max peaktovalley drawdown18.95%

drawdown periodSept 29, 2019  Jan 17, 2020

Annual Return (Compounded)10.3%

Avg win$287.50

Avg loss$245.31
 Model Account Values (Raw)

Cash$46,446

Margin Used$0

Buying Power$46,446
 Ratios

W:L ratio1.25:1

Sharpe Ratio0.76

Sortino Ratio1.29

Calmar Ratio2.676
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)14.92%

Correlation to SP5000.03900

Return Percent SP500 (cumu) during strategy life31.60%
 Verified

C2Star0
 Return Statistics

Ann Return (w trading costs)10.3%
 Slump

Current Slump as Pcnt Equity23.40%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.81%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.103%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)16.2%
 Risk of Ruin (MonteCarlo)

Chance of 10% account lossn/a

Chance of 20% account lossn/a

Chance of 30% account lossn/a

Chance of 40% account lossn/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 60% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 90% account loss (Monte Carlo)n/a

Chance of 50% account lossn/a
 Popularity

Popularity (Today)0

Popularity (Last 6 weeks)0
 Trading Style

Any stock shorts? 0/10
 Popularity

Popularity (7 days, Percentile 1000 scale)0
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?1
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$245

Avg Win$288

Sum Trade PL (losers)$39,741.000
 Age

Num Months filled monthly returns table20
 Win / Loss

Sum Trade PL (winners)$49,737.000

# Winners173

Num Months Winners4
 Dividends

Dividends Received in Model Acct0
 Win / Loss

# Losers162

% Winners51.6%
 Frequency

Avg Position Time (mins)433.53

Avg Position Time (hrs)7.23

Avg Trade Length0.3 days

Last Trade Ago362
 Leverage

Daily leverage (average)0.99

Daily leverage (max)2.37
 Regression

Alpha0.02

Beta0.01

Treynor Index1.60
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.00

MAE:PL  Winning Trades  this strat Percentile of All Strats10.83

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.13

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.00

Avg(MAE) / Avg(PL)  All trades6.001

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.329

Avg(MAE) / Avg(PL)  Losing trades0.818

HoldandHope Ratio0.167
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.37773

SD0.29254

Sharpe ratio (Glass type estimate)1.29122

Sharpe ratio (Hedges UMVUE)1.14687

df7.00000

t1.05428

p0.16339

Lowerbound of 95% confidence interval for Sharpe Ratio1.24104

Upperbound of 95% confidence interval for Sharpe Ratio3.73989

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.32762

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.62135
 Statistics related to Sortino ratio

Sortino ratio4.08733

Upside Potential Ratio6.37927

Upside part of mean0.58954

Downside part of mean0.21181

Upside SD0.27970

Downside SD0.09242

N nonnegative terms4.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.04897

Mean of criterion0.37773

SD of predictor0.23067

SD of criterion0.29254

Covariance0.00443

r0.06566

b (slope, estimate of beta)0.08327

a (intercept, estimate of alpha)0.37366

Mean Square Error0.09941

DF error6.00000

t(b)0.16118

p(b)0.56138

t(a)0.96555

p(a)0.18578

Lowerbound of 95% confidence interval for beta1.34746

Upperbound of 95% confidence interval for beta1.18092

Lowerbound of 95% confidence interval for alpha0.57328

Upperbound of 95% confidence interval for alpha1.32059

Treynor index (mean / b)4.53625

Jensen alpha (a)0.37366
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.33677

SD0.27841

Sharpe ratio (Glass type estimate)1.20965

Sharpe ratio (Hedges UMVUE)1.07441

df7.00000

t0.98767

p0.17811

Lowerbound of 95% confidence interval for Sharpe Ratio1.30944

Upperbound of 95% confidence interval for Sharpe Ratio3.64980

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.39113

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.53996
 Statistics related to Sortino ratio

Sortino ratio3.57143

Upside Potential Ratio5.85888

Upside part of mean0.55247

Downside part of mean0.21570

Upside SD0.26150

Downside SD0.09430

N nonnegative terms4.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations8.00000

Mean of predictor0.07391

Mean of criterion0.33677

SD of predictor0.24280

SD of criterion0.27841

Covariance0.00298

r0.04402

b (slope, estimate of beta)0.05048

a (intercept, estimate of alpha)0.33304

Mean Square Error0.09025

DF error6.00000

t(b)0.10794

p(b)0.54122

t(a)0.90119

p(a)0.20111

Lowerbound of 95% confidence interval for beta1.19481

Upperbound of 95% confidence interval for beta1.09385

Lowerbound of 95% confidence interval for alpha0.57125

Upperbound of 95% confidence interval for alpha1.23734

Treynor index (mean / b)6.67177

Jensen alpha (a)0.33304
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.09889

Expected Shortfall on VaR0.12827
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.04117

Expected Shortfall on VaR0.06394
 ORDER STATISTICS
 Quartiles of return rates

Number of observations8.00000

Minimum0.95109

Quartile 10.97240

Median0.99414

Quartile 31.11584

Maximum1.16420

Mean of quarter 10.95399

Mean of quarter 20.98006

Mean of quarter 31.06059

Mean of quarter 41.14058

Inter Quartile Range0.14344

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.12584

Quartile 10.12584

Median0.12584

Quartile 30.12584

Maximum0.12584

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.41283

Compounded annual return (geometric extrapolation)0.44005

Calmar ratio (compounded annual return / max draw down)3.49682

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal3.43072

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.31446

SD0.14548

Sharpe ratio (Glass type estimate)2.16147

Sharpe ratio (Hedges UMVUE)2.15298

df191.00000

t1.85033

p0.41577

Lowerbound of 95% confidence interval for Sharpe Ratio0.14103

Upperbound of 95% confidence interval for Sharpe Ratio4.45844

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.14672

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.45267
 Statistics related to Sortino ratio

Sortino ratio4.20946

Upside Potential Ratio11.97600

Upside part of mean0.89464

Downside part of mean0.58018

Upside SD0.12590

Downside SD0.07470

N nonnegative terms90.00000

N negative terms102.00000
 Statistics related to linear regression on benchmark

N of observations192.00000

Mean of predictor0.42134

Mean of criterion0.31446

SD of predictor0.38207

SD of criterion0.14548

Covariance0.00280

r0.05033

b (slope, estimate of beta)0.01916

a (intercept, estimate of alpha)0.32300

Mean Square Error0.02122

DF error190.00000

t(b)0.69464

p(b)0.52516

t(a)1.89087

p(a)0.43205

Lowerbound of 95% confidence interval for beta0.07358

Upperbound of 95% confidence interval for beta0.03526

Lowerbound of 95% confidence interval for alpha0.01393

Upperbound of 95% confidence interval for alpha0.65899

Treynor index (mean / b)16.40850

Jensen alpha (a)0.32253
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.30385

SD0.14409

Sharpe ratio (Glass type estimate)2.10870

Sharpe ratio (Hedges UMVUE)2.10041

df191.00000

t1.80516

p0.41778

Lowerbound of 95% confidence interval for Sharpe Ratio0.19323

Upperbound of 95% confidence interval for Sharpe Ratio4.40526

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.19879

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.39962
 Statistics related to Sortino ratio

Sortino ratio4.04277

Upside Potential Ratio11.79870

Upside part of mean0.88678

Downside part of mean0.58293

Upside SD0.12393

Downside SD0.07516

N nonnegative terms90.00000

N negative terms102.00000
 Statistics related to linear regression on benchmark

N of observations192.00000

Mean of predictor0.35066

Mean of criterion0.30385

SD of predictor0.37377

SD of criterion0.14409

Covariance0.00269

r0.04986

b (slope, estimate of beta)0.01922

a (intercept, estimate of alpha)0.31059

Mean Square Error0.02082

DF error190.00000

t(b)0.68807

p(b)0.52493

t(a)1.83955

p(a)0.43386

Lowerbound of 95% confidence interval for beta0.07432

Upperbound of 95% confidence interval for beta0.03588

Lowerbound of 95% confidence interval for alpha0.02245

Upperbound of 95% confidence interval for alpha0.64363

Treynor index (mean / b)15.80880

Jensen alpha (a)0.31059
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01339

Expected Shortfall on VaR0.01705
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00529

Expected Shortfall on VaR0.01036
 ORDER STATISTICS
 Quartiles of return rates

Number of observations192.00000

Minimum0.97864

Quartile 10.99730

Median1.00000

Quartile 31.00404

Maximum1.05670

Mean of quarter 10.99194

Mean of quarter 20.99943

Mean of quarter 31.00196

Mean of quarter 41.01190

Inter Quartile Range0.00674

Number outliers low7.00000

Percentage of outliers low0.03646

Mean of outliers low0.98421

Number of outliers high10.00000

Percentage of outliers high0.05208

Mean of outliers high1.02665
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.41584

VaR(95%) (moments method)0.00718

Expected Shortfall (moments method)0.00855

Extreme Value Index (regression method)0.09709

VaR(95%) (regression method)0.00773

Expected Shortfall (regression method)0.01032
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00194

Quartile 10.01043

Median0.01303

Quartile 30.03206

Maximum0.14699

Mean of quarter 10.00722

Mean of quarter 20.01189

Mean of quarter 30.02541

Mean of quarter 40.09112

Inter Quartile Range0.02163

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.11111

Mean of outliers high0.14699
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.66750

VaR(95%) (moments method)0.09834

Expected Shortfall (moments method)0.30938

Extreme Value Index (regression method)4.13592

VaR(95%) (regression method)0.50680

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.37556

Compounded annual return (geometric extrapolation)0.39342

Calmar ratio (compounded annual return / max draw down)2.67647

Compounded annual return / average of 25% largest draw downs4.31779

Compounded annual return / Expected Shortfall lognormal23.07380

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.11897

SD0.12418

Sharpe ratio (Glass type estimate)0.95804

Sharpe ratio (Hedges UMVUE)0.95251

df130.00000

t0.67744

p0.52965

Lowerbound of 95% confidence interval for Sharpe Ratio3.73049

Upperbound of 95% confidence interval for Sharpe Ratio1.81802

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.72673

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.82172
 Statistics related to Sortino ratio

Sortino ratio1.55116

Upside Potential Ratio6.59847

Upside part of mean0.50610

Downside part of mean0.62508

Upside SD0.09734

Downside SD0.07670

N nonnegative terms45.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.61168

Mean of criterion0.11897

SD of predictor0.45089

SD of criterion0.12418

Covariance0.00081

r0.01452

b (slope, estimate of beta)0.00400

a (intercept, estimate of alpha)0.11653

Mean Square Error0.01554

DF error129.00000

t(b)0.16490

p(b)0.50924

t(a)0.65870

p(a)0.53684

Lowerbound of 95% confidence interval for beta0.05197

Upperbound of 95% confidence interval for beta0.04397

Lowerbound of 95% confidence interval for alpha0.46654

Upperbound of 95% confidence interval for alpha0.23349

Treynor index (mean / b)29.75560

Jensen alpha (a)0.11653
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12654

SD0.12290

Sharpe ratio (Glass type estimate)1.02962

Sharpe ratio (Hedges UMVUE)1.02367

df130.00000

t0.72805

p0.53186

Lowerbound of 95% confidence interval for Sharpe Ratio3.80232

Upperbound of 95% confidence interval for Sharpe Ratio1.74695

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.79826

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.75093
 Statistics related to Sortino ratio

Sortino ratio1.64014

Upside Potential Ratio6.49959

Upside part of mean0.50144

Downside part of mean0.62797

Upside SD0.09538

Downside SD0.07715

N nonnegative terms45.00000

N negative terms86.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.51345

Mean of criterion0.12654

SD of predictor0.44056

SD of criterion0.12290

Covariance0.00082

r0.01508

b (slope, estimate of beta)0.00421

a (intercept, estimate of alpha)0.12437

Mean Square Error0.01522

DF error129.00000

t(b)0.17134

p(b)0.50960

t(a)0.71109

p(a)0.53975

VAR (95 Confidence Intrvl)0.01300

Lowerbound of 95% confidence interval for beta0.05280

Upperbound of 95% confidence interval for beta0.04438

Lowerbound of 95% confidence interval for alpha0.47044

Upperbound of 95% confidence interval for alpha0.22169

Treynor index (mean / b)30.07120

Jensen alpha (a)0.12437
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01289

Expected Shortfall on VaR0.01601
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00649

Expected Shortfall on VaR0.01207
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98219

Quartile 10.99691

Median1.00000

Quartile 31.00202

Maximum1.05670

Mean of quarter 10.99165

Mean of quarter 20.99915

Mean of quarter 31.00038

Mean of quarter 41.00744

Inter Quartile Range0.00510

Number outliers low8.00000

Percentage of outliers low0.06107

Mean of outliers low0.98584

Number of outliers high7.00000

Percentage of outliers high0.05344

Mean of outliers high1.01889
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.27646

VaR(95%) (moments method)0.00786

Expected Shortfall (moments method)0.00965

Extreme Value Index (regression method)0.22957

VaR(95%) (regression method)0.00790

Expected Shortfall (regression method)0.00981
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.02923

Quartile 10.05867

Median0.08811

Quartile 30.11755

Maximum0.14699

Mean of quarter 10.02923

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.14699

Inter Quartile Range0.05888

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?385645000

Max Equity Drawdown (num days)110
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.09624

Compounded annual return (geometric extrapolation)0.09392

Calmar ratio (compounded annual return / max draw down)0.63896

Compounded annual return / average of 25% largest draw downs0.63896

Compounded annual return / Expected Shortfall lognormal5.86616
Strategy Description
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.