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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

Super Moderate Trader
(76853431)

Created by: SATKUNARAJAYOHARAJ SATKUNARAJAYOHARAJ
Started: 09/2012
Forex
Last trade: 4,028 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.

2.0%

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.

(15.3%)
Max Drawdown
101
Num Trades
50.5%
Win Trades
1.1 : 1
Profit Factor
2.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2012                                                        (0.8%)+7.7%(1.6%)(7%)(2.2%)
2013+7.3%+0.6%(14.8%)  -    -    -    -    -    -    -    -    -  (8%)
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

This strategy has placed 159 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
3/17/13 22:42 EUR/JPY EUR/JPY SHORT 3 122.119 3/18 22:10 124.004 7.48%
Trade id #79744642
Max drawdown($591)
Time3/18/13 22:10
Quant open0
Worst price124.004
Drawdown as % of equity-7.48%
($591)
3/15/13 0:18 USD/CHF USD/CHF SHORT 2 0.94644 3/17 17:21 0.94345 0.21%
Trade id #79721499
Max drawdown($17)
Time3/15/13 2:02
Quant open-2
Worst price0.94727
Drawdown as % of equity-0.21%
$63
3/15/13 0:18 EUR/USD EUR/USD LONG 1 1.30255 3/17 17:21 1.29245 1.47%
Trade id #79721490
Max drawdown($125)
Time3/17/13 17:02
Quant open1
Worst price1.28996
Drawdown as % of equity-1.47%
($101)
3/14/13 5:50 USD/JPY USD/JPY LONG 3 96.412 3/14 5:50 96.407 0.02%
Trade id #79702464
Max drawdown($2)
Time3/14/13 5:50
Quant open0
Worst price96.407
Drawdown as % of equity-0.02%
($2)
3/13/13 22:16 USD/CHF USD/CHF LONG 1 0.95212 3/14 5:50 0.95432 0.19%
Trade id #79697820
Max drawdown($15)
Time3/14/13 4:31
Quant open1
Worst price0.95065
Drawdown as % of equity-0.19%
$23
3/13/13 22:16 EUR/USD EUR/USD SHORT 2 1.29645 3/14 5:50 1.29506 0.28%
Trade id #79697807
Max drawdown($23)
Time3/14/13 4:46
Quant open-2
Worst price1.29761
Drawdown as % of equity-0.28%
$28
3/13/13 22:15 EUR/USD EUR/USD LONG 2 1.29646 3/13 22:15 1.29645 n/a $0
3/12/13 8:29 USD/CHF USD/CHF SHORT 2 0.94625 3/13 8:54 0.94917 0.9%
Trade id #79659551
Max drawdown($76)
Time3/13/13 8:46
Quant open-2
Worst price0.94989
Drawdown as % of equity-0.90%
($61)
3/12/13 8:30 EUR/USD EUR/USD LONG 1 1.30407 3/13 8:53 1.29785 0.92%
Trade id #79659579
Max drawdown($78)
Time3/13/13 8:46
Quant open1
Worst price1.29622
Drawdown as % of equity-0.92%
($62)
3/8/13 10:48 USD/CHF USD/CHF LONG 2 0.95184 3/12 6:22 0.94815 1.35%
Trade id #79618364
Max drawdown($113)
Time3/11/13 17:02
Quant open2
Worst price0.94645
Drawdown as % of equity-1.35%
($78)
3/8/13 10:48 EUR/USD EUR/USD SHORT 1 1.29902 3/12 6:21 1.30064 0.74%
Trade id #79618377
Max drawdown($62)
Time3/11/13 16:22
Quant open-1
Worst price1.30526
Drawdown as % of equity-0.74%
($16)
3/8/13 2:30 EUR/USD EUR/USD LONG 3 1.30843 3/8 9:08 1.29602 4.16%
Trade id #79607457
Max drawdown($372)
Time3/8/13 9:08
Quant open0
Worst price1.29602
Drawdown as % of equity-4.16%
($372)
3/6/13 8:44 USD/CHF USD/CHF LONG 2 0.94445 3/7 9:30 0.94246 0.7%
Trade id #79563892
Max drawdown($62)
Time3/7/13 9:08
Quant open2
Worst price0.94152
Drawdown as % of equity-0.70%
($42)
3/6/13 8:45 USD/JPY USD/JPY LONG 1 93.535 3/7 8:30 94.550 0.12%
Trade id #79563900
Max drawdown($10)
Time3/6/13 9:44
Quant open1
Worst price93.437
Drawdown as % of equity-0.12%
$107
3/5/13 21:33 EUR/USD EUR/USD LONG 2 1.30594 3/6 8:40 1.30325 0.95%
Trade id #79554783
Max drawdown($84)
Time3/6/13 8:24
Quant open2
Worst price1.30171
Drawdown as % of equity-0.95%
($54)
3/6/13 4:31 USD/JPY USD/JPY LONG 1 93.443 3/6 4:31 93.440 n/a $0
3/5/13 21:33 GBP/USD GBP/USD LONG 1 1.51415 3/6 4:30 1.50901 0.64%
Trade id #79554800
Max drawdown($57)
Time3/6/13 4:30
Quant open1
Worst price1.50842
Drawdown as % of equity-0.64%
($51)
3/1/13 4:12 USD/CHF USD/CHF LONG 3 0.93662 3/4 12:05 0.94209 0.15%
Trade id #79486428
Max drawdown($12)
Time3/1/13 4:15
Quant open3
Worst price0.93622
Drawdown as % of equity-0.15%
$174
2/25/13 22:15 EUR/JPY EUR/JPY SHORT 1 120.890 2/26 4:21 120.236 0.07%
Trade id #79402375
Max drawdown($6)
Time2/25/13 22:21
Quant open-1
Worst price120.949
Drawdown as % of equity-0.07%
$71
2/25/13 22:15 EUR/USD EUR/USD SHORT 2 1.30827 2/26 4:21 1.30774 0.26%
Trade id #79402399
Max drawdown($23)
Time2/26/13 3:47
Quant open-2
Worst price1.30942
Drawdown as % of equity-0.26%
$11
2/25/13 4:39 USD/JPY USD/JPY LONG 3 93.889 2/25 14:00 92.675 4.42%
Trade id #79379382
Max drawdown($395)
Time2/25/13 14:00
Quant open0
Worst price92.675
Drawdown as % of equity-4.42%
($395)
2/20/13 8:20 EUR/JPY EUR/JPY SHORT 2 125.011 2/21 5:09 122.995 1.29%
Trade id #79303376
Max drawdown($111)
Time2/20/13 9:05
Quant open-2
Worst price125.532
Drawdown as % of equity-1.29%
$433
2/20/13 8:21 USD/JPY USD/JPY SHORT 1 93.500 2/21 4:23 93.375 0.66%
Trade id #79303431
Max drawdown($56)
Time2/20/13 14:07
Quant open-1
Worst price94.030
Drawdown as % of equity-0.66%
$13
2/19/13 11:51 EUR/USD EUR/USD LONG 2 1.33923 2/20 5:23 1.34049 0.27%
Trade id #79284480
Max drawdown($22)
Time2/19/13 17:59
Quant open2
Worst price1.33809
Drawdown as % of equity-0.27%
$25
2/19/13 11:52 USD/CHF USD/CHF SHORT 1 0.92156 2/20 5:23 0.92052 0.19%
Trade id #79284510
Max drawdown($16)
Time2/19/13 14:19
Quant open-1
Worst price0.92307
Drawdown as % of equity-0.19%
$11
2/20/13 4:20 USD/JPY USD/JPY SHORT 1 93.362 2/20 4:20 93.362 n/a $0
2/14/13 2:35 USD/CHF USD/CHF LONG 2 0.92194 2/18 4:37 0.92223 0.91%
Trade id #79203088
Max drawdown($77)
Time2/14/13 4:00
Quant open2
Worst price0.91838
Drawdown as % of equity-0.91%
$6
2/14/13 2:36 EUR/USD EUR/USD SHORT 1 1.33830 2/18 4:24 1.33619 0.36%
Trade id #79203101
Max drawdown($30)
Time2/14/13 4:00
Quant open-1
Worst price1.34132
Drawdown as % of equity-0.36%
$21
2/13/13 4:27 USD/JPY USD/JPY SHORT 2 93.248 2/14 1:09 93.595 1.29%
Trade id #79180506
Max drawdown($111)
Time2/13/13 6:13
Quant open-2
Worst price93.770
Drawdown as % of equity-1.29%
($74)
2/12/13 20:54 EUR/USD EUR/USD LONG 2 1.34527 2/13 5:26 1.34700 0.37%
Trade id #79174897
Max drawdown($32)
Time2/12/13 22:46
Quant open2
Worst price1.34367
Drawdown as % of equity-0.37%
$35

Statistics

  • Strategy began
    9/28/2012
  • Suggested Minimum Cap
    $7,500
  • Strategy Age (days)
    4193.49
  • Age
    140 months ago
  • What it trades
    Forex
  • # Trades
    101
  • # Profitable
    51
  • % Profitable
    50.50%
  • Avg trade duration
    1.7 days
  • Max peak-to-valley drawdown
    15.32%
  • drawdown period
    Feb 25, 2013 - June 20, 2014
  • Annual return (compounded)
    0.3%
  • Avg win
    $86.49
  • Avg loss
    $83.62
  • Model Account Values (Raw)
  • Cash
    $7,730
  • Margin Used
    $0
  • Buying Power
    $7,730
  • Ratios
  • W:L ratio
    1.06:1
  • Sharpe Ratio
    -0.49
  • Sortino Ratio
    -0.62
  • Calmar Ratio
    0.077
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.02040
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -15.27%
  • Return Percent SP500 (cumu) during strategy life
    264.31%
  • Return Statistics
  • Ann Return (w trading costs)
    1.9%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    25.10%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    0.3%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • 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
    $86
  • Avg Loss
    $84
  • Sum Trade PL (losers)
    $4,181.000
  • Sum Trade PL (winners)
    $4,411.000
  • # Winners
    51
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    3
  • Age
  • Num Months filled monthly returns table
    139
  • Win / Loss
  • # Losers
    50
  • % Winners
    50.5%
  • Frequency
  • Avg Position Time (mins)
    2407.33
  • Avg Position Time (hrs)
    40.12
  • Avg Trade Length
    1.7 days
  • Last Trade Ago
    4023
  • Regression
  • Alpha
    -0.01
  • Beta
    0.01
  • Treynor Index
    -1.34
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    0.41
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    28.769
  • 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
    16.78
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    42.75
  • 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
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.405
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.155
  • 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)
    -0.01500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.00900
  • 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)
    480
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

THIS IS THE MEDIUM TERM SWING TRADING STRATEGY.

This is not a robot. All signals are generated by manually analyzing both technical and fundamental factors. I always limiting losses and let to run profits to maximum. So Win ratio will not be high.

My Trading Hours: 23:00 EST to 14.00 EST

Trading Currencies :USD Group: EUR/USD, GBP/USD, USD/CHF
JPY Group: USD/JPY, EUR/JPY and GBP/JPY

Average No of Trades Per Weak: 1 - 3 Trades

Average Trading days of a Lot : Less than a week

Stop Loss Limits : Less than 200 Pips

Default $ Needed to Trade a Lot :$1000 (If it is $10 000 Account.Adjust proportionately if you trade different account size.)

Default No.of Lots Traded :3 Lots Per Trade in a currency group but Maximum 6 lots can be traded in both USD snd JPY Group concurrently.(But not more than 3 lots are traded in one currency group)

You can trade more than 3 lots too if you have enough funds. but it must be as follows:
Remember my default trade involves 3 lots.so if you want to trade more lots then you must increase the lot size by 3.
such as 3,6,9,12... so on.

Target Prices:
Default No.of Lots Traded :3 Lots Per Trade (It can be all 3 lots in one pair or can be diversified among 2 or 3 pairs in particular currency group)

Target Price:
I divide my targets into 3 groups (As you know my default trade consists of 3 lots)

1st target group: 80-140 Pips
1 lot if you trade 3 lots or 1/3 of the lots if you trade more than 3 lots.(e.g: If you trade 9 lots, then 1st target will be set to 3 lots)

2nd target group: 180-220 Pips
Next 1 lot or next 1/3 of the lots.

3rd target group is final 1 lot/balance 1/3 of the lots.
It is kept open. I will close it manually.
This lot is intended to catch the big price movements.
I will stay with a trend until It reverses.

Good Luck,
SuperModerateTrader

Summary Statistics

Strategy began
2012-09-28
Suggested Minimum Capital
$7,500
# Trades
101
# Profitable
51
% Profitable
50.5%
Correlation S&P500
0.020
Sharpe Ratio
-0.49
Sortino Ratio
-0.62
Beta
0.01
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.