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This is an archived track record. This track record was archived on 3/24/17 8:33 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more
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GiGo1 TestimgPlatform
(108711797)

Created by: tgtbt tgtbt
Started: 01/2017
Futures
Last trade: 2,587 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 $159.00 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.

-71.5%
Cumul. Return

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.

(32.3%)
Max Drawdown
43
Num Trades
90.7%
Win Trades
0.4 : 1
Profit Factor
1.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017+1.5%(11.5%)(12.2%)  -    -    -    -    -    -    -    -    -  (21.1%)
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
1/30/17 11:35 XIV VELOCITYSHARES DAILY INVERSE V SHORT 3,100 59.46 3/24 8:33 62.33 n/a ($8,930)
Includes Typical Broker Commissions trade costs of $40.00
2/8/17 10:03 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 4 5182.69 3/18 2:01 5417.25 26.79%
Trade id #109388058
Max drawdown($20,585)
Time3/16/17 3:09
Quant open-4
Worst price5440.00
Drawdown as % of equity-26.79%
 ($18,797)
Includes Typical Broker Commissions trade costs of $32.00
2/10/17 10:37 @ESH7 E-MINI S&P 500 SHORT 1 2311.00 2/10 10:44 2310.50 0.02%
Trade id #109464102
Max drawdown($25)
Time2/10/17 10:41
Quant open-1
Worst price2311.50
Drawdown as % of equity-0.02%
 $17
Includes Typical Broker Commissions trade costs of $8.00
2/8/17 9:56 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 1 5169.00 2/8 9:59 5170.25 0.01%
Trade id #109387706
Max drawdown($10)
Time2/8/17 9:59
Quant open1
Worst price5168.50
Drawdown as % of equity-0.01%
 $17
Includes Typical Broker Commissions trade costs of $8.00
2/7/17 3:44 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 4 5166.31 2/8 9:50 5165.00 1.95%
Trade id #109347185
Max drawdown($2,055)
Time2/7/17 11:05
Quant open-4
Worst price5192.00
Drawdown as % of equity-1.95%
 $73
Includes Typical Broker Commissions trade costs of $32.00
1/25/17 22:14 @ESH7 E-MINI S&P 500 SHORT 4 2298.12 2/6 10:34 2288.75 0.18%
Trade id #109040374
Max drawdown($175)
Time1/26/17 1:19
Quant open-2
Worst price2299.50
Drawdown as % of equity-0.18%
 $1,843
Includes Typical Broker Commissions trade costs of $32.00
2/2/17 7:15 AUD/USD AUD/USD SHORT 12 0.76780 2/6 9:41 0.76430 0.21%
Trade id #109228483
Max drawdown($217)
Time2/2/17 8:49
Quant open-12
Worst price0.76961
Drawdown as % of equity-0.21%
 $419
2/6/17 8:24 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 8 5144.06 2/6 8:48 5144.81 0.45%
Trade id #109302782
Max drawdown($457)
Time2/6/17 8:35
Quant open6
Worst price5140.25
Drawdown as % of equity-0.45%
 $56
Includes Typical Broker Commissions trade costs of $64.00
2/6/17 2:30 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 1 5156.00 2/6 3:01 5153.25 0%
Trade id #109294438
Max drawdown($5)
Time2/6/17 2:32
Quant open-1
Worst price5156.25
Drawdown as % of equity-0.00%
 $47
Includes Typical Broker Commissions trade costs of $8.00
2/6/17 2:12 @ESH7 E-MINI S&P 500 SHORT 1 2292.25 2/6 3:00 2291.50 0.04%
Trade id #109293962
Max drawdown($37)
Time2/6/17 2:26
Quant open-1
Worst price2293.00
Drawdown as % of equity-0.04%
 $30
Includes Typical Broker Commissions trade costs of $8.00
2/2/17 11:11 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 2 5155.50 2/2 11:30 5151.50 0.06%
Trade id #109237957
Max drawdown($60)
Time2/2/17 11:14
Quant open-2
Worst price5157.00
Drawdown as % of equity-0.06%
 $144
Includes Typical Broker Commissions trade costs of $16.00
2/2/17 11:10 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 1 5154.50 2/2 11:10 5155.75 n/a $17
Includes Typical Broker Commissions trade costs of $8.00
2/2/17 9:44 AUD/USD AUD/USD SHORT 16 0.76874 2/2 10:57 0.76793 0.09%
Trade id #109234405
Max drawdown($94)
Time2/2/17 10:04
Quant open-12
Worst price0.76958
Drawdown as % of equity-0.09%
 $130
2/2/17 10:18 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 1 5148.25 2/2 10:33 5146.25 0.01%
Trade id #109236249
Max drawdown($15)
Time2/2/17 10:20
Quant open-1
Worst price5149.00
Drawdown as % of equity-0.01%
 $32
Includes Typical Broker Commissions trade costs of $8.00
2/2/17 9:36 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 1 5127.25 2/2 9:36 5130.75 n/a $62
Includes Typical Broker Commissions trade costs of $8.00
2/2/17 7:25 DXMH7 MINI-DAX INDEX SHORT 1 11647.0 2/2 9:35 11611.0 0.13%
Trade id #109228703
Max drawdown($134)
Time2/2/17 7:46
Quant open-1
Worst price11672.0
Drawdown as % of equity-0.13%
 $187
Includes Typical Broker Commissions trade costs of $8.00
1/31/17 12:49 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 2 5093.50 1/31 13:11 5089.00 0.03%
Trade id #109175604
Max drawdown($30)
Time1/31/17 12:54
Quant open-2
Worst price5094.25
Drawdown as % of equity-0.03%
 $164
Includes Typical Broker Commissions trade costs of $16.00
1/31/17 11:47 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 6 5084.42 1/31 12:11 5088.00 0.13%
Trade id #109174112
Max drawdown($140)
Time1/31/17 12:06
Quant open6
Worst price5083.25
Drawdown as % of equity-0.13%
 $382
Includes Typical Broker Commissions trade costs of $48.00
1/31/17 11:37 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 12 5084.75 1/31 11:44 5087.25 0.06%
Trade id #109173827
Max drawdown($60)
Time1/31/17 11:39
Quant open12
Worst price5084.50
Drawdown as % of equity-0.06%
 $504
Includes Typical Broker Commissions trade costs of $96.00
1/31/17 11:23 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 6 5088.50 1/31 11:36 5085.50 0.54%
Trade id #109173413
Max drawdown($570)
Time1/31/17 11:36
Quant open6
Worst price5083.75
Drawdown as % of equity-0.54%
 ($408)
Includes Typical Broker Commissions trade costs of $48.00
1/31/17 10:53 DXMH7 MINI-DAX INDEX LONG 2 11586.0 1/31 11:15 11595.0 0.1%
Trade id #109172516
Max drawdown($107)
Time1/31/17 11:03
Quant open2
Worst price11576.0
Drawdown as % of equity-0.10%
 $81
Includes Typical Broker Commissions trade costs of $16.00
1/31/17 10:21 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 2 5106.25 1/31 10:29 5102.25 0.11%
Trade id #109171575
Max drawdown($110)
Time1/31/17 10:23
Quant open-2
Worst price5109.00
Drawdown as % of equity-0.11%
 $144
Includes Typical Broker Commissions trade costs of $16.00
1/31/17 10:09 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 2 5094.75 1/31 10:15 5098.75 0.11%
Trade id #109171094
Max drawdown($110)
Time1/31/17 10:14
Quant open2
Worst price5092.00
Drawdown as % of equity-0.11%
 $144
Includes Typical Broker Commissions trade costs of $16.00
1/20/17 10:35 XIV VELOCITYSHARES DAILY INVERSE V SHORT 2,200 60.47 1/30 9:45 59.28 4.5%
Trade id #108896036
Max drawdown($4,472)
Time1/27/17 12:25
Quant open-2,200
Worst price62.50
Drawdown as % of equity-4.50%
 $2,588
Includes Typical Broker Commissions trade costs of $24.50
1/26/17 14:22 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 2 5156.50 1/26 15:09 5154.38 0.18%
Trade id #109061128
Max drawdown($180)
Time1/26/17 14:29
Quant open-2
Worst price5161.00
Drawdown as % of equity-0.18%
 $69
Includes Typical Broker Commissions trade costs of $16.00
1/26/17 11:00 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 5 5147.60 1/26 11:12 5149.60 0.33%
Trade id #109055616
Max drawdown($335)
Time1/26/17 11:08
Quant open5
Worst price5144.25
Drawdown as % of equity-0.33%
 $160
Includes Typical Broker Commissions trade costs of $40.00
1/26/17 10:14 @ESH7 E-MINI S&P 500 SHORT 4 2296.06 1/26 10:24 2294.50 0.08%
Trade id #109054348
Max drawdown($75)
Time1/26/17 10:16
Quant open-3
Worst price2296.50
Drawdown as % of equity-0.08%
 $281
Includes Typical Broker Commissions trade costs of $32.00
1/25/17 12:30 @NQH7 E-MINI NASDAQ 100 STK IDX SHORT 10 5136.25 1/25 12:40 5133.75 0.18%
Trade id #109028133
Max drawdown($175)
Time1/25/17 12:32
Quant open-5
Worst price5137.50
Drawdown as % of equity-0.18%
 $420
Includes Typical Broker Commissions trade costs of $80.00
1/25/17 11:57 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 5 5131.75 1/25 11:58 5132.00 n/a ($15)
Includes Typical Broker Commissions trade costs of $40.00
1/25/17 11:53 @NQH7 E-MINI NASDAQ 100 STK IDX LONG 10 5129.75 1/25 11:56 5131.00 0.15%
Trade id #109026583
Max drawdown($150)
Time1/25/17 11:55
Quant open10
Worst price5129.00
Drawdown as % of equity-0.15%
 $170
Includes Typical Broker Commissions trade costs of $80.00
Next

Statistics

  • Strategy began
    1/18/2017
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    2651.06
  • Age
    88 months ago
  • What it trades
    Futures
  • # Trades
    43
  • # Profitable
    39
  • % Profitable
    90.70%
  • Avg trade duration
    2.8 days
  • Max peak-to-valley drawdown
    32.34%
  • drawdown period
    Feb 08, 2017 - March 20, 2017
  • Cumul. Return
    -21.0%
  • Avg win
    $272.92
  • Avg loss
    $7,202
  • Model Account Values (Raw)
  • Cash
    $81,833
  • Margin Used
    $0
  • Buying Power
    $81,833
  • Ratios
  • W:L ratio
    0.37:1
  • Sharpe Ratio
    -0.76
  • Sortino Ratio
    -0.98
  • Calmar Ratio
    -0.51
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -24.30%
  • Correlation to SP500
    -0.02940
  • Return Percent SP500 (cumu) during strategy life
    123.19%
  • Return Statistics
  • Ann Return (w trading costs)
    -71.5%
  • Slump
  • Current Slump as Pcnt Equity
    33.80%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.210%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.78%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.99%
  • Instruments
  • Percent Trades Stocks
    0.17%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    0.06%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -2.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    67.50%
  • Chance of 30% account loss
    7.00%
  • 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
  • Automation
  • Percentage Signals Automated
    0.49%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    293
  • Popularity (Last 6 weeks)
    756
  • Popularity (7 days, Percentile 1000 scale)
    281
  • Trading Style
  • Any stock shorts? 0/1
    1
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $273
  • Avg Loss
    $7,202
  • Sum Trade PL (losers)
    $28,810.000
  • # Winners
    39
  • Num Months Winners
    1
  • Age
  • Num Months filled monthly returns table
    88
  • Win / Loss
  • Sum Trade PL (winners)
    $10,644.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    4
  • % Winners
    90.7%
  • Frequency
  • Avg Position Time (mins)
    3977.15
  • Avg Position Time (hrs)
    66.29
  • Avg Trade Length
    2.8 days
  • Last Trade Ago
    2586
  • Regression
  • Alpha
    -0.01
  • Beta
    -0.01
  • Treynor Index
    1.54
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • 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
    32.38
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    1.50
  • Avg(MAE) / Avg(PL) - All trades
    -4.261
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    10.84
  • MAE:Equity, 95th Percentile Value for this strat
    0.28
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.10
  • Avg(MAE) / Avg(PL) - Winning trades
    1.691
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.117
  • Hold-and-Hope Ratio
    -0.235
  • 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)
    -0.18100
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01400
  • 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)
    40
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade this strategy at Interactive Brokers

Summary Statistics

Strategy began
2017-01-18
Suggested Minimum Capital
$100,000
# Trades
43
# Profitable
39
% Profitable
90.7%
Correlation S&P500
-0.029
Sharpe Ratio
-0.76
Sortino Ratio
-0.98
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.