Collective2 Collective2
For your consideration QPI 50L 50K Rank on Leaderboard #5 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Emini Chaser

By NYTT

Futures · Started Apr 2017

hypothetical · Annual Return (Compounded)
3199.3%
Max Drawdown
11.9%
Trades
47
Win Trades
48.9%
Profit Factor
1.90
Win Months
0.9%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201730.0-4.10.00.00.00.00.00.00.024.7
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began4/12/2017
Suggested Minimum Capital$10,000
Age116 months
What it tradesFutures
# Trades47
# Profitable23
% Profitable48.9%
Avg trade duration8.1 hours
Max peak-to-valley drawdown11.9%
drawdown periodApril 25, 2017 - May 02, 2017
Cumul. Return25.4%
Avg win$308
Avg loss$153

Ratios

W:L ratio1.93
Sharpe Ratio0.07
Sortino Ratio0.20
Calmar Ratio3.02

CORRELATION STATISTICS

Correlation to SP500-0.00
Return Percent SP500 (cumu) during strategy life225.1%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)23.6%

Return Statistics

Ann Return (w trading costs)3199.3%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.3%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)3.1%

Slump

Current Slump as Pcnt Equity13.4%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss3.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)869
Popularity (Last 6 weeks)962
Popularity (7 days, Percentile 1000 scale)982

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$153
Avg Win$308
# Winners23
Sum Trade PL (losers)$3,665
Sum Trade PL (winners)$7,079
Num Months Winners1
# Losers24
% Winners48.9%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table115

Frequency

Avg Position Time (mins)488.63
Avg Position Time (hrs)8.14
Avg Trade Length0.30
Last Trade Ago3450

Regression

Alpha0
Beta0
Treynor Index-10.06

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.01
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades2.91
MAE:PL (avg, all trades)0.01
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats22.03
MAE:PL - Winning Trades - this strat Percentile of All Strats48.63
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.49
Avg(MAE) / Avg(PL) - Losing trades-1.19
Hold-and-Hope Ratio0.34

RATIO STATISTICS

a (intercept, estimate of alpha)0.18
VAR (95 Confidence Intrvl)0.01

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)7
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 68 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
QGC M7short1May 2, 2017May 2, 2017$42
QGC M7long1May 2, 2017May 2, 2017($113)
@TFS M7long1May 1, 2017May 2, 2017($288)
@NQ M7long1May 1, 2017May 2, 2017$62
@YM M7short1May 1, 2017May 1, 2017($38)
@QM M7short2May 1, 2017May 1, 2017($79)
QCL M7short1May 1, 2017May 1, 2017$22
@YM M7short1Apr 28, 2017May 1, 2017($68)
@NQ M7long1Apr 28, 2017Apr 28, 2017($243)
@YM M7long1Apr 28, 2017Apr 28, 2017($135)
@YM M7short1Apr 27, 2017Apr 28, 2017($128)
@YM M7short1Apr 26, 2017Apr 26, 2017$107
@TFS M7long1Apr 26, 2017Apr 26, 2017($278)
@QM M7long1Apr 26, 2017Apr 26, 2017($333)
QHG K7long1Apr 26, 2017Apr 26, 2017$17
@YM M7long1Apr 25, 2017Apr 25, 2017$1,017
@QM M7short1Apr 24, 2017Apr 25, 2017($71)
@YM M7long1Apr 24, 2017Apr 24, 2017($48)
@QM M7short1Apr 24, 2017Apr 24, 2017($58)
@YM M7long1Apr 24, 2017Apr 24, 2017($147)
QCL M7short1Apr 24, 2017Apr 24, 2017$12
@QM M7short2Apr 21, 2017Apr 21, 2017$559
@NQ M7long1Apr 21, 2017Apr 21, 2017($268)
QGC M7long1Apr 20, 2017Apr 20, 2017($98)
QCL M7short1Apr 20, 2017Apr 20, 2017$72
@TFS M7long1Apr 20, 2017Apr 20, 2017$217
@YM M7long1Apr 20, 2017Apr 20, 2017$282
@TY M7short1Apr 20, 2017Apr 20, 2017($8)
QHG K7short1Apr 20, 2017Apr 20, 2017($283)
QHG K7long1Apr 20, 2017Apr 20, 2017($208)

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.