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.

This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

Crude tester
(111472657)

Created by: BouxCapital BouxCapital
Started: 05/2017
Futures
Last trade: 296 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 $150.00 per month.

-17.7%
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.

41.4%
Max Drawdown
21
Num Trades
57.1%
Win Trades
0.8 : 1
Profit Factor
8.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                            +13.2%(27.3%)  -    -    -    -    -    -  (17.7%)
2018  -    -    -    -                                                  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
6/30/17 14:28 QCLQ7 CRUDE OIL SHORT 1 46.07 6/30 14:29 46.05 n/a $12
Includes Typical Broker Commissions trade costs of $8.00
6/30/17 14:24 QCLQ7 CRUDE OIL SHORT 1 46.09 6/30 14:25 46.08 n/a $2
Includes Typical Broker Commissions trade costs of $8.00
6/28/17 10:00 QCLQ7 CRUDE OIL LONG 1 44.18 6/29 23:19 45.24 3.65%
Trade id #112258616
Max drawdown($280)
Time6/28/17 10:30
Quant open1
Worst price43.90
Drawdown as % of equity-3.65%
$1,052
Includes Typical Broker Commissions trade costs of $8.00
6/27/17 18:00 QCLQ7 CRUDE OIL SHORT 1 43.68 6/28 10:00 44.18 8.04%
Trade id #112245606
Max drawdown($620)
Time6/28/17 9:28
Quant open-1
Worst price44.30
Drawdown as % of equity-8.04%
($508)
Includes Typical Broker Commissions trade costs of $8.00
6/27/17 11:00 QCLQ7 CRUDE OIL LONG 1 44.33 6/27 18:00 43.68 9.03%
Trade id #112233840
Max drawdown($780)
Time6/27/17 16:38
Quant open1
Worst price43.55
Drawdown as % of equity-9.03%
($658)
Includes Typical Broker Commissions trade costs of $8.00
6/26/17 15:16 QCLQ7 CRUDE OIL SHORT 1 43.44 6/27 11:00 44.33 10.19%
Trade id #112219522
Max drawdown($950)
Time6/27/17 10:42
Quant open-1
Worst price44.39
Drawdown as % of equity-10.19%
($898)
Includes Typical Broker Commissions trade costs of $8.00
6/20/17 18:22 QCLQ7 CRUDE OIL LONG 1 43.40 6/21 12:49 42.38 9.61%
Trade id #112142480
Max drawdown($1,020)
Time6/21/17 12:49
Quant open0
Worst price42.38
Drawdown as % of equity-9.61%
($1,028)
Includes Typical Broker Commissions trade costs of $8.00
6/20/17 10:00 QCLQ7 CRUDE OIL SHORT 1 43.11 6/20 18:22 43.41 6.44%
Trade id #112134080
Max drawdown($680)
Time6/20/17 16:31
Quant open-1
Worst price43.79
Drawdown as % of equity-6.44%
($308)
Includes Typical Broker Commissions trade costs of $8.00
6/20/17 7:00 QCLQ7 CRUDE OIL LONG 1 43.69 6/20 10:00 43.11 5.91%
Trade id #112130436
Max drawdown($660)
Time6/20/17 9:58
Quant open1
Worst price43.03
Drawdown as % of equity-5.91%
($588)
Includes Typical Broker Commissions trade costs of $8.00
6/19/17 13:29 QCLQ7 CRUDE OIL LONG 1 44.66 6/20 6:18 43.61 8.4%
Trade id #112121329
Max drawdown($1,050)
Time6/20/17 6:18
Quant open0
Worst price43.61
Drawdown as % of equity-8.40%
($1,058)
Includes Typical Broker Commissions trade costs of $8.00
6/14/17 16:27 QCLQ7 CRUDE OIL SHORT 1 44.94 6/19 13:29 44.67 2.71%
Trade id #112064262
Max drawdown($340)
Time6/19/17 7:26
Quant open-1
Worst price45.28
Drawdown as % of equity-2.71%
$262
Includes Typical Broker Commissions trade costs of $8.00
6/14/17 11:00 QCLN7 CRUDE OIL SHORT 1 44.90 6/14 16:25 44.73 0.57%
Trade id #112053677
Max drawdown($70)
Time6/14/17 14:18
Quant open-1
Worst price44.97
Drawdown as % of equity-0.57%
$162
Includes Typical Broker Commissions trade costs of $8.00
6/2/17 11:07 QCLN7 CRUDE OIL LONG 1 47.18 6/2 11:22 47.34 0.5%
Trade id #111892290
Max drawdown($60)
Time6/2/17 11:12
Quant open1
Worst price47.12
Drawdown as % of equity-0.50%
$152
Includes Typical Broker Commissions trade costs of $8.00
6/1/17 16:00 QCLN7 CRUDE OIL SHORT 1 48.01 6/2 6:07 46.81 1.68%
Trade id #111880095
Max drawdown($180)
Time6/1/17 21:44
Quant open-1
Worst price48.19
Drawdown as % of equity-1.68%
$1,192
Includes Typical Broker Commissions trade costs of $8.00
5/31/17 18:00 QCLN7 CRUDE OIL LONG 1 48.64 6/1 16:00 48.01 5.9%
Trade id #111859997
Max drawdown($650)
Time6/1/17 15:06
Quant open1
Worst price47.99
Drawdown as % of equity-5.90%
($638)
Includes Typical Broker Commissions trade costs of $8.00
5/31/17 15:00 QCLN7 CRUDE OIL SHORT 1 48.14 5/31 18:00 48.64 6.01%
Trade id #111857148
Max drawdown($680)
Time5/31/17 16:43
Quant open-1
Worst price48.82
Drawdown as % of equity-6.01%
($508)
Includes Typical Broker Commissions trade costs of $8.00
5/26/17 2:00 QCLN7 CRUDE OIL LONG 1 48.56 5/26 3:00 49.06 0.7%
Trade id #111783782
Max drawdown($80)
Time5/26/17 2:03
Quant open1
Worst price48.48
Drawdown as % of equity-0.70%
$492
Includes Typical Broker Commissions trade costs of $8.00
5/17/17 12:00 QCLN7 CRUDE OIL LONG 1 49.65 5/17 12:05 49.67 0.09%
Trade id #111645040
Max drawdown($10)
Time5/17/17 12:03
Quant open1
Worst price49.64
Drawdown as % of equity-0.09%
$12
Includes Typical Broker Commissions trade costs of $8.00
5/12/17 10:13 QCLM7 CRUDE OIL LONG 1 47.80 5/14 22:47 48.44 4.18%
Trade id #111571478
Max drawdown($450)
Time5/12/17 10:48
Quant open1
Worst price47.35
Drawdown as % of equity-4.18%
$632
Includes Typical Broker Commissions trade costs of $8.00
5/10/17 11:00 QCLM7 CRUDE OIL LONG 1 47.25 5/12 9:10 47.90 1.49%
Trade id #111522630
Max drawdown($150)
Time5/10/17 11:09
Quant open1
Worst price47.10
Drawdown as % of equity-1.49%
$642
Includes Typical Broker Commissions trade costs of $8.00
5/9/17 9:37 QCLM7 CRUDE OIL LONG 1 46.17 5/9 10:49 46.29 2.2%
Trade id #111473414
Max drawdown($220)
Time5/9/17 9:45
Quant open1
Worst price45.95
Drawdown as % of equity-2.20%
$112
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    5/9/2017
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    348.21
  • Age
    12 months ago
  • What it trades
    Futures
  • # Trades
    21
  • # Profitable
    12
  • % Profitable
    57.10%
  • Avg trade duration
    18.9 hours
  • Max peak-to-valley drawdown
    41.4%
  • drawdown period
    June 15, 2017 - June 27, 2017
  • Cumul. Return
    -17.7%
  • Avg win
    $401.67
  • Avg loss
    $680.00
  • Model Account Values (Raw)
  • Cash
    $8,700
  • Margin Used
    $0
  • Buying Power
    $8,700
  • Ratios
  • W:L ratio
    0.79:1
  • Sharpe Ratio
    -0.911
  • Sortino Ratio
    -1.09
  • Calmar Ratio
    -0.996
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.04000
  • Return Statistics
  • Ann Return (w trading costs)
    -70.8%
  • Ann Return (Compnd, No Fees)
    -13.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    54.00%
  • Chance of 30% account loss
    8.00%
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    873
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    7
  • Win / Loss
  • Avg Win
    $402
  • Avg Loss
    $680
  • # Winners
    12
  • # Losers
    9
  • % Winners
    57.1%
  • Frequency
  • Avg Position Time (mins)
    1135.92
  • Avg Position Time (hrs)
    18.93
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    296
  • 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)
    -0.40700

Strategy Description

Summary Statistics

Strategy began
2017-05-09
Suggested Minimum Capital
$10,000
# Trades
21
# Profitable
12
% Profitable
57.1%
Correlation S&P500
0.040
Sharpe Ratio
-0.911

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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.