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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

Tests test
(114336076)

Created by: AllYouCanEatForex AllYouCanEatForex
Started: 10/2017
Forex
Last trade: 2,339 days ago

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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.

-100.0%
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.

(40.7%)
Max Drawdown
34
Num Trades
61.8%
Win Trades
4.7 : 1
Profit Factor
51.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                                                               (35.2%)+200.9%(44.5%)+8.2%
2018+48.9%+13.8%+34.1%(6.1%)(35.1%)+20.9%(6.4%)+11.8%+8.9%(2.7%)(20.1%)+32.3%+96.1%
2019(0.2%)+33.1%(13.2%)+13.5%(1.5%)  -  (8.7%)+27.0%+23.1%+7.5%(9.4%)+35.9%
2020+20.2%+8.2%+8.0%(12.3%)(26.6%)(27.2%)+28.0%(9.5%)(3.4%)+14.5%(7.6%)(22.9%)(39.9%)
2021+16.2%+3.9%+10.5%(14.5%)+29.2%(1.7%)+30.1%(2.5%)(10.6%)(12.7%)+14.8%(0.7%)+63.4%
2022+15.7%(23.3%)(43.2%)+18.8%(25%)+25.7%(26.6%)(19.3%)(3.3%)+84.5%+17.3%(19.1%)(43.4%)
2023(28%)+31.3%+56.7%+12.6%+19.2%(0.9%)+2.1%+15.0%(20.4%)+6.1%+0.2%(12%)+72.4%
2024+21.7%+1.5%+2.4%                                                      +26.4%

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
10/25/17 13:57 EUR/JPY EUR/JPY LONG 10 134.350 10/26 11:04 133.437 n/a ($803)
10/24/17 21:11 GBP/AUD GBP/AUD SHORT 10 1.69850 10/25 3:21 1.69982 7.56%
Trade id #114507852
Max drawdown($298)
Time10/25/17 1:28
Quant open-10
Worst price1.70237
Drawdown as % of equity-7.56%
($102)
10/24/17 20:38 GBP/AUD GBP/AUD LONG 10 1.69419 10/24 20:56 1.69650 1.22%
Trade id #114507373
Max drawdown($48)
Time10/24/17 20:40
Quant open10
Worst price1.69356
Drawdown as % of equity-1.22%
$179
10/24/17 14:12 GBP/AUD GBP/AUD SHORT 10 1.68781 10/24 20:35 1.69526 12.71%
Trade id #114468678
Max drawdown($577)
Time10/24/17 20:35
Quant open0
Worst price1.69526
Drawdown as % of equity-12.71%
($577)
10/24/17 3:38 GBP/AUD GBP/AUD LONG 10 1.69381 10/24 13:03 1.68781 12.72%
Trade id #114446550
Max drawdown($586)
Time10/24/17 12:21
Quant open10
Worst price1.68627
Drawdown as % of equity-12.72%
($466)
10/24/17 3:10 GBP/AUD GBP/AUD SHORT 10 1.69475 10/24 3:36 1.69385 0.99%
Trade id #114441525
Max drawdown($49)
Time10/24/17 3:23
Quant open-10
Worst price1.69538
Drawdown as % of equity-0.99%
$70
10/23/17 17:06 GBP/AUD GBP/AUD SHORT 10 1.68985 10/24 3:06 1.69506 7.73%
Trade id #114431275
Max drawdown($405)
Time10/24/17 3:06
Quant open0
Worst price1.69506
Drawdown as % of equity-7.73%
($405)
10/23/17 14:14 EUR/JPY EUR/JPY SHORT 10 133.406 10/23 16:12 133.168 2.15%
Trade id #114427460
Max drawdown($111)
Time10/23/17 14:55
Quant open-10
Worst price133.532
Drawdown as % of equity-2.15%
$210
10/22/17 22:08 NZD/JPY NZD/JPY LONG 10 79.205 10/22 23:43 79.276 1.25%
Trade id #114413367
Max drawdown($63)
Time10/22/17 22:24
Quant open10
Worst price79.133
Drawdown as % of equity-1.25%
$62
10/22/17 21:54 NZD/USD NZD/USD LONG 10 0.69549 10/22 22:07 0.69584 0.49%
Trade id #114413282
Max drawdown($25)
Time10/22/17 21:59
Quant open10
Worst price0.69524
Drawdown as % of equity-0.49%
$35
10/22/17 21:28 NZD/USD NZD/USD LONG 10 0.69431 10/22 21:47 0.69508 0.08%
Trade id #114413124
Max drawdown($4)
Time10/22/17 21:30
Quant open10
Worst price0.69427
Drawdown as % of equity-0.08%
$77
10/22/17 20:51 EUR/JPY EUR/JPY SHORT 10 134.000 10/22 20:54 133.929 0.07%
Trade id #114412937
Max drawdown($3)
Time10/22/17 20:54
Quant open-10
Worst price134.004
Drawdown as % of equity-0.07%
$62
10/22/17 18:28 NZD/USD NZD/USD SHORT 10 0.69408 10/22 20:49 0.69347 1.39%
Trade id #114411754
Max drawdown($67)
Time10/22/17 19:10
Quant open-10
Worst price0.69475
Drawdown as % of equity-1.39%
$61
10/22/17 18:14 EUR/JPY EUR/JPY SHORT 10 134.078 10/22 18:26 134.016 0.7%
Trade id #114411506
Max drawdown($33)
Time10/22/17 18:19
Quant open-10
Worst price134.116
Drawdown as % of equity-0.70%
$54
10/20/17 3:04 EUR/JPY EUR/JPY LONG 10 133.833 10/20 11:39 133.600 4.15%
Trade id #114386380
Max drawdown($205)
Time10/20/17 11:39
Quant open0
Worst price133.600
Drawdown as % of equity-4.15%
($205)
10/20/17 2:51 EUR/JPY EUR/JPY SHORT 10 133.700 10/20 3:04 133.833 2.27%
Trade id #114386253
Max drawdown($117)
Time10/20/17 3:04
Quant open0
Worst price133.833
Drawdown as % of equity-2.27%
($117)
10/20/17 2:19 EUR/JPY EUR/JPY LONG 10 133.778 10/20 2:51 133.700 1.33%
Trade id #114385448
Max drawdown($69)
Time10/20/17 2:51
Quant open0
Worst price133.700
Drawdown as % of equity-1.33%
($69)
10/19/17 23:27 EUR/JPY EUR/JPY SHORT 10 133.652 10/20 2:19 133.778 2.46%
Trade id #114384067
Max drawdown($128)
Time10/20/17 2:14
Quant open-10
Worst price133.798
Drawdown as % of equity-2.46%
($111)
10/19/17 22:23 GBP/NZD GBP/NZD SHORT 10 1.87760 10/19 23:20 1.87658 2.36%
Trade id #114383555
Max drawdown($123)
Time10/19/17 22:56
Quant open-10
Worst price1.87936
Drawdown as % of equity-2.36%
$71
10/19/17 20:46 GBP/NZD GBP/NZD SHORT 10 1.87790 10/19 20:48 1.87729 n/a $43
10/19/17 20:31 GBP/NZD GBP/NZD LONG 10 1.87660 10/19 20:41 1.87871 0.55%
Trade id #114382478
Max drawdown($27)
Time10/19/17 20:33
Quant open10
Worst price1.87620
Drawdown as % of equity-0.55%
$148
10/19/17 20:21 GBP/NZD GBP/NZD SHORT 10 1.87548 10/19 20:31 1.87660 1.55%
Trade id #114382308
Max drawdown($79)
Time10/19/17 20:31
Quant open0
Worst price1.87660
Drawdown as % of equity-1.55%
($79)
10/19/17 19:10 GBP/NZD GBP/NZD SHORT 10 1.87200 10/19 20:00 1.87120 0.7%
Trade id #114381936
Max drawdown($35)
Time10/19/17 19:15
Quant open-10
Worst price1.87250
Drawdown as % of equity-0.70%
$56
10/19/17 18:22 GBP/NZD GBP/NZD LONG 10 1.87150 10/19 18:51 1.87220 0.7%
Trade id #114381732
Max drawdown($35)
Time10/19/17 18:24
Quant open10
Worst price1.87100
Drawdown as % of equity-0.70%
$49
10/19/17 17:03 EUR/JPY EUR/JPY LONG 10 133.290 10/19 18:19 133.345 0.34%
Trade id #114380883
Max drawdown($16)
Time10/19/17 17:54
Quant open10
Worst price133.271
Drawdown as % of equity-0.34%
$49
10/19/17 15:40 EUR/JPY EUR/JPY LONG 10 133.301 10/19 16:39 133.369 2.58%
Trade id #114378559
Max drawdown($127)
Time10/19/17 15:58
Quant open10
Worst price133.158
Drawdown as % of equity-2.58%
$60
10/19/17 14:57 GBP/JPY GBP/JPY SHORT 10 148.196 10/19 15:36 148.156 0.27%
Trade id #114377339
Max drawdown($13)
Time10/19/17 15:00
Quant open-10
Worst price148.211
Drawdown as % of equity-0.27%
$36
10/18/17 22:05 EUR/AUD EUR/AUD LONG 10 1.50281 10/19 14:00 1.50391 6.99%
Trade id #114360349
Max drawdown($324)
Time10/19/17 4:19
Quant open10
Worst price1.49869
Drawdown as % of equity-6.99%
$87
10/18/17 21:14 EUR/AUD EUR/AUD SHORT 10 1.50121 10/18 22:05 1.50281 3.18%
Trade id #114359790
Max drawdown($157)
Time10/18/17 22:04
Quant open-10
Worst price1.50321
Drawdown as % of equity-3.18%
($126)
10/18/17 20:05 EUR/AUD EUR/AUD LONG 10 1.50391 10/18 21:13 1.50121 5.64%
Trade id #114358884
Max drawdown($289)
Time10/18/17 20:31
Quant open10
Worst price1.50023
Drawdown as % of equity-5.64%
($212)

Statistics

  • Strategy began
    10/17/2017
  • Suggested Minimum Cap
    $5,000
  • Strategy Age (days)
    2354.28
  • Age
    78 months ago
  • What it trades
    Forex
  • # Trades
    34
  • # Profitable
    21
  • % Profitable
    61.80%
  • Avg trade duration
    68.9 days
  • Max peak-to-valley drawdown
    40.72%
  • drawdown period
    Oct 23, 2017 - Oct 26, 2017
  • Cumul. Return
    -34.5%
  • Avg win
    $755.24
  • Avg loss
    $258.31
  • Model Account Values (Raw)
  • Cash
    $3,271
  • Margin Used
    $3,408
  • Buying Power
    $14,092
  • Ratios
  • W:L ratio
    4.72:1
  • Sharpe Ratio
    0.51
  • Sortino Ratio
    0.86
  • Calmar Ratio
    2.904
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -34.76%
  • Correlation to SP500
    -0.07760
  • Return Percent SP500 (cumu) during strategy life
    105.30%
  • Return Statistics
  • Ann Return (w trading costs)
    -100.0%
  • Slump
  • Current Slump as Pcnt Equity
    23.20%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.345%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.62%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    22.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    75.50%
  • Chance of 30% account loss
    3.00%
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $755
  • Avg Loss
    $258
  • Sum Trade PL (losers)
    $3,358.000
  • # Winners
    21
  • Num Months Winners
    40
  • Age
  • Num Months filled monthly returns table
    78
  • Win / Loss
  • Sum Trade PL (winners)
    $15,860.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    13
  • % Winners
    61.8%
  • Frequency
  • Avg Position Time (mins)
    99250.40
  • Avg Position Time (hrs)
    1654.17
  • Avg Trade Length
    68.9 days
  • Last Trade Ago
    2346
  • Regression
  • Alpha
    0.15
  • Beta
    -0.37
  • Treynor Index
    -0.38
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.08
  • 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
    20.02
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.02
  • Avg(MAE) / Avg(PL) - All trades
    0.821
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    13.82
  • MAE:Equity, 95th Percentile Value for this strat
    0.13
  • MAE:Equity, average, winning trades
    0.10
  • MAE:Equity, average, losing trades
    0.06
  • Avg(MAE) / Avg(PL) - Winning trades
    0.480
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.238
  • Hold-and-Hope Ratio
    -0.215
  • 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)
    3.61400
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.17700
  • 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)
    3
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Summary Statistics

Strategy began
2017-10-17
Suggested Minimum Capital
$5,000
# Trades
34
# Profitable
21
% Profitable
61.8%
Correlation S&P500
-0.078
Sharpe Ratio
0.51
Sortino Ratio
0.86
Beta
-0.37
Alpha
0.15

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.