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These are hypothetical performance results that have certain inherent limitations. Learn more

Algo Commodities ABC (114545350)

Created by: Algo16 Algo16
Started: 10/2017
Futures
Last trade: 3 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 $65.00 per month.

-3.8%
Cumul. Return
18.7%
Max Drawdown
14
Num Trades
78.6%
Win Trades
1.1 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2017                                                               +0.6%+9.9%(13.1%)(3.8%)

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

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
11/30/17 2:11 @YWH8 Mini Wheat Globex LONG 1 433 2/4 12/11 12:25 410 4/4 0.64%
Trade id #115112162
Max drawdown($226)
Time12/11/17 12:19
Quant open1
Worst price410 4/4
Drawdown as % of equity-0.64%
($234)
Includes Typical Broker Commissions trade costs of $8.00
11/6/17 12:51 @YWZ7 Mini Wheat Globex LONG 1 429 4/4 11/30 2:10 411 3/4 0.62%
Trade id #114706492
Max drawdown($247)
Time11/28/17 13:31
Quant open1
Worst price405 1/4
Drawdown as % of equity-0.62%
($191)
Includes Typical Broker Commissions trade costs of $8.00
11/24/17 12:40 @KCH8 COFFEE LONG 1 127.40 11/27 10:27 128.10 0.29%
Trade id #115016790
Max drawdown($112)
Time11/24/17 13:00
Quant open1
Worst price127.10
Drawdown as % of equity-0.29%
$255
Includes Typical Broker Commissions trade costs of $8.00
11/17/17 12:40 @KCH8 COFFEE LONG 1 127.55 11/24 9:59 129.15 2.65%
Trade id #114918784
Max drawdown($1,012)
Time11/20/17 11:39
Quant open1
Worst price124.85
Drawdown as % of equity-2.65%
$592
Includes Typical Broker Commissions trade costs of $8.00
11/17/17 12:38 @CTH8 COTTON - #2 LONG 1 6957 11/20 11:44 7048 0.66%
Trade id #114918720
Max drawdown($255)
Time11/17/17 13:32
Quant open1
Worst price6906
Drawdown as % of equity-0.66%
$447
Includes Typical Broker Commissions trade costs of $8.00
11/16/17 21:00 @CTH8 COTTON - #2 LONG 1 6918 11/17 10:19 6969 0.05%
Trade id #114907334
Max drawdown($20)
Time11/16/17 21:02
Quant open1
Worst price6914
Drawdown as % of equity-0.05%
$247
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 13:19 @KCZ7 COFFEE LONG 1 126.55 11/13 10:08 127.80 4.37%
Trade id #114655493
Max drawdown($1,612)
Time11/6/17 4:38
Quant open1
Worst price122.25
Drawdown as % of equity-4.37%
$461
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 13:22 @SBH8 Sugar #11 LONG 1 14.22 11/3 9:55 14.59 0.06%
Trade id #114655601
Max drawdown($22)
Time11/3/17 4:50
Quant open1
Worst price14.20
Drawdown as % of equity-0.06%
$406
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 13:20 @CTZ7 COTTON - #2 LONG 1 6919 11/2 13:22 6923 0%
Trade id #114655512
Max drawdown$0
Time11/2/17 13:22
Quant open1
Worst price6919
Drawdown as % of equity0.00%
$12
Includes Typical Broker Commissions trade costs of $8.00
10/31/17 13:09 @YWZ7 Mini Wheat Globex LONG 1 417 2/4 11/2 13:15 424 0.02%
Trade id #114614596
Max drawdown($6)
Time10/31/17 13:17
Quant open1
Worst price416 4/4
Drawdown as % of equity-0.02%
$57
Includes Typical Broker Commissions trade costs of $8.00
11/2/17 11:24 @KCZ7 COFFEE LONG 1 125.95 11/2 13:14 126.45 0.35%
Trade id #114651919
Max drawdown($131)
Time11/2/17 11:28
Quant open1
Worst price125.60
Drawdown as % of equity-0.35%
$180
Includes Typical Broker Commissions trade costs of $8.00
10/27/17 12:53 @KCZ7 COFFEE LONG 2 124.08 11/2 11:23 125.88 6.36%
Trade id #114574233
Max drawdown($2,156)
Time11/1/17 11:40
Quant open2
Worst price121.20
Drawdown as % of equity-6.36%
$1,334
Includes Typical Broker Commissions trade costs of $16.00
10/26/17 12:47 @KCZ7 COFFEE LONG 1 124.15 10/27 9:18 126.30 0.64%
Trade id #114545358
Max drawdown($225)
Time10/26/17 13:00
Quant open1
Worst price123.55
Drawdown as % of equity-0.64%
$798
Includes Typical Broker Commissions trade costs of $8.00

Statistics

  • Strategy began
    10/26/2017
  • Starting Unit Size
    $20,000
  • Strategy Age (days)
    48.41
  • Age
    49 days ago
  • What it trades
    Futures
  • # Trades
    14
  • # Profitable
    11
  • % Profitable
    78.60%
  • Avg trade duration
    5.9 days
  • Max peak-to-valley drawdown
    18.68%
  • drawdown period
    Nov 27, 2017 - Dec 12, 2017
  • Cumul. Return
    -3.8%
  • Avg win
    $444.09
  • Avg loss
    $1,524
  • Model Account Values (Raw)
  • Cash
    $39,476
  • Margin Used
    $8,100
  • Buying Power
    $27,213
  • Ratios
  • W:L ratio
    1.07:1
  • Sharpe Ratio
    -1.294
  • Sortino Ratio
    -1.723
  • Calmar Ratio
    -1.881
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.09600
  • Return Statistics
  • Ann Return (w trading costs)
    -24.1%
  • Ann Return (Compnd, No Fees)
    -20.6%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    56.50%
  • Chance of 20% account loss
    8.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    919
  • C2 Score
    23.0
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $444
  • Avg Loss
    $1,986
  • # Winners
    11
  • # Losers
    3
  • % Winners
    78.6%
  • Frequency
  • Avg Position Time (mins)
    8471.97
  • Avg Position Time (hrs)
    141.20
  • Avg Trade Length
    5.9 days
  • Last Trade Ago
    2
  • 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)
    -0.20000

Strategy Description

Summary Statistics

Strategy began
2017-10-26
Minimum Capital Required
$20,000
# Trades
14
# Profitable
11
% Profitable
78.6%
Correlation S&P500
-0.096
Sharpe Ratio
-1.294

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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