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This is an archived track record. This track record was archived on 7/6/18 3:49 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more

Crude Trader Macro
(117844980)

Created by: StarAdvisors StarAdvisors
Started: 05/2018
Forex
Last trade: 2,092 days ago
Trading style: Futures Macro / Fundamental

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 $39.00 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.

Trading Category: Futures
Macro / Fundamental
Category: Equity

Macro / Fundamental

Predicts large-scale events related to national economies, history, and international relations. The strategy typically employs forecasts and analysis of interest rate trends, international trade and payments, political changes, government policies, inter-government relations, and other broad systemic factors.
84.4%
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.

(75.6%)
Max Drawdown
63
Num Trades
74.6%
Win Trades
1.0 : 1
Profit Factor
2.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                            +52.3%(52.3%)+51.8%  -    -    -    -    -  +10.3%
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.

System developer has asked us to delay this information by 3 hours.

Trading Record

This strategy has placed 5 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 2106 days ago.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
7/5/18 9:45 QCLU8 CRUDE OIL SHORT 8 71.23 7/6 3:42 70.80 n/a $3,416
Includes Typical Broker Commissions trade costs of $64.00
7/5/18 5:36 QCLU8 CRUDE OIL LONG 6 72.01 7/5 9:45 71.52 19.59%
Trade id #118781666
Max drawdown($3,160)
Time7/5/18 9:40
Quant open6
Worst price71.48
Drawdown as % of equity-19.59%
($2,968)
Includes Typical Broker Commissions trade costs of $48.00
7/4/18 23:18 QCLU8 CRUDE OIL SHORT 4 71.40 7/5 5:36 71.99 12.99%
Trade id #118779000
Max drawdown($2,360)
Time7/5/18 5:36
Quant open0
Worst price71.99
Drawdown as % of equity-12.99%
($2,392)
Includes Typical Broker Commissions trade costs of $32.00
7/4/18 21:27 QCLU8 CRUDE OIL LONG 4 71.39 7/4 23:16 71.39 1.25%
Trade id #118778604
Max drawdown($240)
Time7/4/18 21:33
Quant open4
Worst price71.33
Drawdown as % of equity-1.25%
($32)
Includes Typical Broker Commissions trade costs of $32.00
7/4/18 14:11 QCLU8 CRUDE OIL SHORT 4 71.92 7/4 21:17 71.39 0.23%
Trade id #118775878
Max drawdown($40)
Time7/4/18 18:01
Quant open-4
Worst price71.93
Drawdown as % of equity-0.23%
$2,088
Includes Typical Broker Commissions trade costs of $32.00
7/3/18 20:33 GBP/USD GBP/USD SHORT 45 1.32013 7/4 13:56 1.32427 12.09%
Trade id #118769090
Max drawdown($2,150)
Time7/4/18 13:11
Quant open-45
Worst price1.32491
Drawdown as % of equity-12.09%
($1,863)
7/3/18 13:56 QCLU8 CRUDE OIL LONG 5 71.67 7/3 20:22 71.75 20.93%
Trade id #118765514
Max drawdown($3,960)
Time7/3/18 18:02
Quant open5
Worst price70.88
Drawdown as % of equity-20.93%
$350
Includes Typical Broker Commissions trade costs of $40.00
7/3/18 12:00 QCLU8 CRUDE OIL LONG 4 71.18 7/3 12:56 71.23 2.4%
Trade id #118762652
Max drawdown($440)
Time7/3/18 12:07
Quant open4
Worst price71.07
Drawdown as % of equity-2.40%
$168
Includes Typical Broker Commissions trade costs of $32.00
7/3/18 11:11 QCLU8 CRUDE OIL SHORT 4 70.88 7/3 11:58 71.15 6.22%
Trade id #118761384
Max drawdown($1,200)
Time7/3/18 11:57
Quant open-4
Worst price71.18
Drawdown as % of equity-6.22%
($1,112)
Includes Typical Broker Commissions trade costs of $32.00
7/3/18 8:48 QCLU8 CRUDE OIL SHORT 4 72.36 7/3 11:03 70.85 14.8%
Trade id #118756870
Max drawdown($1,960)
Time7/3/18 9:55
Quant open-4
Worst price72.85
Drawdown as % of equity-14.80%
$6,008
Includes Typical Broker Commissions trade costs of $32.00
7/2/18 15:38 QCLU8 CRUDE OIL LONG 4 71.71 7/3 8:46 72.37 10.18%
Trade id #118750152
Max drawdown($1,080)
Time7/2/18 15:48
Quant open4
Worst price71.44
Drawdown as % of equity-10.18%
$2,608
Includes Typical Broker Commissions trade costs of $32.00
7/2/18 14:30 QCLU8 CRUDE OIL SHORT 4 71.61 7/2 15:38 71.71 3.64%
Trade id #118748587
Max drawdown($400)
Time7/2/18 15:38
Quant open0
Worst price71.71
Drawdown as % of equity-3.64%
($432)
Includes Typical Broker Commissions trade costs of $32.00
7/2/18 14:16 GBP/USD GBP/USD SHORT 20 1.31284 7/2 14:30 1.31266 0.34%
Trade id #118748376
Max drawdown($38)
Time7/2/18 14:19
Quant open-20
Worst price1.31303
Drawdown as % of equity-0.34%
$36
7/2/18 9:42 QCLU8 CRUDE OIL SHORT 4 71.92 7/2 14:00 71.97 7.09%
Trade id #118741568
Max drawdown($800)
Time7/2/18 10:01
Quant open-4
Worst price72.12
Drawdown as % of equity-7.09%
($232)
Includes Typical Broker Commissions trade costs of $32.00
6/27/18 5:01 QCLV8 CRUDE OIL SHORT 10 68.25 6/28 10:56 70.57 186.78%
Trade id #118666846
Max drawdown($23,250)
Time6/28/18 10:56
Quant open2
Worst price70.69
Drawdown as % of equity-186.78%
($23,330)
Includes Typical Broker Commissions trade costs of $80.00
6/25/18 21:36 GBP/JPY GBP/JPY SHORT 84 145.354 6/27 4:30 144.972 9.2%
Trade id #118642913
Max drawdown($2,759)
Time6/26/18 15:00
Quant open-76
Worst price145.753
Drawdown as % of equity-9.20%
$2,926
6/25/18 15:13 GBP/USD GBP/USD SHORT 72 1.32807 6/25 21:33 1.32762 1.84%
Trade id #118637779
Max drawdown($576)
Time6/25/18 15:41
Quant open-72
Worst price1.32887
Drawdown as % of equity-1.84%
$324
6/24/18 18:58 GBP/USD GBP/USD LONG 72 1.32690 6/25 14:53 1.32795 12.22%
Trade id #118610624
Max drawdown($3,456)
Time6/25/18 3:26
Quant open72
Worst price1.32210
Drawdown as % of equity-12.22%
$756
6/21/18 8:02 GBP/USD GBP/USD SHORT 80 1.32129 6/22 15:47 1.32646 25.58%
Trade id #118557556
Max drawdown($7,344)
Time6/22/18 5:10
Quant open-72
Worst price1.33149
Drawdown as % of equity-25.58%
($4,140)
6/20/18 21:14 GBP/USD GBP/USD LONG 60 1.31699 6/21 1:51 1.31443 4.83%
Trade id #118551244
Max drawdown($1,717)
Time6/21/18 1:50
Quant open60
Worst price1.31413
Drawdown as % of equity-4.83%
($1,537)
6/19/18 8:37 USD/CAD USD/CAD SHORT 80 1.32640 6/20 19:38 1.33106 9.37%
Trade id #118503697
Max drawdown($3,446)
Time6/20/18 15:18
Quant open-80
Worst price1.33213
Drawdown as % of equity-9.37%
($2,803)
6/19/18 6:29 QCLQ8 CRUDE OIL SHORT 13 64.85 6/19 8:35 64.72 n/a $1,526
Includes Typical Broker Commissions trade costs of $104.00
6/19/18 3:24 GBP/USD GBP/USD SHORT 93 1.32071 6/19 5:53 1.31736 1.35%
Trade id #118500366
Max drawdown($470)
Time6/19/18 4:04
Quant open-83
Worst price1.32168
Drawdown as % of equity-1.35%
$3,117
6/18/18 21:53 GBP/USD GBP/USD SHORT 73 1.32628 6/19 3:06 1.32043 0.82%
Trade id #118496816
Max drawdown($245)
Time6/18/18 23:54
Quant open-50
Worst price1.32728
Drawdown as % of equity-0.82%
$4,271
6/18/18 7:07 GBP/USD GBP/USD LONG 50 1.32497 6/18 21:48 1.32675 3.4%
Trade id #118476895
Max drawdown($980)
Time6/18/18 9:22
Quant open50
Worst price1.32301
Drawdown as % of equity-3.40%
$890
6/18/18 3:01 GBP/USD GBP/USD SHORT 50 1.32450 6/18 3:28 1.32393 0.36%
Trade id #118473596
Max drawdown($105)
Time6/18/18 3:03
Quant open-50
Worst price1.32471
Drawdown as % of equity-0.36%
$285
6/17/18 22:12 GBP/USD GBP/USD LONG 50 1.32724 6/18 2:47 1.32520 3.51%
Trade id #118472196
Max drawdown($1,020)
Time6/18/18 2:47
Quant open0
Worst price1.32520
Drawdown as % of equity-3.51%
($1,020)
6/14/18 23:27 GBP/USD GBP/USD SHORT 75 1.32478 6/15 16:31 1.32850 12.52%
Trade id #118446369
Max drawdown($3,795)
Time6/15/18 11:38
Quant open-75
Worst price1.32984
Drawdown as % of equity-12.52%
($2,790)
6/14/18 17:32 GBP/USD GBP/USD LONG 85 1.32637 6/14 23:25 1.32488 4.8%
Trade id #118443721
Max drawdown($1,600)
Time6/14/18 20:54
Quant open85
Worst price1.32449
Drawdown as % of equity-4.80%
($1,265)
6/14/18 12:34 GBP/USD GBP/USD SHORT 94 1.32904 6/14 13:16 1.33079 4.84%
Trade id #118439299
Max drawdown($1,720)
Time6/14/18 13:16
Quant open-94
Worst price1.33087
Drawdown as % of equity-4.84%
($1,645)

Statistics

  • Strategy began
    5/8/2018
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    2144.4
  • Age
    72 months ago
  • What it trades
    Forex
  • # Trades
    63
  • # Profitable
    47
  • % Profitable
    74.60%
  • Avg trade duration
    18.6 hours
  • Max peak-to-valley drawdown
    75.64%
  • drawdown period
    June 14, 2018 - July 02, 2018
  • Cumul. Return
    10.9%
  • Avg win
    $1,139
  • Avg loss
    $3,201
  • Model Account Values (Raw)
  • Cash
    $17,331
  • Margin Used
    $0
  • Buying Power
    $17,331
  • Ratios
  • W:L ratio
    1.05:1
  • Sharpe Ratio
    0.15
  • Sortino Ratio
    0.23
  • Calmar Ratio
    0.21
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    8.47%
  • Correlation to SP500
    -0.00400
  • Return Percent SP500 (cumu) during strategy life
    96.43%
  • Return Statistics
  • Ann Return (w trading costs)
    84.4%
  • Slump
  • Current Slump as Pcnt Equity
    142.80%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.109%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    0.15%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.98%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    0.85%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    2.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    92.50%
  • Chance of 20% account loss
    86.00%
  • Chance of 30% account loss
    70.50%
  • Chance of 40% account loss
    55.00%
  • Chance of 60% account loss (Monte Carlo)
    26.00%
  • Chance of 70% account loss (Monte Carlo)
    9.00%
  • Chance of 80% account loss (Monte Carlo)
    1.00%
  • 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
    42.00%
  • Popularity
  • Popularity (Today)
    402
  • Popularity (Last 6 weeks)
    977
  • Popularity (7 days, Percentile 1000 scale)
    716
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $1,139
  • Avg Loss
    $3,201
  • Sum Trade PL (losers)
    $51,221.000
  • # Winners
    47
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    71
  • Win / Loss
  • Sum Trade PL (winners)
    $53,554.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    16
  • % Winners
    74.6%
  • Frequency
  • Avg Position Time (mins)
    1118.18
  • Avg Position Time (hrs)
    18.64
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    2086
  • Regression
  • Alpha
    0.02
  • Beta
    -0.01
  • Treynor Index
    -2.29
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.10
  • 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
    85.45
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    4.21
  • Avg(MAE) / Avg(PL) - All trades
    -41.806
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    12.40
  • MAE:Equity, 95th Percentile Value for this strat
    0.14
  • MAE:Equity, average, winning trades
    0.06
  • MAE:Equity, average, losing trades
    0.22
  • Avg(MAE) / Avg(PL) - Winning trades
    1.201
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.131
  • Hold-and-Hope Ratio
    -0.024
  • 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)
    0.56100
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.09100
  • 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)
    18
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Candle Pattern Trader. Patterns I look for are, Hammer, Inverted Hammer, Doji, Spinning Top, Engulfing, Piercing Line, Three Crows.

Summary Statistics

Strategy began
2018-05-08
Suggested Minimum Capital
$25,000
# Trades
63
# Profitable
47
% Profitable
74.6%
Correlation S&P500
-0.004
Sharpe Ratio
0.15
Sortino Ratio
0.23
Beta
-0.01
Alpha
0.02

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.