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Community Risk Warning

Based on analysis of trading style, and additional community feedback, this strategy exhibits higher risk than is visible in its track record.

Among other things, you should be aware of:

  • Unachievable Scalping. This strategy exhibits a scalping trading pattern that is unlikely to be achievable as more AutoTraders begin to follow the strategy.
What is this?

What is "Community Risk Warning?"

All trading is risky, and most traders lose money.

Beyond this general warning, there are some trading strategies that exhibit (or have demonstrated in historical performance) behavior which suggests increased risk of financial loss. These increased risks may not be immediately obvious to a casual observer of a strategy. Therefore, on occasion our software flags strategies that exhibit hidden risk.

Our members may still want to follow this strategy. Our goal is only to ensure prospective subscribers are aware of non-obvious risks of following strategies.

It's important to remember that, even if a strategy does not show a Community Risk Warning, it still may be extremely risky. A lack of this warning on other strategies does not imply those other strategies are low-risk or appropriate for all traders.

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

Kun Fayakun
(118608447)

Created by: arr98 arr98
Started: 06/2018
Forex
Last trade: 389 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 $400.00 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.

412.6%
Annual Return (Compounded)

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 Annualized (Compounded) Rate of Return is calculated

= ((Ending_equity / Starting_equity) ^ (1 / age_in_years)) - 1

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(2.5%)
Max Drawdown
132
Num Trades
82.6%
Win Trades
86.9 : 1
Profit Factor
7.1%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2018                                   +437.7%  -    -    -    -    -    -  +437.7%
2019  -    -    -    -    -    -    -                                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
6/28/18 11:34 AUD/CAD AUD/CAD LONG 10 0.97336 6/28 11:44 0.97469 n/a $100
6/28/18 11:22 AUD/NZD AUD/NZD LONG 20 1.08393 6/28 11:44 1.08833 n/a $595
6/28/18 11:22 AUD/CHF AUD/CHF LONG 20 0.73123 6/28 11:23 0.73318 n/a $391
6/28/18 11:21 AUD/CAD AUD/CAD LONG 10 0.97162 6/28 11:23 0.97373 n/a $159
6/28/18 9:34 AUD/CHF AUD/CHF LONG 40 0.71003 6/28 9:35 0.73311 n/a $9,255
6/28/18 9:34 AUD/CAD AUD/CAD LONG 30 0.97064 6/28 9:35 0.97648 n/a $1,319
6/28/18 9:34 CHF/JPY CHF/JPY LONG 20 110.405 6/28 9:35 110.462 n/a $103
6/28/18 9:33 CAD/JPY CAD/JPY LONG 60 82.819 6/28 9:35 82.917 n/a $533
6/28/18 9:32 CAD/JPY CAD/JPY LONG 20 82.818 6/28 9:33 82.882 n/a $116
6/28/18 9:32 EUR/JPY EUR/JPY LONG 10 127.417 6/28 9:33 127.478 n/a $55
6/28/18 9:32 EUR/GBP EUR/GBP LONG 70 0.88048 6/28 9:33 0.88460 n/a $3,775
6/28/18 9:31 EUR/CHF EUR/CHF LONG 10 1.15177 6/28 9:31 1.15446 n/a $270
6/28/18 9:30 EUR/CAD EUR/CAD LONG 10 1.53479 6/28 9:31 1.53767 n/a $217
6/28/18 9:30 EUR/AUD EUR/AUD LONG 50 1.57044 6/28 9:31 1.57450 n/a $1,490
6/28/18 9:29 CAD/JPY CAD/JPY LONG 10 82.791 6/28 9:29 82.895 n/a $94
6/28/18 9:29 CAD/CHF CAD/CHF LONG 10 0.74091 6/28 9:29 0.75080 n/a $991
6/28/18 9:29 AUD/USD AUD/USD LONG 10 0.71455 6/28 9:29 0.73451 n/a $1,996
6/28/18 9:28 AUD/NZD AUD/NZD LONG 40 1.08368 6/28 9:29 1.08655 n/a $775
6/28/18 9:27 AUD/NZD AUD/NZD LONG 20 1.08568 6/28 9:28 1.08647 n/a $107
6/28/18 9:27 AUD/CHF AUD/CHF LONG 20 0.73033 6/28 9:28 0.73324 n/a $583
6/28/18 9:27 AUD/CAD AUD/CAD LONG 10 0.97352 6/28 9:28 0.97656 n/a $229
6/28/18 9:09 CAD/JPY CAD/JPY LONG 50 82.802 6/28 9:10 82.799 0.05%
Trade id #118692385
Max drawdown($14)
Time6/28/18 9:10
Quant open0
Worst price82.799
Drawdown as % of equity-0.05%
($14)
6/28/18 9:09 CAD/CHF CAD/CHF LONG 10 0.74053 6/28 9:10 0.75024 n/a $973
6/28/18 9:09 AUD/NZD AUD/NZD LONG 10 1.08208 6/28 9:10 1.08590 n/a $258
6/28/18 9:08 AUD/CHF AUD/CHF LONG 10 0.73092 6/28 9:10 0.73282 n/a $190
6/28/18 9:07 EUR/AUD EUR/AUD LONG 10 1.57048 6/28 9:07 1.57524 n/a $349
6/28/18 9:06 CAD/JPY CAD/JPY LONG 10 82.815 6/28 9:07 82.812 0.01%
Trade id #118692351
Max drawdown($3)
Time6/28/18 9:07
Quant open0
Worst price82.812
Drawdown as % of equity-0.01%
($3)
6/28/18 9:06 AUD/USD AUD/USD LONG 60 0.73076 6/28 9:07 0.73369 n/a $1,756
6/28/18 9:05 AUD/USD AUD/USD LONG 60 0.73090 6/28 9:05 0.73371 n/a $1,686
6/28/18 9:04 AUD/JPY AUD/JPY LONG 10 80.836 6/28 9:05 80.860 n/a $22

Statistics

  • Strategy began
    6/24/2018
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    372.36
  • Age
    13 months ago
  • What it trades
    Forex
  • # Trades
    132
  • # Profitable
    109
  • % Profitable
    82.60%
  • Avg trade duration
    1.1 minutes
  • Max peak-to-valley drawdown
    2.55%
  • drawdown period
    June 24, 2018 - June 24, 2018
  • Annual Return (Compounded)
    412.6%
  • Avg win
    $409.86
  • Avg loss
    $22.35
  • Model Account Values (Raw)
  • Cash
    $54,161
  • Margin Used
    $0
  • Buying Power
    $54,161
  • Ratios
  • W:L ratio
    86.92:1
  • Sharpe Ratio
    1.59
  • Sortino Ratio
    1194.38
  • Calmar Ratio
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.00840
  • Return Statistics
  • Ann Return (w trading costs)
    412.6%
  • Ann Return (Compnd, No Fees)
    378.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • 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)
    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
    $410
  • Avg Loss
    $22
  • # Winners
    109
  • # Losers
    23
  • % Winners
    82.6%
  • Frequency
  • Avg Position Time (mins)
    1.10
  • Avg Position Time (hrs)
    0.02
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    368
  • Unknown
  • Alpha
    0.40
  • Beta
    -0.04
  • Treynor Index
    -9.77
  • 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)
    4.84500

Strategy Description

Summary Statistics

Strategy began
2018-06-24
Suggested Minimum Capital
$50,000
# Trades
132
# Profitable
109
% Profitable
82.6%
Correlation S&P500
-0.008
Sharpe Ratio
1.59
Sortino Ratio
1194.38
Beta
-0.04
Alpha
0.40

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.