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forex prophet
(124663349)

Created by: TonyTobin2 TonyTobin2
Started: 07/2019
Forex
Last trade: 2 days ago
Trading style: Futures Currencies

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.

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
Currencies
Category: Equity

Currencies

Focuses on currency futures.
27.8%
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.

(25.3%)
Max Drawdown
63
Num Trades
63.5%
Win Trades
1.6 : 1
Profit Factor
33.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                          (4%)+42.2%(6.4%)                  +27.8%

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

This strategy has placed 118 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/11/19 2:11 EUR/JPY EUR/JPY SHORT 20 119.077 9/20 12:29 118.817 2.37%
Trade id #125300334
Max drawdown($1,726)
Time9/13/19 0:00
Quant open20
Worst price120.010
Drawdown as % of equity-2.37%
$482
9/16/19 3:09 GBP/CAD GBP/CAD SHORT 20 1.65046 9/16 12:55 1.64609 0.73%
Trade id #125364209
Max drawdown($500)
Time9/16/19 3:37
Quant open20
Worst price1.65377
Drawdown as % of equity-0.73%
$659
9/13/19 5:46 GBP/USD GBP/USD SHORT 20 1.24587 9/16 12:55 1.24271 1.4%
Trade id #125339947
Max drawdown($912)
Time9/13/19 16:22
Quant open20
Worst price1.25043
Drawdown as % of equity-1.40%
$631
9/10/19 8:44 EUR/NZD EUR/NZD LONG 20 1.71925 9/10 11:31 1.72055 0.21%
Trade id #125288150
Max drawdown($159)
Time9/10/19 9:12
Quant open20
Worst price1.71801
Drawdown as % of equity-0.21%
$166
9/10/19 8:43 EUR/AUD EUR/AUD LONG 20 1.61032 9/10 11:31 1.60967 0.37%
Trade id #125288125
Max drawdown($279)
Time9/10/19 10:58
Quant open20
Worst price1.60828
Drawdown as % of equity-0.37%
($88)
9/9/19 15:51 GBP/JPY GBP/JPY SHORT 20 132.208 9/10 8:41 132.706 1.33%
Trade id #125280739
Max drawdown($1,028)
Time9/10/19 7:09
Quant open20
Worst price132.761
Drawdown as % of equity-1.33%
($928)
9/9/19 5:03 GBP/NZD GBP/NZD SHORT 20 1.91865 9/10 8:40 1.92600 1.89%
Trade id #125269842
Max drawdown($1,469)
Time9/10/19 0:00
Quant open20
Worst price1.93009
Drawdown as % of equity-1.89%
($943)
9/9/19 3:52 GBP/AUD GBP/AUD LONG 10 1.78822 9/9 5:03 1.79301 0.01%
Trade id #125269402
Max drawdown($11)
Time9/9/19 3:53
Quant open10
Worst price1.78806
Drawdown as % of equity-0.01%
$329
9/9/19 3:43 GBP/NZD GBP/NZD LONG 10 1.90877 9/9 4:59 1.91476 0.03%
Trade id #125269287
Max drawdown($25)
Time9/9/19 3:44
Quant open10
Worst price1.90837
Drawdown as % of equity-0.03%
$385
9/9/19 4:16 EUR/NZD EUR/NZD LONG 10 1.71866 9/9 4:58 1.71563 0.23%
Trade id #125269507
Max drawdown($178)
Time9/9/19 4:55
Quant open10
Worst price1.71588
Drawdown as % of equity-0.23%
($194)
9/6/19 3:04 GBP/NZD GBP/NZD SHORT 20 1.92342 9/9 3:38 1.90754 0.07%
Trade id #125241534
Max drawdown($49)
Time9/6/19 3:07
Quant open10
Worst price1.92546
Drawdown as % of equity-0.07%
$2,037
9/6/19 3:07 GBP/AUD GBP/AUD SHORT 20 1.80241 9/9 3:05 1.78851 0.4%
Trade id #125241559
Max drawdown($292)
Time9/6/19 5:04
Quant open20
Worst price1.80455
Drawdown as % of equity-0.40%
$1,906
9/4/19 10:09 GBP/NZD GBP/NZD SHORT 20 1.91721 9/6 2:13 1.93298 3.24%
Trade id #125214381
Max drawdown($2,446)
Time9/5/19 0:00
Quant open20
Worst price1.93640
Drawdown as % of equity-3.24%
($2,014)
9/3/19 15:27 EUR/JPY EUR/JPY LONG 20 116.346 9/5 2:15 117.353 0.58%
Trade id #125202574
Max drawdown($403)
Time9/3/19 19:56
Quant open20
Worst price116.132
Drawdown as % of equity-0.58%
$1,892
9/3/19 4:05 NZD/USD NZD/USD LONG 10 0.62961 9/5 2:14 0.63701 0.19%
Trade id #125190462
Max drawdown($128)
Time9/3/19 8:50
Quant open10
Worst price0.62833
Drawdown as % of equity-0.19%
$740
9/3/19 4:04 AUD/USD AUD/USD LONG 10 0.67234 9/5 2:14 0.68122 0.06%
Trade id #125190447
Max drawdown($41)
Time9/3/19 4:13
Quant open10
Worst price0.67193
Drawdown as % of equity-0.06%
$887
9/3/19 4:33 EUR/USD EUR/USD LONG 20 1.09460 9/4 11:41 1.10254 0.59%
Trade id #125190635
Max drawdown($402)
Time9/3/19 6:33
Quant open20
Worst price1.09259
Drawdown as % of equity-0.59%
$1,587
9/4/19 2:18 GBP/JPY GBP/JPY LONG 10 128.614 9/4 10:08 129.227 0.02%
Trade id #125208596
Max drawdown($13)
Time9/4/19 2:19
Quant open10
Worst price128.599
Drawdown as % of equity-0.02%
$577
9/3/19 8:16 GBP/CAD GBP/CAD LONG 10 1.60861 9/4 6:24 1.62365 0.3%
Trade id #125192448
Max drawdown($208)
Time9/3/19 9:30
Quant open10
Worst price1.60583
Drawdown as % of equity-0.30%
$1,129
9/2/19 5:18 USD/JPY USD/JPY LONG 10 106.294 9/3 13:19 105.906 0.77%
Trade id #125179955
Max drawdown($525)
Time9/3/19 0:00
Quant open10
Worst price105.738
Drawdown as % of equity-0.77%
($367)
8/21/19 6:27 EUR/NZD EUR/NZD SHORT 20 1.73291 9/3 4:34 1.73987 5.2%
Trade id #125016048
Max drawdown($3,372)
Time8/26/19 0:00
Quant open20
Worst price1.75930
Drawdown as % of equity-5.20%
($876)
8/27/19 2:33 GBP/NZD GBP/NZD SHORT 10 1.91878 9/3 1:50 1.90719 2.14%
Trade id #125097077
Max drawdown($1,425)
Time8/28/19 0:00
Quant open10
Worst price1.94129
Drawdown as % of equity-2.14%
$729
9/2/19 5:30 GBP/USD GBP/USD LONG 10 1.20877 9/2 10:45 1.20400 0.75%
Trade id #125180013
Max drawdown($519)
Time9/2/19 10:45
Quant open10
Worst price1.20358
Drawdown as % of equity-0.75%
($477)
8/23/19 15:40 EUR/JPY EUR/JPY LONG 20 117.452 9/2 4:36 116.663 2.42%
Trade id #125066167
Max drawdown($1,642)
Time9/2/19 3:00
Quant open20
Worst price116.580
Drawdown as % of equity-2.42%
($1,486)
8/30/19 13:56 GBP/CAD GBP/CAD LONG 10 1.61877 9/2 3:40 1.61846 0.12%
Trade id #125164855
Max drawdown($78)
Time8/30/19 14:14
Quant open10
Worst price1.61772
Drawdown as % of equity-0.12%
($23)
8/27/19 10:58 GBP/AUD GBP/AUD SHORT 20 1.81749 8/30 13:53 1.80796 1.25%
Trade id #125102903
Max drawdown($830)
Time8/28/19 0:00
Quant open20
Worst price1.82365
Drawdown as % of equity-1.25%
$1,280
8/23/19 4:22 GBP/JPY GBP/JPY LONG 20 129.779 8/27 11:40 130.075 4.63%
Trade id #125054119
Max drawdown($3,004)
Time8/26/19 0:00
Quant open20
Worst price128.185
Drawdown as % of equity-4.63%
$559
8/27/19 7:31 GBP/USD GBP/USD SHORT 10 1.22685 8/27 10:57 1.22716 0.61%
Trade id #125098722
Max drawdown($413)
Time8/27/19 9:22
Quant open10
Worst price1.23099
Drawdown as % of equity-0.61%
($30)
8/26/19 5:11 EUR/USD EUR/USD LONG 10 1.11158 8/26 14:42 1.10971 0.3%
Trade id #125082243
Max drawdown($209)
Time8/26/19 14:41
Quant open10
Worst price1.10948
Drawdown as % of equity-0.30%
($187)
8/26/19 4:35 GBP/NZD GBP/NZD SHORT 10 1.92028 8/26 11:26 1.91229 0.08%
Trade id #125081958
Max drawdown($50)
Time8/26/19 5:01
Quant open10
Worst price1.92107
Drawdown as % of equity-0.08%
$511

Statistics

  • Strategy began
    7/29/2019
  • Suggested Minimum Cap
    $60,000
  • Strategy Age (days)
    54.78
  • Age
    55 days ago
  • What it trades
    Forex
  • # Trades
    63
  • # Profitable
    40
  • % Profitable
    63.50%
  • Avg trade duration
    3.1 days
  • Max peak-to-valley drawdown
    25.26%
  • drawdown period
    Sept 10, 2019 - Sept 20, 2019
  • Cumul. Return
    27.8%
  • Avg win
    $990.30
  • Avg loss
    $1,104
  • Model Account Values (Raw)
  • Cash
    $78,046
  • Margin Used
    $36,537
  • Buying Power
    $27,665
  • Ratios
  • W:L ratio
    1.56:1
  • Sharpe Ratio
    2.14
  • Sortino Ratio
    3.45
  • Calmar Ratio
    13.991
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.08350
  • Return Statistics
  • Ann Return (w trading costs)
    372.5%
  • Ann Return (Compnd, No Fees)
    413.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    35.00%
  • Chance of 20% account loss
    7.00%
  • Chance of 30% account loss
    0.50%
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    644
  • Popularity (Last 6 weeks)
    990
  • C2 Score
    800
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $990
  • Avg Loss
    $1,105
  • # Winners
    40
  • # Losers
    23
  • % Winners
    63.5%
  • Frequency
  • Avg Position Time (mins)
    4434.80
  • Avg Position Time (hrs)
    73.91
  • Avg Trade Length
    3.1 days
  • Last Trade Ago
    2
  • Leverage
  • Daily leverage (average)
    11.55
  • Daily leverage (max)
    19.67
  • Regression
  • Alpha
    0.41
  • Beta
    0.26
  • Treynor Index
    1.55
  • Maximum Adverse Excursion (MAE)
  • Avg(MAE) / Avg(PL) - All trades
    8.924
  • Avg(MAE) / Avg(PL) - Winning trades
    0.651
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.170
  • Hold-and-Hope Ratio
    0.223
  • 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)
    1.51200

Strategy Description

Price action trading strategy. I use 1 hour, 4 hour, daily and weekly candles. Trades are opened and closed based on this.
Therefore I use mental stops.
Trades are constantly monitored.

This system is medium high risk with high profits.

There will be loosing weeks and months. This is a marathon......not a sprint.

Summary Statistics

Strategy began
2019-07-29
Suggested Minimum Capital
$60,000
# Trades
63
# Profitable
40
% Profitable
63.5%
Correlation S&P500
0.084
Sharpe Ratio
2.14
Sortino Ratio
3.45
Beta
0.26
Alpha
0.41
Leverage
11.55 Average
19.67 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.