Collective2 Collective2
For your consideration Easy Value +22.5% Annual Return (Compounded) since Nov 10, 2020 Hypothetical

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By AllYouCanEatForex

Futures · Forex · Started Jun 2020

hypothetical · Annual Return (Compounded)
435.7%
Max Drawdown
38.3%
Trades
553
Win Trades
58.2%
Profit Factor
1.10
Win Months
2.6%

Currencies

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
202023.3-6.316.40.00.00.00.034.5
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began6/15/2020
Suggested Minimum Capital$5,000
Age77 months
What it tradesForex
# Trades553
# Profitable322
% Profitable58.2%
Avg trade duration50.9 minutes
Max peak-to-valley drawdown38.3%
drawdown periodJuly 15, 2020 - July 24, 2020
Cumul. Return36.5%
Avg win$98
Avg loss$129

Ratios

W:L ratio1.06
Sharpe Ratio0.20
Sortino Ratio0.29
Calmar Ratio1.37

CORRELATION STATISTICS

Correlation to SP5000.03
Return Percent SP500 (cumu) during strategy life149.1%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)26.0%

Return Statistics

Ann Return (w trading costs)435.7%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.4%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)5.0%

Slump

Current Slump as Pcnt Equity26.7%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Automation

Percentage Signals Automated0.1%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)680
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$129
Avg Win$98
# Winners322
Sum Trade PL (losers)$29,758
Sum Trade PL (winners)$31,575
Num Months Winners2
# Losers231
% Winners58.2%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table77

Frequency

Avg Position Time (mins)50.87
Avg Position Time (hrs)0.85
Avg Trade Length0
Last Trade Ago2252

Leverage

Daily leverage (average)34.41
Daily leverage (max)56.63

Regression

Alpha0.01
Beta0.04
Treynor Index0.31

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02
MAE:Equity, 95th Percentile Value for this strat0.04
MAE:Equity, average, losing trades0.03
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-9.79
MAE:PL (avg, all trades)0.03
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.79
Avg(MAE) / Avg(PL) - Losing trades-1.20
Hold-and-Hope Ratio-0.10

RATIO STATISTICS

a (intercept, estimate of alpha)0.41
VAR (95 Confidence Intrvl)0.05

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-313294304
Max Equity Drawdown (num days)9
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
AUD/USD short310Aug 14, 2020Aug 14, 2020$9
EUR/JPY long190Aug 14, 2020Aug 14, 2020$8
EUR/AUD short190Aug 14, 2020Aug 14, 2020($126)
USD/CAD long220Aug 14, 2020Aug 14, 2020($127)
USD/JPY short300Aug 14, 2020Aug 14, 2020$159
EUR/AUD long190Aug 14, 2020Aug 14, 2020($178)
EUR/JPY short190Aug 14, 2020Aug 14, 2020($13)
USD/CAD short250Aug 14, 2020Aug 14, 2020($287)
USD/CAD long250Aug 14, 2020Aug 14, 2020($221)
USD/JPY short240Aug 14, 2020Aug 14, 2020$35
NZD/USD short290Aug 13, 2020Aug 14, 2020$206
NZD/USD long290Aug 13, 2020Aug 13, 2020($235)
AUD/USD long200Aug 13, 2020Aug 13, 2020$6
USD/CHF long200Aug 13, 2020Aug 13, 2020$32
EUR/AUD short200Aug 13, 2020Aug 13, 2020($228)
EUR/AUD short210Aug 13, 2020Aug 13, 2020($3)
GBP/USD long190Aug 13, 2020Aug 13, 2020$249
GBP/USD short190Aug 13, 2020Aug 13, 2020($190)
GBP/USD long190Aug 13, 2020Aug 13, 2020($15)
GBP/USD short190Aug 13, 2020Aug 13, 2020$173
GBP/AUD long190Aug 12, 2020Aug 12, 2020$143
GBP/AUD short190Aug 12, 2020Aug 12, 2020($262)
GBP/AUD long200Aug 12, 2020Aug 12, 2020($363)
CAD/CHF short200Aug 12, 2020Aug 12, 2020$19
CAD/CHF long200Aug 12, 2020Aug 12, 2020($262)
CAD/CHF long200Aug 12, 2020Aug 12, 2020$29
CAD/CHF long220Aug 12, 2020Aug 12, 2020$42
EUR/JPY long220Aug 12, 2020Aug 12, 2020$70
EUR/AUD short220Aug 12, 2020Aug 12, 2020$170
GBP/JPY short190Aug 12, 2020Aug 12, 2020$173

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.