Collective2 Collective2
For your consideration Long Horizon +40.8% Annual Return (Compounded) since Dec 27, 2022 Hypothetical

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Smash N Grabb

By DonaldWPendergast3

Futures · Futures · Started Apr 2022

hypothetical · Annual Return (Compounded)
-42.6%
Max Drawdown
4.7%
Trades
100
Win Trades
46.0%
Profit Factor
0.70
Win Months
0.0%

About this strategy

Trades MNQ long or short
The strategy has been underperforming lately, so please only trade in sim mode until you feel comfortable with the trade history.

Momentum

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2022-4.00.00.00.00.00.00.00.00.0-4.0
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 began4/1/2022
Suggested Minimum Capital$50,000
Age55 months
What it tradesFutures
# Trades100
# Profitable46
% Profitable46.0%
Avg trade duration9.9 minutes
Max peak-to-valley drawdown4.7%
drawdown periodApril 14, 2022 - April 22, 2022
Cumul. Return-4.0%
Avg win$69
Avg loss$90

Ratios

W:L ratio0.66
Sharpe Ratio-2.23
Sortino Ratio-2.39
Calmar Ratio-1.59

CORRELATION STATISTICS

Correlation to SP5000.04
Return Percent SP500 (cumu) during strategy life71.7%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)2.0%

Return Statistics

Ann Return (w trading costs)-42.6%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-0.7%

Slump

Current Slump as Pcnt Equity4.9%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures1.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated99.4%

Popularity

Popularity (Today)437
Popularity (Last 6 weeks)784
Popularity (7 days, Percentile 1000 scale)564

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$90
Avg Win$69
# Winners46
Sum Trade PL (losers)$4,863
Sum Trade PL (winners)$3,193
Num Months Winners0
# Losers54
% Winners46.0%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table55

Frequency

Avg Position Time (mins)9.88
Avg Position Time (hrs)0.17
Avg Trade Length0
Last Trade Ago1626

Leverage

Daily leverage (average)2.27
Daily leverage (max)5.05

Regression

Alpha-0.01
Beta0
Treynor Index-2.87

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-2.02
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 trades1.11
Avg(MAE) / Avg(PL) - Losing trades-1.18
Hold-and-Hope Ratio-0.49

RATIO STATISTICS

a (intercept, estimate of alpha)-0.10
VAR (95 Confidence Intrvl)0.00

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-295664288
Max Equity Drawdown (num days)8
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
@MNQ M2short1Apr 22, 2022Apr 22, 2022($25)
@MNQ M2long1Apr 22, 2022Apr 22, 2022($12)
@MNQ M2short1Apr 22, 2022Apr 22, 2022$21
@MNQ M2short2Apr 22, 2022Apr 22, 2022($2)
@MNQ M2long2Apr 22, 2022Apr 22, 2022($16)
@MNQ M2short1Apr 22, 2022Apr 22, 2022($14)
@MNQ M2short1Apr 22, 2022Apr 22, 2022($4)
@MNQ M2long1Apr 22, 2022Apr 22, 2022($4)
@MNQ M2short1Apr 22, 2022Apr 22, 2022($18)
@MNQ M2long1Apr 22, 2022Apr 22, 2022($90)
@MNQ M2short1Apr 22, 2022Apr 22, 2022($15)
@MNQ M2long1Apr 22, 2022Apr 22, 2022$24
@MNQ M2short1Apr 22, 2022Apr 22, 2022$48
@MNQ M2long1Apr 22, 2022Apr 22, 2022($13)
@MNQ M2short1Apr 22, 2022Apr 22, 2022($26)
@MNQ M2long1Apr 22, 2022Apr 22, 2022($30)
@MNQ M2short1Apr 22, 2022Apr 22, 2022$5
@MNQ M2long2Apr 22, 2022Apr 22, 2022($52)
@MNQ M2long1Apr 22, 2022Apr 22, 2022($15)
@MNQ M2short2Apr 22, 2022Apr 22, 2022$10
@MNQ M2long3Apr 22, 2022Apr 22, 2022$96
QMCL M2long2Apr 22, 2022Apr 22, 2022($55)
QMCL M2short2Apr 22, 2022Apr 22, 2022($97)
QMCL M2long2Apr 22, 2022Apr 22, 2022($65)
QMCL M2short2Apr 22, 2022Apr 22, 2022($65)
QMCL M2short2Apr 22, 2022Apr 22, 2022$47
@MNQ M2long5Apr 21, 2022Apr 21, 2022($374)
QMCL M2long2Apr 21, 2022Apr 21, 2022$22
@MNQ M2long1Apr 21, 2022Apr 21, 2022$4
QMCL M2short2Apr 21, 2022Apr 21, 2022$60

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.