Freedom EURUSD (89703872)
Subscription terms. Subscriptions to this system cost $48.00 per month.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2014  +3.0%  +5.6%  +8.0%  +4.6%  +22.9%  
2015  +6.7%  +7.3%  +3.2%  (30.2%)  (3.5%)  (18.7%)              (35.2%) 
2016                          0.0 
2017                      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.
Started  $5,000  
Buy Power  $4,767  
Cash  $4,767  
Equity  $0  
Cumulative $  ($232)  
Total System Equity  $4,767  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began9/16/2014

Starting Unit Size$5,000

Strategy Age (days)1130.15

Age38 months ago

What it tradesForex

# Trades119

# Profitable90

% Profitable75.60%

Avg trade duration1.4 days

Max peaktovalley drawdown57.59%

drawdown periodMarch 13, 2015  May 08, 2015

Cumul. Return21.4%

Avg win$62.73

Avg loss$202.72
 Model Account Values (Raw)

Cash$4,767

Margin Used$0

Buying Power$4,767
 Ratios

W:L ratio0.96:1

Sharpe Ratio0.035

Sortino Ratio0.049

Calmar Ratio0.072
 Return Statistics

Ann Return (w trading costs)24.1%

Ann Return (Compnd, No Fees)1.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss93.00%

Chance of 20% account loss62.00%

Chance of 30% account loss31.00%

Chance of 40% account loss8.00%

Chance of 50% account loss0.50%
 Popularity

Popularity (Today)609

Popularity (Last 6 weeks)937
 TradesOwnSystem Certification

Trades Own System?0

TOS percentn/a
 Subscription Price

Billing Period (days)30

Trial Days0
 Win / Loss

Avg Loss$203

Avg Win$63

# Winners90

# Losers29

% Winners75.6%
 Frequency

Avg Position Time (mins)2047.10

Avg Position Time (hrs)34.12

Avg Trade Length1.4 days

Last Trade Ago882
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.30860

SD0.60485

Sharpe ratio (Glass type estimate)0.51021

Sharpe ratio (Hedges UMVUE)0.46057

df8.00000

t0.44186

p0.33515

Lowerbound of 95% confidence interval for Sharpe Ratio1.78166

Upperbound of 95% confidence interval for Sharpe Ratio2.77127

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.81382

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.73497
 Statistics related to Sortino ratio

Sortino ratio0.71308

Upside Potential Ratio2.20414

Upside part of mean0.95389

Downside part of mean0.64529

Upside SD0.38189

Downside SD0.43277

N nonnegative terms7.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.05109

Mean of criterion0.30860

SD of predictor0.13493

SD of criterion0.60485

Covariance0.00303

r0.03710

b (slope, estimate of beta)0.16630

a (intercept, estimate of alpha)0.31710

Mean Square Error0.41753

DF error7.00000

t(b)0.09822

p(b)0.53775

t(a)0.42217

p(a)0.34278

Lowerbound of 95% confidence interval for beta4.16989

Upperbound of 95% confidence interval for beta3.83729

Lowerbound of 95% confidence interval for alpha1.45904

Upperbound of 95% confidence interval for alpha2.09324

Treynor index (mean / b)1.85570

Jensen alpha (a)0.31710
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12245

SD0.66815

Sharpe ratio (Glass type estimate)0.18327

Sharpe ratio (Hedges UMVUE)0.16544

df8.00000

t0.15872

p0.43891

Lowerbound of 95% confidence interval for Sharpe Ratio2.08723

Upperbound of 95% confidence interval for Sharpe Ratio2.44258

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.09918

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.43006
 Statistics related to Sortino ratio

Sortino ratio0.23371

Upside Potential Ratio1.69456

Upside part of mean0.88786

Downside part of mean0.76541

Upside SD0.35149

Downside SD0.52395

N nonnegative terms7.00000

N negative terms2.00000
 Statistics related to linear regression on benchmark

N of observations9.00000

Mean of predictor0.04301

Mean of criterion0.12245

SD of predictor0.13324

SD of criterion0.66815

Covariance0.00383

r0.04303

b (slope, estimate of beta)0.21579

a (intercept, estimate of alpha)0.13173

Mean Square Error0.50925

DF error7.00000

t(b)0.11396

p(b)0.54377

t(a)0.15909

p(a)0.43904

Lowerbound of 95% confidence interval for beta4.69343

Upperbound of 95% confidence interval for beta4.26184

Lowerbound of 95% confidence interval for alpha1.82626

Upperbound of 95% confidence interval for alpha2.08972

Treynor index (mean / b)0.56746

Jensen alpha (a)0.13173
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.26439

Expected Shortfall on VaR0.31966
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.06658

Expected Shortfall on VaR0.16226
 ORDER STATISTICS
 Quartiles of return rates

Number of observations9.00000

Minimum0.65078

Quartile 11.01940

Median1.06063

Quartile 31.14008

Maximum1.22195

Mean of quarter 10.84570

Mean of quarter 21.04109

Mean of quarter 31.11212

Mean of quarter 41.19770

Inter Quartile Range0.12068

Number outliers low1.00000

Percentage of outliers low0.11111

Mean of outliers low0.65078

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.49670

VaR(95%) (regression method)0.42317

Expected Shortfall (regression method)0.52552
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations1.00000

Minimum0.43583

Quartile 10.43583

Median0.43583

Quartile 30.43583

Maximum0.43583

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.13920

Compounded annual return (geometric extrapolation)0.14157

Calmar ratio (compounded annual return / max draw down)0.32482

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal0.44287

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.01450

SD0.40629

Sharpe ratio (Glass type estimate)0.03569

Sharpe ratio (Hedges UMVUE)0.03559

df280.00000

t0.03225

p0.48715

Lowerbound of 95% confidence interval for Sharpe Ratio2.13289

Upperbound of 95% confidence interval for Sharpe Ratio2.20426

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.13298

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.20416
 Statistics related to Sortino ratio

Sortino ratio0.04918

Upside Potential Ratio6.25446

Upside part of mean1.84377

Downside part of mean1.82927

Upside SD0.27853

Downside SD0.29479

N nonnegative terms130.00000

N negative terms151.00000
 Statistics related to linear regression on benchmark

N of observations281.00000

Mean of predictor0.04699

Mean of criterion0.01450

SD of predictor0.12915

SD of criterion0.40629

Covariance0.00029

r0.00545

b (slope, estimate of beta)0.01714

a (intercept, estimate of alpha)0.00900

Mean Square Error0.16566

DF error279.00000

t(b)0.09102

p(b)0.53623

t(a)0.03398

p(a)0.48646

Lowerbound of 95% confidence interval for beta0.38787

Upperbound of 95% confidence interval for beta0.35359

Lowerbound of 95% confidence interval for alpha0.87134

Upperbound of 95% confidence interval for alpha0.90195

Treynor index (mean / b)0.84583

Jensen alpha (a)0.01530
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.06837

SD0.40888

Sharpe ratio (Glass type estimate)0.16721

Sharpe ratio (Hedges UMVUE)0.16676

df280.00000

t0.15113

p0.56001

Lowerbound of 95% confidence interval for Sharpe Ratio2.33570

Upperbound of 95% confidence interval for Sharpe Ratio2.00153

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.33538

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.00185
 Statistics related to Sortino ratio

Sortino ratio0.22213

Upside Potential Ratio5.87048

Upside part of mean1.80686

Downside part of mean1.87523

Upside SD0.26808

Downside SD0.30779

N nonnegative terms130.00000

N negative terms151.00000
 Statistics related to linear regression on benchmark

N of observations281.00000

Mean of predictor0.03868

Mean of criterion0.06837

SD of predictor0.12915

SD of criterion0.40888

Covariance0.00008

r0.00154

b (slope, estimate of beta)0.00489

a (intercept, estimate of alpha)0.06818

Mean Square Error0.16778

DF error279.00000

t(b)0.02579

p(b)0.51028

t(a)0.15042

p(a)0.55973

Lowerbound of 95% confidence interval for beta0.37799

Upperbound of 95% confidence interval for beta0.36821

Lowerbound of 95% confidence interval for alpha0.96044

Upperbound of 95% confidence interval for alpha0.82408

Treynor index (mean / b)13.98530

Jensen alpha (a)0.06818
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03580

Expected Shortfall on VaR0.04461
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01249

Expected Shortfall on VaR0.02750
 ORDER STATISTICS
 Quartiles of return rates

Number of observations281.00000

Minimum0.86504

Quartile 10.99730

Median1.00000

Quartile 31.00480

Maximum1.12281

Mean of quarter 10.97930

Mean of quarter 20.99971

Mean of quarter 31.00212

Mean of quarter 41.01945

Inter Quartile Range0.00749

Number outliers low32.00000

Percentage of outliers low0.11388

Mean of outliers low0.96294

Number of outliers high21.00000

Percentage of outliers high0.07473

Mean of outliers high1.04277
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.49170

VaR(95%) (moments method)0.01334

Expected Shortfall (moments method)0.03220

Extreme Value Index (regression method)0.45208

VaR(95%) (regression method)0.02005

Expected Shortfall (regression method)0.04767
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations19.00000

Minimum0.00015

Quartile 10.00136

Median0.00342

Quartile 30.00937

Maximum0.51486

Mean of quarter 10.00057

Mean of quarter 20.00269

Mean of quarter 30.00570

Mean of quarter 40.13041

Inter Quartile Range0.00800

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high4.00000

Percentage of outliers high0.21053

Mean of outliers high0.16014
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.03398

VaR(95%) (moments method)0.08305

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.65430

VaR(95%) (regression method)0.17577

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.05705

Compounded annual return (geometric extrapolation)0.05675

Calmar ratio (compounded annual return / max draw down)0.11022

Compounded annual return / average of 25% largest draw downs0.43512

Compounded annual return / Expected Shortfall lognormal1.27197

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.47641

SD0.50087

Sharpe ratio (Glass type estimate)0.95117

Sharpe ratio (Hedges UMVUE)0.94699

df171.00000

t0.67258

p0.53269

Lowerbound of 95% confidence interval for Sharpe Ratio3.72344

Upperbound of 95% confidence interval for Sharpe Ratio1.82384

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.72062

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.82663
 Statistics related to Sortino ratio

Sortino ratio1.28811

Upside Potential Ratio5.83698

Upside part of mean2.15884

Downside part of mean2.63526

Upside SD0.33657

Downside SD0.36986

N nonnegative terms71.00000

N negative terms101.00000
 Statistics related to linear regression on benchmark

N of observations172.00000

Mean of predictor0.03105

Mean of criterion0.47641

SD of predictor0.11912

SD of criterion0.50087

Covariance0.00244

r0.04096

b (slope, estimate of beta)0.17221

a (intercept, estimate of alpha)0.47107

Mean Square Error0.25193

DF error170.00000

t(b)0.53446

p(b)0.52048

t(a)0.66357

p(a)0.52541

Lowerbound of 95% confidence interval for beta0.80828

Upperbound of 95% confidence interval for beta0.46386

Lowerbound of 95% confidence interval for alpha1.87241

Upperbound of 95% confidence interval for alpha0.93028

Treynor index (mean / b)2.76643

Jensen alpha (a)0.47107
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.60255

SD0.50419

Sharpe ratio (Glass type estimate)1.19508

Sharpe ratio (Hedges UMVUE)1.18983

df171.00000

t0.84505

p0.54103

Lowerbound of 95% confidence interval for Sharpe Ratio3.96809

Upperbound of 95% confidence interval for Sharpe Ratio1.58131

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.96450

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.58484
 Statistics related to Sortino ratio

Sortino ratio1.55845

Upside Potential Ratio5.44494

Upside part of mean2.10518

Downside part of mean2.70773

Upside SD0.32296

Downside SD0.38663

N nonnegative terms71.00000

N negative terms101.00000
 Statistics related to linear regression on benchmark

N of observations172.00000

Mean of predictor0.02399

Mean of criterion0.60255

SD of predictor0.11917

SD of criterion0.50419

Covariance0.00211

r0.03511

b (slope, estimate of beta)0.14853

a (intercept, estimate of alpha)0.59898

Mean Square Error0.25539

DF error170.00000

t(b)0.45803

p(b)0.51755

t(a)0.83806

p(a)0.53207

Lowerbound of 95% confidence interval for beta0.78867

Upperbound of 95% confidence interval for beta0.49161

Lowerbound of 95% confidence interval for alpha2.00987

Upperbound of 95% confidence interval for alpha0.81190

Treynor index (mean / b)4.05671

Jensen alpha (a)0.59898
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.04540

Expected Shortfall on VaR0.05614
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01923

Expected Shortfall on VaR0.04044
 ORDER STATISTICS
 Quartiles of return rates

Number of observations172.00000

Minimum0.86504

Quartile 10.99439

Median1.00000

Quartile 31.00436

Maximum1.12281

Mean of quarter 10.97101

Mean of quarter 20.99841

Mean of quarter 31.00149

Mean of quarter 41.02366

Inter Quartile Range0.00998

Number outliers low19.00000

Percentage of outliers low0.11046

Mean of outliers low0.95059

Number of outliers high15.00000

Percentage of outliers high0.08721

Mean of outliers high1.04902
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.25030

VaR(95%) (moments method)0.02053

Expected Shortfall (moments method)0.03564

Extreme Value Index (regression method)0.29075

VaR(95%) (regression method)0.03138

Expected Shortfall (regression method)0.05964
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations9.00000

Minimum0.00015

Quartile 10.00266

Median0.00374

Quartile 30.01151

Maximum0.51486

Mean of quarter 10.00112

Mean of quarter 20.00345

Mean of quarter 30.00833

Mean of quarter 40.27566

Inter Quartile Range0.00886

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.22222

Mean of outliers high0.27566
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)1.22655

VaR(95%) (moments method)0.13312

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)3.26103

VaR(95%) (regression method)1.41380

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.51287

Compounded annual return (geometric extrapolation)0.44711

Calmar ratio (compounded annual return / max draw down)0.86842

Compounded annual return / average of 25% largest draw downs1.62196

Compounded annual return / Expected Shortfall lognormal7.96469
Strategy Description
System based on fundamental and technical analysis. My indicators provide 1015 trades per month depending on the market.Any questions please let me know.
Q: What is the trading size?
A: 0.2 lot per trade. But you can scale it up or down, when you setup auto trading.
Q: I can see that some days 812 mini lots have been traded. Do you use martingale ?
A: NO , it shows total of trades in one day, INCLUDING intraday scalping.
Q: What minimal amount of cash in my Broker Account do you suggest?
A: Minimum 1000$ with trade multiplier at 50% (please read below)
Q: When setting up autotrading, how much trade multiplier should I choose?
A: There is 2 different risk/reward, I suggest:
BALANCED: 0.1 lot every 2000$ on your account.
AGGRESSIVE: 0.1 lot every 1000$ on your account.
Examples:
Freedom EURUSD trading size is 0.2 lots per trade:
2000$ account:
Balanced: 50% trade multiplier (half system size, 0.1 lot per trade)
Aggressive: 100% trade multiplier (1:1 system size, 0.2 lots per trade)
4000$ account:
Balanced: 100% trade multiplier
Aggressive: 200% trade multiplier
8000$ account:
Balanced: 200% trade multiplier
Aggressive: 400% trade multiplier
And so on..
Q: Is there any stop loss on your system ?
A: Yes, Stop Loss and TakeProfits are put manually by myself, or with the help of my ExpertAdvisor, witch helps me setting a more precise Stop Loss and Take Profit. The stop loss range is between 80 and 250 pips. Please note that when is the Expert Advisor who sets the SL and TP, you dont see them because they are Virtual. (in the computer memory). All the trades are started manually.
Summary Statistics
Latest Activity
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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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