Collective2 Collective2
Featured Strategy IC Algotrading +116.7% Annual Return (Compounded) since Mar 31, 2023 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more
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Zzzzzz test
(97588070)

Created by: Bot_Muncher Bot_Muncher
Started: 11/2015
Futures
Last trade: 3,082 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. You can subscribe to this system for free.

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.

-91.0%
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.

(29.1%)
Max Drawdown
130
Num Trades
46.2%
Win Trades
0.8 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2015                                                                      (7.9%)(12.6%)(19.5%)
2016  -    -    -    -    -    -    -    -    -    -    -    -  (0.1%)
2017  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2018  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2019  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2020  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -                                            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.

System developer has asked us to delay this information by 2 hours.

Trading Record

This strategy has placed 10 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 3103 days ago.

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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/9/15 13:59 @ESZ5 E-MINI S&P 500 SHORT 1 2042.50 12/9 14:39 2044.00 0.47%
Trade id #98711517
Max drawdown($100)
Time12/9/15 14:15
Quant open-1
Worst price2044.50
Drawdown as % of equity-0.47%
 ($83)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 13:53 @YMZ5 MINI DOW SHORT 1 17468 12/9 14:39 17474 0.5%
Trade id #98711328
Max drawdown($105)
Time12/9/15 13:56
Quant open-1
Worst price17489
Drawdown as % of equity-0.50%
 ($38)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 14:29 EBF6 Brent Crude Oil LONG 1 40.14 12/9 14:32 40.20 0.18%
Trade id #98712143
Max drawdown($40)
Time12/9/15 14:31
Quant open1
Worst price40.10
Drawdown as % of equity-0.18%
 $52
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 13:58 QRBF6 RBOB Gasoline SHORT 1 1.2306 12/9 14:25 1.2278 0.85%
Trade id #98711456
Max drawdown($180)
Time12/9/15 14:17
Quant open-1
Worst price1.2349
Drawdown as % of equity-0.85%
 $110
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 14:00 @TFSZ5 Emini Russell 2000 SHORT 1 1145.50 12/9 14:25 1143.40 0.24%
Trade id #98711549
Max drawdown($50)
Time12/9/15 14:02
Quant open-1
Worst price1146.00
Drawdown as % of equity-0.24%
 $202
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 13:53 @EMDZ5 Mini Midcap 400 SHORT 1 1409.10 12/9 14:25 1406.10 0.86%
Trade id #98711338
Max drawdown($180)
Time12/9/15 13:57
Quant open-1
Worst price1410.90
Drawdown as % of equity-0.86%
 $292
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 13:50 @NQZ5 E-MINI NASDAQ 100 STK IDX SHORT 1 4607.75 12/9 14:25 4598.00 0.86%
Trade id #98711280
Max drawdown($180)
Time12/9/15 13:57
Quant open-1
Worst price4616.75
Drawdown as % of equity-0.86%
 $187
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 13:51 QRBF6 RBOB Gasoline SHORT 1 1.2259 12/9 13:55 1.2314 1.09%
Trade id #98711292
Max drawdown($231)
Time12/9/15 13:55
Quant open0
Worst price1.2314
Drawdown as % of equity-1.09%
 ($239)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 11:30 @EMDZ5 Mini Midcap 400 LONG 1 1425.00 12/9 11:32 1423.90 0.65%
Trade id #98707015
Max drawdown($140)
Time12/9/15 11:32
Quant open1
Worst price1423.60
Drawdown as % of equity-0.65%
 ($118)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 11:25 @YMZ5 MINI DOW LONG 1 17667 12/9 11:32 17660 0.39%
Trade id #98706874
Max drawdown($85)
Time12/9/15 11:30
Quant open1
Worst price17650
Drawdown as % of equity-0.39%
 ($43)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:51 @TFSZ5 Emini Russell 2000 SHORT 1 1160.30 12/9 10:10 1163.10 1.26%
Trade id #98704095
Max drawdown($280)
Time12/9/15 10:10
Quant open0
Worst price1163.10
Drawdown as % of equity-1.26%
 ($288)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:50 @YMZ5 MINI DOW SHORT 1 17640 12/9 10:10 17688 1.08%
Trade id #98704083
Max drawdown($240)
Time12/9/15 10:10
Quant open0
Worst price17688
Drawdown as % of equity-1.08%
 ($248)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:25 QRBF6 RBOB Gasoline SHORT 1 1.2156 12/9 10:01 1.2206 0.94%
Trade id #98702706
Max drawdown($210)
Time12/9/15 10:01
Quant open0
Worst price1.2206
Drawdown as % of equity-0.94%
 ($218)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:50 @NQZ5 E-MINI NASDAQ 100 STK IDX SHORT 1 4683.25 12/9 9:54 4678.00 0.11%
Trade id #98704072
Max drawdown($25)
Time12/9/15 9:53
Quant open-1
Worst price4684.50
Drawdown as % of equity-0.11%
 $97
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:41 @YMZ5 MINI DOW SHORT 1 17608 12/9 9:50 17652 0.97%
Trade id #98703676
Max drawdown($220)
Time12/9/15 9:50
Quant open0
Worst price17652
Drawdown as % of equity-0.97%
 ($228)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:44 @ESZ5 E-MINI S&P 500 SHORT 1 2063.75 12/9 9:49 2068.25 0.99%
Trade id #98703869
Max drawdown($225)
Time12/9/15 9:49
Quant open0
Worst price2068.25
Drawdown as % of equity-0.99%
 ($233)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:41 @TFSZ5 Emini Russell 2000 SHORT 1 1158.60 12/9 9:47 1160.90 1.02%
Trade id #98703713
Max drawdown($230)
Time12/9/15 9:47
Quant open0
Worst price1160.90
Drawdown as % of equity-1.02%
 ($238)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:41 @EMDZ5 Mini Midcap 400 SHORT 1 1424.70 12/9 9:47 1427.40 1.19%
Trade id #98703729
Max drawdown($270)
Time12/9/15 9:47
Quant open0
Worst price1427.40
Drawdown as % of equity-1.19%
 ($278)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:37 @TFSZ5 Emini Russell 2000 SHORT 1 1156.80 12/9 9:41 1159.70 1.22%
Trade id #98703399
Max drawdown($290)
Time12/9/15 9:41
Quant open0
Worst price1159.70
Drawdown as % of equity-1.22%
 ($298)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:36 @YMZ5 MINI DOW SHORT 1 17560 12/9 9:40 17604 0.93%
Trade id #98703330
Max drawdown($220)
Time12/9/15 9:40
Quant open0
Worst price17604
Drawdown as % of equity-0.93%
 ($228)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:38 @EMDZ5 Mini Midcap 400 SHORT 1 1422.40 12/9 9:40 1424.70 0.97%
Trade id #98703500
Max drawdown($230)
Time12/9/15 9:40
Quant open0
Worst price1424.70
Drawdown as % of equity-0.97%
 ($238)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:17 QHOF6 Heating Oil SHORT 1 1.2579 12/9 9:35 1.2558 0.55%
Trade id #98702540
Max drawdown($130)
Time12/9/15 9:25
Quant open-1
Worst price1.2610
Drawdown as % of equity-0.55%
 $80
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 9:16 QRBF6 RBOB Gasoline SHORT 1 1.2106 12/9 9:23 1.2159 0.93%
Trade id #98702513
Max drawdown($223)
Time12/9/15 9:23
Quant open0
Worst price1.2159
Drawdown as % of equity-0.93%
 ($231)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 7:52 @YMZ5 MINI DOW LONG 1 17537 12/9 9:03 17495 0.87%
Trade id #98701278
Max drawdown($210)
Time12/9/15 9:03
Quant open0
Worst price17495
Drawdown as % of equity-0.87%
 ($218)
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 7:30 QRBF6 RBOB Gasoline LONG 1 1.2090 12/9 7:51 1.2120 0.24%
Trade id #98701077
Max drawdown($58)
Time12/9/15 7:37
Quant open1
Worst price1.2076
Drawdown as % of equity-0.24%
 $118
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 6:48 @EMDZ5 Mini Midcap 400 SHORT 1 1420.50 12/9 7:35 1419.30 0.51%
Trade id #98700652
Max drawdown($120)
Time12/9/15 6:54
Quant open-1
Worst price1421.70
Drawdown as % of equity-0.51%
 $112
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 6:30 @NQZ5 E-MINI NASDAQ 100 STK IDX SHORT 1 4685.50 12/9 7:23 4674.50 0.49%
Trade id #98700506
Max drawdown($115)
Time12/9/15 6:37
Quant open-1
Worst price4691.25
Drawdown as % of equity-0.49%
 $212
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 6:39 @YMZ5 MINI DOW SHORT 1 17567 12/9 7:20 17558 0.21%
Trade id #98700584
Max drawdown($50)
Time12/9/15 7:06
Quant open-1
Worst price17577
Drawdown as % of equity-0.21%
 $37
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 5:17 QGCG6 Gold 100 oz SHORT 1 1078.7 12/9 5:56 1078.1 0.89%
Trade id #98699841
Max drawdown($210)
Time12/9/15 5:19
Quant open-1
Worst price1080.8
Drawdown as % of equity-0.89%
 $52
Includes Typical Broker Commissions trade costs of $8.00
12/9/15 5:15 QHOF6 Heating Oil SHORT 1 1.2617 12/9 5:50 1.2597 0.72%
Trade id #98699814
Max drawdown($168)
Time12/9/15 5:30
Quant open-1
Worst price1.2657
Drawdown as % of equity-0.72%
 $76
Includes Typical Broker Commissions trade costs of $8.00
Next

Statistics

  • Strategy began
    11/16/2015
  • Suggested Minimum Cap
    $25,000
  • Strategy Age (days)
    3103.27
  • Age
    104 months ago
  • What it trades
    Futures
  • # Trades
    130
  • # Profitable
    60
  • % Profitable
    46.20%
  • Avg trade duration
    37.5 minutes
  • Max peak-to-valley drawdown
    29.14%
  • drawdown period
    Nov 16, 2015 - Dec 09, 2015
  • Cumul. Return
    -19.4%
  • Avg win
    $160.95
  • Avg loss
    $181.50
  • Model Account Values (Raw)
  • Cash
    $21,949
  • Margin Used
    $0
  • Buying Power
    $21,949
  • Ratios
  • W:L ratio
    0.76:1
  • Sharpe Ratio
    -0.88
  • Sortino Ratio
    -0.92
  • Calmar Ratio
    -0.655
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -18.94%
  • Correlation to SP500
    0.00010
  • Return Percent SP500 (cumu) during strategy life
    157.99%
  • Return Statistics
  • Ann Return (w trading costs)
    -91.0%
  • Slump
  • Current Slump as Pcnt Equity
    33.40%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.194%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -1.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    12.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    98.46%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    379
  • Popularity (Last 6 weeks)
    858
  • Popularity (7 days, Percentile 1000 scale)
    509
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $161
  • Avg Loss
    $182
  • Sum Trade PL (losers)
    $12,705.000
  • # Winners
    60
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    103
  • Win / Loss
  • Sum Trade PL (winners)
    $9,657.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    70
  • % Winners
    46.1%
  • Frequency
  • Avg Position Time (mins)
    37.52
  • Avg Position Time (hrs)
    0.62
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    3080
  • Regression
  • Alpha
    -0.01
  • Beta
    0.00
  • Treynor Index
    -
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    14.02
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.53
  • Avg(MAE) / Avg(PL) - All trades
    -4.330
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    13.77
  • MAE:Equity, 95th Percentile Value for this strat
    0.01
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.414
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.105
  • Hold-and-Hope Ratio
    -0.229
  • 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)
    -0.14000
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.01100
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Max Equity Drawdown (num days)
    23
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Test System

Other Trading Systems Available:
Bot Muncher NDX- https://collective2.com/details/97588091
Bot Muncher CMD - https://collective2.com/details/97588082

Summary Statistics

Strategy began
2015-11-16
Suggested Minimum Capital
$25,000
# Trades
130
# Profitable
60
% Profitable
46.2%
Correlation S&P500
0.000
Sharpe Ratio
-0.88
Sortino Ratio
-0.92
Beta
0.00
Alpha
-0.01

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.