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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

JB's Crude Oil Trader
(83462733)

Created by: JB8 JB8
Started: 10/2013
Futures
Last trade: 3,810 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.

-100.0%
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.

(38.2%)
Max Drawdown
44
Num Trades
50.0%
Win Trades
0.3 : 1
Profit Factor
0.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2013                                                               (39.8%)(1%)(0.2%)(40.5%)
2014  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -    -    -    -  0.0
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 one hour.

Trading Record

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
10/22/13 15:44 QGCZ3 Gold 100 oz SHORT 2 1339.9 10/22 18:34 1340.5 1.72%
Trade id #83646223
Max drawdown($260)
Time10/22/13 16:18
Quant open-2
Worst price1341.2
Drawdown as % of equity-1.72%
($136)
Includes Typical Broker Commissions trade costs of $16.00
10/22/13 12:10 QCLZ3 CRUDE OIL SHORT 1 99.09 10/22 12:26 99.00 0.38%
Trade id #83641103
Max drawdown($90)
Time10/22/13 12:20
Quant open-1
Worst price99.18
Drawdown as % of equity-0.38%
$82
Includes Typical Broker Commissions trade costs of $8.00
10/22/13 11:26: Rescaled downward to 74.9963% of previous Model Account size
10/22/13 11:05: Rescaled downward to 60.9385% of previous Model Account size
10/22/13 9:13 QGCZ3 Gold 100 oz SHORT 2.742000103 1328.2 10/22 10:42 1340.0 13.8%
Trade id #83634489
Max drawdown($3,236)
Time10/22/13 10:42
Quant open0
Worst price1340.0
Drawdown as % of equity-13.80%
($3,258)
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 21:39 QGCZ3 Gold 100 oz SHORT 2.742000103 1314.0 10/22 8:30 1331.0 19.88%
Trade id #83626086
Max drawdown($4,661)
Time10/22/13 8:30
Quant open0
Worst price1331.0
Drawdown as % of equity-19.88%
($4,683)
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 13:35 QCLZ3 CRUDE OIL SHORT 2.742000103 99.60 10/21 15:35 99.58 2.26%
Trade id #83618802
Max drawdown($548)
Time10/21/13 13:58
Quant open-3
Worst price99.80
Drawdown as % of equity-2.26%
$33
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 10:54 QCLZ3 CRUDE OIL SHORT 2.742000103 100.24 10/21 11:02 100.23 0.57%
Trade id #83614663
Max drawdown($137)
Time10/21/13 10:57
Quant open-3
Worst price100.29
Drawdown as % of equity-0.57%
$5
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 10:42 QCLZ3 CRUDE OIL SHORT 2.742000103 100.04 10/21 10:47 100.18 1.59%
Trade id #83614307
Max drawdown($384)
Time10/21/13 10:47
Quant open0
Worst price100.18
Drawdown as % of equity-1.59%
($406)
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 10:38 QCLZ3 CRUDE OIL LONG 1.827999949 100.17 10/21 10:41 100.08 0.68%
Trade id #83614228
Max drawdown($165)
Time10/21/13 10:41
Quant open0
Worst price100.08
Drawdown as % of equity-0.68%
($180)
Includes Typical Broker Commissions trade costs of $14.62
10/21/13 10:30 QCLZ3 CRUDE OIL SHORT 2.742000103 100.35 10/21 10:31 100.43 0.9%
Trade id #83613867
Max drawdown($219)
Time10/21/13 10:31
Quant open0
Worst price100.43
Drawdown as % of equity-0.90%
($241)
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 10:10 QCLZ3 CRUDE OIL SHORT 2.742000103 100.35 10/21 10:29 100.44 1.25%
Trade id #83612896
Max drawdown($301)
Time10/21/13 10:19
Quant open-3
Worst price100.46
Drawdown as % of equity-1.25%
($269)
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 9:55 QCLZ3 CRUDE OIL SHORT 2.742000103 100.39 10/21 9:58 100.42 0.34%
Trade id #83612016
Max drawdown($82)
Time10/21/13 9:58
Quant open-3
Worst price100.42
Drawdown as % of equity-0.34%
($104)
Includes Typical Broker Commissions trade costs of $21.94
10/21/13 9:50 QCLZ3 CRUDE OIL SHORT 2.742000103 100.43 10/21 9:53 100.54 1.25%
Trade id #83609742
Max drawdown($302)
Time10/21/13 9:53
Quant open0
Worst price100.54
Drawdown as % of equity-1.25%
($324)
Includes Typical Broker Commissions trade costs of $21.94
10/18/13 14:32 QCLZ3 CRUDE OIL SHORT 2.742000103 101.12 10/18 14:46 101.04 0.14%
Trade id #83589867
Max drawdown($33)
Time10/18/13 14:35
Quant open-1
Worst price101.18
Drawdown as % of equity-0.14%
$197
Includes Typical Broker Commissions trade costs of $21.94
10/18/13 14:07 QCLZ3 CRUDE OIL SHORT 2.742000103 101.14 10/18 14:12 100.99 0.16%
Trade id #83589041
Max drawdown($37)
Time10/18/13 14:09
Quant open-1
Worst price101.17
Drawdown as % of equity-0.16%
$389
Includes Typical Broker Commissions trade costs of $21.94
10/18/13 11:03 QCLZ3 CRUDE OIL SHORT 2.742000103 101.31 10/18 11:06 101.34 0.35%
Trade id #83584587
Max drawdown($82)
Time10/18/13 11:06
Quant open-1
Worst price101.34
Drawdown as % of equity-0.35%
($104)
Includes Typical Broker Commissions trade costs of $21.94
10/18/13 10:54 QCLX3 CRUDE OIL LONG 2.742000103 101.00 10/18 11:01 100.97 0.35%
Trade id #83584365
Max drawdown($82)
Time10/18/13 10:56
Quant open1
Worst price100.94
Drawdown as % of equity-0.35%
($104)
Includes Typical Broker Commissions trade costs of $21.94
10/18/13 10:46 QCLX3 CRUDE OIL SHORT 2.742000103 100.95 10/18 10:47 100.90 n/a $115
Includes Typical Broker Commissions trade costs of $21.94
10/17/13 11:37 QCLX3 CRUDE OIL LONG 1.827999949 100.39 10/17 11:51 100.46 0.94%
Trade id #83560344
Max drawdown($225)
Time10/17/13 11:48
Quant open1
Worst price100.12
Drawdown as % of equity-0.94%
$113
Includes Typical Broker Commissions trade costs of $14.62
10/17/13 11:27 QCLX3 CRUDE OIL LONG 1.827999949 100.43 10/17 11:29 100.47 0.24%
Trade id #83559603
Max drawdown($58)
Time10/17/13 11:29
Quant open1
Worst price100.36
Drawdown as % of equity-0.24%
$58
Includes Typical Broker Commissions trade costs of $14.62
10/17/13 11:25 QCLX3 CRUDE OIL SHORT 0.913999975 100.28 10/17 11:26 100.40 0.46%
Trade id #83559481
Max drawdown($110)
Time10/17/13 11:26
Quant open0
Worst price100.40
Drawdown as % of equity-0.46%
($117)
Includes Typical Broker Commissions trade costs of $7.32
10/17/13 11:04 QCLX3 CRUDE OIL LONG 1.827999949 100.77 10/17 11:07 100.63 1.07%
Trade id #83558527
Max drawdown($256)
Time10/17/13 11:07
Quant open0
Worst price100.63
Drawdown as % of equity-1.07%
($271)
Includes Typical Broker Commissions trade costs of $14.62
10/17/13 10:59 QCLX3 CRUDE OIL SHORT 1.827999949 100.65 10/17 11:00 100.66 0.08%
Trade id #83558194
Max drawdown($18)
Time10/17/13 11:00
Quant open0
Worst price100.66
Drawdown as % of equity-0.08%
($33)
Includes Typical Broker Commissions trade costs of $14.62
10/17/13 10:54 QCLX3 CRUDE OIL SHORT 2.742000103 100.87 10/17 10:55 100.84 n/a $60
Includes Typical Broker Commissions trade costs of $21.94
10/17/13 10:51 QCLX3 CRUDE OIL LONG 2.742000103 100.96 10/17 10:53 100.91 0.57%
Trade id #83557888
Max drawdown($137)
Time10/17/13 10:53
Quant open0
Worst price100.91
Drawdown as % of equity-0.57%
($159)
Includes Typical Broker Commissions trade costs of $21.94
10/17/13 10:46 QCLX3 CRUDE OIL SHORT 2.742000103 100.85 10/17 10:49 100.89 0.46%
Trade id #83557674
Max drawdown($110)
Time10/17/13 10:49
Quant open-1
Worst price100.91
Drawdown as % of equity-0.46%
($132)
Includes Typical Broker Commissions trade costs of $21.94
10/17/13 10:04 QCLX3 CRUDE OIL LONG 0.913999975 100.70 10/17 10:06 100.75 0%
Trade id #83555918
Max drawdown$0
Time10/17/13 10:06
Quant open1
Worst price100.70
Drawdown as % of equity0.00%
$39
Includes Typical Broker Commissions trade costs of $7.32
10/16/13 13:05 QCLX3 CRUDE OIL LONG 1.827999949 102.39 10/16 13:20 102.80 0.07%
Trade id #83537393
Max drawdown($16)
Time10/16/13 13:11
Quant open1
Worst price102.37
Drawdown as % of equity-0.07%
$734
Includes Typical Broker Commissions trade costs of $14.62
10/16/13 11:30 QCLX3 CRUDE OIL SHORT 0.913999975 102.25 10/16 11:33 102.14 0.04%
Trade id #83534627
Max drawdown($8)
Time10/16/13 11:33
Quant open-1
Worst price102.27
Drawdown as % of equity-0.04%
$94
Includes Typical Broker Commissions trade costs of $7.32
10/16/13 11:06 QCLX3 CRUDE OIL LONG 1.827999949 101.75 10/16 11:08 101.97 0.07%
Trade id #83533712
Max drawdown($16)
Time10/16/13 11:08
Quant open1
Worst price101.73
Drawdown as % of equity-0.07%
$387
Includes Typical Broker Commissions trade costs of $14.62
10/16/13 10:48 QCLX3 CRUDE OIL SHORT 1.827999949 101.81 10/16 10:56 101.72 0.15%
Trade id #83533138
Max drawdown($33)
Time10/16/13 10:50
Quant open-1
Worst price101.85
Drawdown as % of equity-0.15%
$150
Includes Typical Broker Commissions trade costs of $14.62

Statistics

  • Strategy began
    10/11/2013
  • Suggested Minimum Cap
    $22,851
  • Strategy Age (days)
    3815.45
  • Age
    127 months ago
  • What it trades
    Futures
  • # Trades
    44
  • # Profitable
    22
  • % Profitable
    50.00%
  • Avg trade duration
    29.0 minutes
  • Max peak-to-valley drawdown
    38.18%
  • drawdown period
    Oct 18, 2013 - June 21, 2014
  • Cumul. Return
    -38.9%
  • Avg win
    $150.32
  • Avg loss
    $508.59
  • Model Account Values (Raw)
  • Cash
    $14,969
  • Margin Used
    $0
  • Buying Power
    $14,969
  • Ratios
  • W:L ratio
    0.30:1
  • Sharpe Ratio
    -0.5
  • Sortino Ratio
    -0.5
  • Calmar Ratio
    -0.483
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.00170
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -41.92%
  • Return Percent SP500 (cumu) during strategy life
    208.50%
  • Return Statistics
  • Ann Return (w trading costs)
    -100.0%
  • 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
  • Slump
  • Current Slump as Pcnt Equity
    73.70%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    -0.389%
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -4.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • 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
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $150
  • Avg Loss
    $509
  • Sum Trade PL (losers)
    $11,189.000
  • Sum Trade PL (winners)
    $3,307.000
  • # Winners
    22
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • Num Months Winners
    0
  • Age
  • Num Months filled monthly returns table
    126
  • Win / Loss
  • # Losers
    22
  • % Winners
    50.0%
  • Frequency
  • Avg Position Time (mins)
    29.02
  • Avg Position Time (hrs)
    0.48
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    3804
  • Regression
  • Alpha
    -0.02
  • Beta
    -0.00
  • Treynor Index
    17.34
  • Maximum Adverse Excursion (MAE)
  • MAE:PL (avg, all trades)
    -0.00
  • MAE:Equity, average, all trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -1.591
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    4.69
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    33.52
  • MAE:Equity, 95th Percentile Value for this strat
    0.15
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.02
  • MAE:PL (avg, losing trades)
    -
  • Avg(MAE) / Avg(PL) - Winning trades
    0.524
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.017
  • Hold-and-Hope Ratio
    -0.629
  • 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)
    -0.19300
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.02700
  • 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)
    246
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

How we pick our signals?- We use technical analysis, market momentum, technical patterns,custom indicators, and 10 years of experience.

How long do we hold positions for?- Anywhere from 5min to 2 hours. Depends on the market and how crude is moving during the day.

Do you use stops?- Yes, They are based on levels of support or resistance.

What is the profit average?- We are shooting for a minimum of 70%, anything lower then this is coin flip country.

Do you trade anything other then crude?- No, Crude oil receives 100% attention during our trading time frame.

Best thing about our Crude Oil signals, you only pay when you make $

Summary Statistics

Strategy began
2013-10-11
Suggested Minimum Capital
$22,800
# Trades
44
# Profitable
22
% Profitable
50.0%
Correlation S&P500
-0.002
Sharpe Ratio
-0.50
Sortino Ratio
-0.50
Beta
-0.00
Alpha
-0.02

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.