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MT Gold TEST (100025778)

Created by: Manuel_Casara Manuel_Casara
Started: 01/2016
Stocks
Last trade: 365 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. Subscriptions to this system cost $39.00 per month.

-13.7%
Annual Return (Compounded)
29.2%
Max Drawdown
5
Num Trades
20.0%
Win Trades
0.8 : 1
Profit Factor
52.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2016+2.6%+4.6%(1.3%)(2.1%)(5.2%)+7.1%+1.8%(3.4%)+0.7%(6%)(15.6%)(3.5%)(20.1%)
2017+7.3%+9.0%(1.8%)+3.4%+1.2%(5%)+4.0%+5.1%(3.7%)(1%)+2.4%      +21.8%

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 24 hours.

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
7/5/16 9:30 SLV ISHARES SILVER TRUST LONG 1,000 18.57 11/23 10:29 15.38 3.62%
Trade id #104478887
Max drawdown($3,212)
Time11/23/16 9:12
Quant open1,000
Worst price15.36
Drawdown as % of equity-3.62%
($3,206)
Includes Typical Broker Commissions trade costs of $12.50
3/28/16 13:15 SLV ISHARES SILVER TRUST SHORT 1,455 14.43 4/25 9:30 16.19 3.37%
Trade id #101525253
Max drawdown($3,506)
Time4/21/16 8:16
Quant open-1,455
Worst price16.84
Drawdown as % of equity-3.37%
($2,564)
Includes Typical Broker Commissions trade costs of $5.00
2/29/16 9:30 GLD SPDR GOLD SHARES LONG 420 117.57 3/28 12:21 116.33 0.55%
Trade id #100893409
Max drawdown($592)
Time3/23/16 10:03
Quant open420
Worst price116.16
Drawdown as % of equity-0.55%
($529)
Includes Typical Broker Commissions trade costs of $8.40
1/19/16 9:30 GLD SPDR GOLD SHARES LONG 900 104.06 2/5 15:27 111.75 0.37%
Trade id #100053736
Max drawdown($369)
Time1/19/16 10:12
Quant open900
Worst price103.65
Drawdown as % of equity-0.37%
$6,916
Includes Typical Broker Commissions trade costs of $5.00

Statistics

  • Strategy began
    1/16/2016
  • Starting Unit Size
    $100,000
  • Strategy Age (days)
    676.64
  • Age
    23 months ago
  • What it trades
    Stocks
  • # Trades
    5
  • # Profitable
    1
  • % Profitable
    20.00%
  • Avg trade duration
    156.8 days
  • Max peak-to-valley drawdown
    29.22%
  • drawdown period
    March 04, 2016 - Dec 15, 2016
  • Annual Return (Compounded)
    -13.7%
  • Avg win
    $6,921
  • Avg loss
    $2,262
  • Model Account Values (Raw)
  • Cash
    $17,097
  • Margin Used
    $0
  • Buying Power
    $14,320
  • Ratios
  • W:L ratio
    0.76:1
  • Sharpe Ratio
    -0.136
  • Sortino Ratio
    -0.196
  • Calmar Ratio
    -0.065
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.12300
  • Return Statistics
  • Ann Return (w trading costs)
    -13.7%
  • Ann Return (Compnd, No Fees)
    -1.9%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    347
  • Popularity (Last 6 weeks)
    772
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    15
  • Win / Loss
  • Avg Loss
    $2,262
  • Avg Win
    $6,921
  • # Winners
    1
  • # Losers
    4
  • % Winners
    20.0%
  • Frequency
  • Avg Position Time (mins)
    225778.00
  • Avg Position Time (hrs)
    3762.97
  • Avg Trade Length
    156.8 days
  • Last Trade Ago
    332
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.11962
  • SD
    0.24254
  • Sharpe ratio (Glass type estimate)
    -0.49320
  • Sharpe ratio (Hedges UMVUE)
    -0.46160
  • df
    12.00000
  • t
    -0.51334
  • p
    0.57329
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.37631
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.41000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.35371
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.43050
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.58432
  • Upside Potential Ratio
    1.13145
  • Upside part of mean
    0.23163
  • Downside part of mean
    -0.35124
  • Upside SD
    0.11655
  • Downside SD
    0.20472
  • N nonnegative terms
    6.00000
  • N negative terms
    7.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    13.00000
  • Mean of predictor
    0.17429
  • Mean of criterion
    -0.11962
  • SD of predictor
    0.09953
  • SD of criterion
    0.24254
  • Covariance
    -0.00718
  • r
    -0.29752
  • b (slope, estimate of beta)
    -0.72498
  • a (intercept, estimate of alpha)
    0.00674
  • Mean Square Error
    0.05849
  • DF error
    11.00000
  • t(b)
    -1.03357
  • p(b)
    0.83824
  • t(a)
    0.02567
  • p(a)
    0.48999
  • Lowerbound of 95% confidence interval for beta
    -2.26884
  • Upperbound of 95% confidence interval for beta
    0.81887
  • Lowerbound of 95% confidence interval for alpha
    -0.57116
  • Upperbound of 95% confidence interval for alpha
    0.58464
  • Treynor index (mean / b)
    0.16500
  • Jensen alpha (a)
    0.00674
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.14949
  • SD
    0.25626
  • Sharpe ratio (Glass type estimate)
    -0.58337
  • Sharpe ratio (Hedges UMVUE)
    -0.54600
  • df
    12.00000
  • t
    -0.60719
  • p
    0.58632
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.46873
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.32558
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.44170
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.34970
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.67049
  • Upside Potential Ratio
    1.00879
  • Upside part of mean
    0.22492
  • Downside part of mean
    -0.37441
  • Upside SD
    0.11299
  • Downside SD
    0.22296
  • N nonnegative terms
    6.00000
  • N negative terms
    7.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    13.00000
  • Mean of predictor
    0.16852
  • Mean of criterion
    -0.14949
  • SD of predictor
    0.09709
  • SD of criterion
    0.25626
  • Covariance
    -0.00751
  • r
    -0.30197
  • b (slope, estimate of beta)
    -0.79702
  • a (intercept, estimate of alpha)
    -0.01518
  • Mean Square Error
    0.06511
  • DF error
    11.00000
  • t(b)
    -1.05058
  • p(b)
    0.84201
  • t(a)
    -0.05491
  • p(a)
    0.52140
  • Lowerbound of 95% confidence interval for beta
    -2.46677
  • Upperbound of 95% confidence interval for beta
    0.87274
  • Lowerbound of 95% confidence interval for alpha
    -0.62371
  • Upperbound of 95% confidence interval for alpha
    0.59335
  • Treynor index (mean / b)
    0.18757
  • Jensen alpha (a)
    -0.01518
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.12553
  • Expected Shortfall on VaR
    0.15183
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.07069
  • Expected Shortfall on VaR
    0.13597
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    13.00000
  • Minimum
    0.81558
  • Quartile 1
    0.96978
  • Median
    0.99910
  • Quartile 3
    1.04982
  • Maximum
    1.06921
  • Mean of quarter 1
    0.91529
  • Mean of quarter 2
    0.98805
  • Mean of quarter 3
    1.02091
  • Mean of quarter 4
    1.06439
  • Inter Quartile Range
    0.08003
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.07692
  • Mean of outliers low
    0.81558
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.42228
  • VaR(95%) (moments method)
    0.09585
  • Expected Shortfall (moments method)
    0.19668
  • Extreme Value Index (regression method)
    1.57744
  • VaR(95%) (regression method)
    0.16823
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.05399
  • Quartile 1
    0.10449
  • Median
    0.15499
  • Quartile 3
    0.20549
  • Maximum
    0.25599
  • Mean of quarter 1
    0.05399
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.25599
  • Inter Quartile Range
    0.10100
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    -0.12951
  • Compounded annual return (geometric extrapolation)
    -0.13024
  • Calmar ratio (compounded annual return / max draw down)
    -0.50879
  • Compounded annual return / average of 25% largest draw downs
    -0.50879
  • Compounded annual return / Expected Shortfall lognormal
    -0.85783
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.14014
  • SD
    0.13527
  • Sharpe ratio (Glass type estimate)
    -1.03595
  • Sharpe ratio (Hedges UMVUE)
    -1.03386
  • df
    372.00000
  • t
    -1.07874
  • p
    0.85930
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.91898
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.84843
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.91756
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.84983
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.27690
  • Upside Potential Ratio
    5.81443
  • Upside part of mean
    0.63811
  • Downside part of mean
    -0.77824
  • Upside SD
    0.07913
  • Downside SD
    0.10975
  • N nonnegative terms
    139.00000
  • N negative terms
    234.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    373.00000
  • Mean of predictor
    0.17524
  • Mean of criterion
    -0.14014
  • SD of predictor
    0.11709
  • SD of criterion
    0.13527
  • Covariance
    -0.00198
  • r
    -0.12493
  • b (slope, estimate of beta)
    -0.14433
  • a (intercept, estimate of alpha)
    0.00600
  • Mean Square Error
    0.01806
  • DF error
    371.00000
  • t(b)
    -2.42530
  • p(b)
    0.99211
  • t(a)
    -0.88693
  • p(a)
    0.81215
  • Lowerbound of 95% confidence interval for beta
    -0.26135
  • Upperbound of 95% confidence interval for beta
    -0.02731
  • Lowerbound of 95% confidence interval for alpha
    -0.36945
  • Upperbound of 95% confidence interval for alpha
    0.13977
  • Treynor index (mean / b)
    0.97095
  • Jensen alpha (a)
    -0.11484
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.14937
  • SD
    0.13620
  • Sharpe ratio (Glass type estimate)
    -1.09673
  • Sharpe ratio (Hedges UMVUE)
    -1.09452
  • df
    372.00000
  • t
    -1.14202
  • p
    0.87291
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.97993
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.78783
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.97839
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.78936
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.34174
  • Upside Potential Ratio
    5.70395
  • Upside part of mean
    0.63499
  • Downside part of mean
    -0.78436
  • Upside SD
    0.07856
  • Downside SD
    0.11132
  • N nonnegative terms
    139.00000
  • N negative terms
    234.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    373.00000
  • Mean of predictor
    0.16836
  • Mean of criterion
    -0.14937
  • SD of predictor
    0.11710
  • SD of criterion
    0.13620
  • Covariance
    -0.00198
  • r
    -0.12440
  • b (slope, estimate of beta)
    -0.14469
  • a (intercept, estimate of alpha)
    -0.12501
  • Mean Square Error
    0.01831
  • DF error
    371.00000
  • t(b)
    -2.41496
  • p(b)
    0.99189
  • t(a)
    -0.95907
  • p(a)
    0.83093
  • Lowerbound of 95% confidence interval for beta
    -0.26251
  • Upperbound of 95% confidence interval for beta
    -0.02688
  • Lowerbound of 95% confidence interval for alpha
    -0.38131
  • Upperbound of 95% confidence interval for alpha
    0.13129
  • Treynor index (mean / b)
    1.03232
  • Jensen alpha (a)
    -0.12501
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01243
  • Expected Shortfall on VaR
    0.01546
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00592
  • Expected Shortfall on VaR
    0.01238
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    373.00000
  • Minimum
    0.95235
  • Quartile 1
    0.99741
  • Median
    1.00000
  • Quartile 3
    1.00233
  • Maximum
    1.02793
  • Mean of quarter 1
    0.99177
  • Mean of quarter 2
    0.99932
  • Mean of quarter 3
    1.00055
  • Mean of quarter 4
    1.00693
  • Inter Quartile Range
    0.00492
  • Number outliers low
    25.00000
  • Percentage of outliers low
    0.06702
  • Mean of outliers low
    0.98149
  • Number of outliers high
    17.00000
  • Percentage of outliers high
    0.04558
  • Mean of outliers high
    1.01541
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.61368
  • VaR(95%) (moments method)
    0.00870
  • Expected Shortfall (moments method)
    0.02418
  • Extreme Value Index (regression method)
    0.58906
  • VaR(95%) (regression method)
    0.00681
  • Expected Shortfall (regression method)
    0.01666
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.00047
  • Quartile 1
    0.00202
  • Median
    0.00370
  • Quartile 3
    0.07078
  • Maximum
    0.28230
  • Mean of quarter 1
    0.00117
  • Mean of quarter 2
    0.00250
  • Mean of quarter 3
    0.00490
  • Mean of quarter 4
    0.18752
  • Inter Quartile Range
    0.06875
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.28230
  • 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)
    -0.12939
  • Compounded annual return (geometric extrapolation)
    -0.13014
  • Calmar ratio (compounded annual return / max draw down)
    -0.46098
  • Compounded annual return / average of 25% largest draw downs
    -0.69398
  • Compounded annual return / Expected Shortfall lognormal
    -8.41947
  • 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
  • Mean
    -0.42206
  • SD
    0.17630
  • Sharpe ratio (Glass type estimate)
    -2.39403
  • Sharpe ratio (Hedges UMVUE)
    -2.38351
  • df
    171.00000
  • t
    -1.69283
  • p
    0.58151
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -5.17404
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.39275
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -5.16681
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.39978
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.77023
  • Upside Potential Ratio
    5.19468
  • Upside part of mean
    0.79144
  • Downside part of mean
    -1.21350
  • Upside SD
    0.09058
  • Downside SD
    0.15236
  • N nonnegative terms
    68.00000
  • N negative terms
    104.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    0.08278
  • Mean of criterion
    -0.42206
  • SD of predictor
    0.08937
  • SD of criterion
    0.17630
  • Covariance
    -0.00073
  • r
    -0.04662
  • b (slope, estimate of beta)
    -0.09198
  • a (intercept, estimate of alpha)
    -0.41445
  • Mean Square Error
    0.03120
  • DF error
    170.00000
  • t(b)
    -0.60857
  • p(b)
    0.52331
  • t(a)
    -1.65716
  • p(a)
    0.56304
  • Lowerbound of 95% confidence interval for beta
    -0.39032
  • Upperbound of 95% confidence interval for beta
    0.20637
  • Lowerbound of 95% confidence interval for alpha
    -0.90814
  • Upperbound of 95% confidence interval for alpha
    0.07925
  • Treynor index (mean / b)
    4.58882
  • Jensen alpha (a)
    -0.41445
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.43796
  • SD
    0.17793
  • Sharpe ratio (Glass type estimate)
    -2.46143
  • Sharpe ratio (Hedges UMVUE)
    -2.45062
  • df
    171.00000
  • t
    -1.74049
  • p
    0.58375
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -5.24200
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.32612
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -5.23456
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.33333
  • Statistics related to Sortino ratio
  • Sortino ratio
    -2.83037
  • Upside Potential Ratio
    5.08836
  • Upside part of mean
    0.78736
  • Downside part of mean
    -1.22532
  • Upside SD
    0.08994
  • Downside SD
    0.15474
  • N nonnegative terms
    68.00000
  • N negative terms
    104.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    0.07879
  • Mean of criterion
    -0.43796
  • SD of predictor
    0.08937
  • SD of criterion
    0.17793
  • Covariance
    -0.00073
  • r
    -0.04605
  • b (slope, estimate of beta)
    -0.09168
  • a (intercept, estimate of alpha)
    -0.43074
  • Mean Square Error
    0.03178
  • DF error
    170.00000
  • t(b)
    -0.60108
  • p(b)
    0.52303
  • t(a)
    -1.70665
  • p(a)
    0.56489
  • Lowerbound of 95% confidence interval for beta
    -0.39278
  • Upperbound of 95% confidence interval for beta
    0.20942
  • Lowerbound of 95% confidence interval for alpha
    -0.92896
  • Upperbound of 95% confidence interval for alpha
    0.06748
  • Treynor index (mean / b)
    4.77688
  • Jensen alpha (a)
    -0.43074
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01691
  • Expected Shortfall on VaR
    0.02083
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00907
  • Expected Shortfall on VaR
    0.01833
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    172.00000
  • Minimum
    0.95235
  • Quartile 1
    0.99625
  • Median
    1.00000
  • Quartile 3
    1.00311
  • Maximum
    1.02353
  • Mean of quarter 1
    0.98761
  • Mean of quarter 2
    0.99835
  • Mean of quarter 3
    1.00098
  • Mean of quarter 4
    1.00827
  • Inter Quartile Range
    0.00687
  • Number outliers low
    11.00000
  • Percentage of outliers low
    0.06395
  • Mean of outliers low
    0.97315
  • Number of outliers high
    6.00000
  • Percentage of outliers high
    0.03488
  • Mean of outliers high
    1.01908
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.52432
  • VaR(95%) (moments method)
    0.01256
  • Expected Shortfall (moments method)
    0.02967
  • Extreme Value Index (regression method)
    0.46770
  • VaR(95%) (regression method)
    0.01141
  • Expected Shortfall (regression method)
    0.02408
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.00799
  • Quartile 1
    0.01908
  • Median
    0.03017
  • Quartile 3
    0.15503
  • Maximum
    0.27989
  • Mean of quarter 1
    0.00799
  • Mean of quarter 2
    0.03017
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.27989
  • Inter Quartile Range
    0.13595
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    -0.38531
  • Compounded annual return (geometric extrapolation)
    -0.34820
  • Calmar ratio (compounded annual return / max draw down)
    -1.24406
  • Compounded annual return / average of 25% largest draw downs
    -1.24406
  • Compounded annual return / Expected Shortfall lognormal
    -16.71210

Strategy Description

ITA:
Solo segnali di trading di medio-lungo periodo su Oro e Argento.
Autotrading non è necessario in quanto c'è tutto il tempo per inserire i segnali nel weekend.
Basato sulla tecnologia di analisi dei mercati di Mirrortrading.com nel medio-lungo periodo.

ENG:
Only medium and long term trade on Gold and sometime Silver.
Autotrading is not necessary.
Signals are published only on weekends for a help in the management of the portfolio.
Based on market analysis technology of Mirrortrading.com in the medium to long term.

Summary Statistics

Strategy began
2016-01-16
Minimum Capital Required
$5,000
# Trades
5
# Profitable
1
% Profitable
20.0%
Correlation S&P500
-0.123
Sharpe Ratio
-0.136

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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