Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW C2Star Certified Hypothetical

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((()==((() Forex

By NoorBakir

Forex · Started Mar 2006

hypothetical · Annual Return (Compounded)
-14.7%
Max Drawdown
90.1%
Trades
22
Win Trades
36.4%
Profit Factor
0.70
Win Months
0.8%

About this strategy

sending fundamental analysis only through e mails...

C2 platform does not fit my trading style...

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
200696.5-85.1-42.50.00.00.00.00.00.00.0-83.1
20070.00.00.00.00.60.00.00.00.00.00.00.00.6
20080.00.00.00.00.00.00.00.00.00.00.00.00.0
20090.00.00.00.00.00.00.00.00.00.00.00.00.0
20100.00.00.00.00.0-0.00.0-0.00.00.00.0-0.0-0.0
20110.00.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
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
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began3/2/2006
Suggested Minimum Capital$100,000
Age250 months
What it tradesForex
# Trades22
# Profitable8
% Profitable36.4%
Avg trade duration2.0 days
Max peak-to-valley drawdown90.1%
drawdown periodApril 03, 2006 - May 12, 2006
Annual return (compounded)-6.9%
Avg win$20,057
Avg loss$16,967

Ratios

W:L ratio0.68
Sharpe Ratio-0.41
Sortino Ratio-0.46
Calmar Ratio0.00

CORRELATION STATISTICS

Correlation to SP5000.00
Return Percent SP500 (cumu) during strategy life491.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-110.6%

Return Statistics

Ann Return (w trading costs)-14.7%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-6.9%

Slump

Current Slump as Pcnt Equity1250.4%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Automation

Percentage Signals Automated0.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$16,967
Avg Win$20,057
# Winners8
Sum Trade PL (losers)$237,544
Sum Trade PL (winners)$160,454
Num Months Winners5
# Losers14
% Winners36.4%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table247

Frequency

Avg Position Time (mins)2905.48
Avg Position Time (hrs)48.42
Avg Trade Length2
Last Trade Ago7423

Regression

Alpha-0.02
Beta0
Treynor Index-6.50

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.14
MAE:Equity, 95th Percentile Value for this strat0.21
MAE:Equity, average, losing trades0.21
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.03
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-3.60
MAE:PL (avg, all trades)-0.08
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats6.65
MAE:PL - Winning Trades - this strat Percentile of All Strats44.41
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.18
Avg(MAE) / Avg(PL) - Losing trades-1.04
Hold-and-Hope Ratio-0.28

RATIO STATISTICS

a (intercept, estimate of alpha)1.22
VAR (95 Confidence Intrvl)0.11

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)39
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
EUR/USD short700May 10, 2006May 12, 2006($6,440)
EUR/USD short800May 8, 2006May 9, 2006($5,600)
EUR/USD short1000Apr 28, 2006Apr 28, 2006($9,600)
EUR/USD short1300Apr 26, 2006Apr 27, 2006($8,970)
EUR/USD long1000Apr 26, 2006Apr 26, 2006$5,700
EUR/USD short1000Apr 23, 2006Apr 26, 2006($3,900)
USD/JPY long2800Apr 21, 2006Apr 21, 2006($85)
EUR/AUD long1000Apr 20, 2006Apr 21, 2006($3,063)
CHF/JPY short1000Apr 19, 2006Apr 20, 2006$31
EUR/JPY short1900Apr 19, 2006Apr 19, 2006($82)
USD/CAD long2500Apr 18, 2006Apr 19, 2006($3,576)
USD/CAD long4000Apr 6, 2006Apr 18, 2006($47,275)
EUR/USD short3000Apr 5, 2006Apr 6, 2006$1,800
EUR/JPY short3000Apr 4, 2006Apr 5, 2006$17
EUR/JPY short5200Apr 4, 2006Apr 4, 2006($217)
EUR/USD short6500Mar 30, 2006Apr 4, 2006($49,870)
AUD/USD long3000Mar 29, 2006Mar 30, 2006$29,100
EUR/USD short3000Mar 28, 2006Mar 29, 2006$1,200
GBP/USD short1500Mar 28, 2006Mar 28, 2006($8,550)
EUR/USD short3000Mar 14, 2006Mar 16, 2006($27,600)
EUR/USD long3000Mar 10, 2006Mar 14, 2006$42,900
USD/CAD long3000Mar 2, 2006Mar 10, 2006$60,935

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.