Collective2 Collective2
C2Star Strategy TRADE FUTURES NOW C2Star Certified Hypothetical

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(22808053)

By Username

Forex · Started Sep 2006

hypothetical · Annual Return (Compounded)
-38.8%
Max Drawdown
100.0%
Trades
289
Win Trades
46.7%
Profit Factor
0.80
Win Months
4.6%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2006-0.57.424.33.637.6
2007-6.6-7.814.5-1.03.0-8.333.0-21.5-4.3-5.431.72.117.2
2008-1.4-4.2-0.817.1-12.02.924.0-3.4-152.30.00.00.0-162.3
20090.00.00.00.00.00.00.00.0-3.1-0.00.00.0
20100.00.00.00.00.00.00.0-0.0-0.00.00.0-0.0
20110.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.0-0.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began9/28/2006
Suggested Minimum Capital$100,000
Age243 months
What it tradesForex
# Trades289
# Profitable135
% Profitable46.7%
Avg trade duration8.2 days
Max peak-to-valley drawdown100.0%
drawdown periodSept 19, 2008 - June 21, 2014
Annual return (compounded)0.0%
Avg win$4,731
Avg loss$5,175

Ratios

W:L ratio0.80
Sharpe Ratio0.49
Sortino Ratio2.13
Calmar Ratio-0.81

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life470.3%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-184.4%

Return Statistics

Ann Return (w trading costs)-38.8%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.0%

Slump

Current Slump as Pcnt Equity—
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

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

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss100.0%
Chance of 50% account loss100.0%
Chance of 60% account loss (Monte Carlo)100.0%
Chance of 70% account loss (Monte Carlo)100.0%
Chance of 80% account loss (Monte Carlo)100.0%
Chance of 90% account loss (Monte Carlo)100.0%
Chance of 100% account loss (Monte Carlo)100.0%

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$5,175
Avg Win$4,731
# Winners135
Sum Trade PL (losers)$797,001
Sum Trade PL (winners)$638,643
Num Months Winners11
# Losers154
% Winners46.7%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table25

Frequency

Avg Position Time (mins)11820.90
Avg Position Time (hrs)197.01
Avg Trade Length8.20
Last Trade Ago6551

Regression

Alpha0
Beta-0.26
Treynor Index0

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.22
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.23
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.21
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-6.46
MAE:PL (avg, all trades)-2.52
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats81.16
MAE:PL - Winning Trades - this strat Percentile of All Strats15.25
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.39
Avg(MAE) / Avg(PL) - Losing trades-1.22
Hold-and-Hope Ratio-0.15

RATIO STATISTICS

a (intercept, estimate of alpha)260780.92
VAR (95 Confidence Intrvl)0.91

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)2101
Last 4 Months - Pcnt Negative0.5%

Trading record

Placed 190 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
USD/CAD long61010Sep 17, 2008Sep 29, 2008($81,336)
EUR/USD long36320Sep 1, 2008Sep 29, 2008($47,534)
USD/JPY long86760Aug 11, 2008Sep 29, 2008($1,097)
GBP/USD long4300Sep 1, 2008Sep 26, 2008$17,184
AUD/USD long43620Sep 1, 2008Sep 26, 2008$96,439
EUR/JPY long54350Aug 7, 2008Sep 26, 2008($919)
USD/CAD short5000Sep 10, 2008Sep 14, 2008$39,001
USD/CAD long300Aug 11, 2008Sep 4, 2008$2,870
AUD/USD short200Aug 11, 2008Sep 1, 2008$7,050
EUR/USD short200Aug 11, 2008Sep 1, 2008$6,960
GBP/USD short200Aug 11, 2008Sep 1, 2008$18,951
USD/JPY short200Aug 8, 2008Aug 11, 2008($1)
GBP/USD long300Aug 6, 2008Aug 11, 2008($6,113)
EUR/USD long300Aug 6, 2008Aug 11, 2008($7,622)
AUD/USD long300Aug 6, 2008Aug 11, 2008($3,156)
USD/CAD short300Aug 6, 2008Aug 11, 2008($2,284)
USD/JPY long200Aug 7, 2008Aug 8, 2008$9
USD/JPY short100Aug 6, 2008Aug 7, 2008$3
EUR/JPY short100Aug 4, 2008Aug 7, 2008$4
USD/JPY long100Jul 30, 2008Aug 6, 2008$11
USD/CAD long100Jul 30, 2008Aug 6, 2008$1,788
GBP/USD short100Aug 4, 2008Aug 6, 2008$1,076
EUR/USD short100Aug 4, 2008Aug 6, 2008$1,213
AUD/USD short100Aug 4, 2008Aug 6, 2008$1,818
EUR/JPY long100Aug 1, 2008Aug 4, 2008$5
EUR/USD long100Aug 1, 2008Aug 4, 2008($274)
GBP/USD long100Aug 1, 2008Aug 4, 2008($1,582)
AUD/USD long100Aug 1, 2008Aug 4, 2008($497)
GBP/USD short100Jul 31, 2008Aug 1, 2008$679
EUR/USD short100Jul 31, 2008Aug 1, 2008($21)

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.