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C2Star Strategy TRADE FUTURES NOW C2Star Certified Hypothetical

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DCA Scatter Level I

By ClayCollins

Forex · Started Mar 2007

hypothetical · Annual Return (Compounded)
5.3%
Max Drawdown
60.1%
Trades
42
Win Trades
95.2%
Profit Factor
2.40
Win Months
3.0%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20073.22.66.7-5.4-6.319.99.70.00.0-0.031.9
20080.10.00.1-0.1-0.20.00.00.00.00.00.00.0-0.1
20090.00.00.00.00.00.00.00.00.0-0.00.00.0-0.0
20100.00.00.00.00.00.0-0.00.00.0-0.00.00.00.0
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
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
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 began3/22/2007
Suggested Minimum Capital$100,000
Age237 months
What it tradesForex
# Trades42
# Profitable40
% Profitable95.2%
Avg trade duration1.5 days
Max peak-to-valley drawdown60.1%
drawdown periodJune 07, 2007 - Aug 17, 2007
Annual return (compounded)1.5%
Avg win$1,473
Avg loss$12,534

Ratios

W:L ratio2.35
Sharpe Ratio0.03
Sortino Ratio0.05
Calmar Ratio0.05

CORRELATION STATISTICS

Correlation to SP500-0.00
Return Percent SP500 (cumu) during strategy life432.4%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)13.6%

Return Statistics

Ann Return (w trading costs)5.3%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)1.5%

Slump

Current Slump as Pcnt Equity1.8%
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%

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)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)—

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$12,534
Avg Win$1,473
# Winners40
Sum Trade PL (losers)$25,068
Sum Trade PL (winners)$58,914
Num Months Winners13
# Losers2
% Winners95.2%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table235

Frequency

Avg Position Time (mins)2115.90
Avg Position Time (hrs)35.26
Avg Trade Length1.50
Last Trade Ago6934

Regression

Alpha0
Beta0
Treynor Index-1.05

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.05
MAE:Equity, 95th Percentile Value for this strat0.15
MAE:Equity, average, losing trades0.11
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.05
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades5.13
MAE:PL (avg, all trades)2.51
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats5.31
MAE:PL - Winning Trades - this strat Percentile of All Strats46.88
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades2.42
Avg(MAE) / Avg(PL) - Losing trades-1.13
Hold-and-Hope Ratio0.20

RATIO STATISTICS

a (intercept, estimate of alpha)0.05
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)71
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 61 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/USD long1480Aug 27, 2007Sep 20, 2007$28,811
USD/CHF long1200Aug 30, 2007Sep 20, 2007($23,046)
USD/CHF long580Aug 22, 2007Aug 30, 2007$1,862
EUR/USD long580Aug 22, 2007Aug 27, 2007$1,421
AUD/JPY long1120Aug 15, 2007Aug 22, 2007$34
USD/CHF long1080Jul 6, 2007Aug 14, 2007$4,613
USD/CHF long810Jun 29, 2007Jul 6, 2007$818
USD/CHF long540Jun 22, 2007Jun 28, 2007$556
EUR/USD long540Jun 20, 2007Jun 22, 2007$1,377
EUR/USD long540Jun 12, 2007Jun 14, 2007$162
EUR/USD long270Jun 11, 2007Jun 11, 2007$270
EUR/USD long1160Jun 7, 2007Jun 10, 2007($8,874)
USD/CHF long290Jun 5, 2007Jun 7, 2007$703
USD/CHF long560Jun 5, 2007Jun 5, 2007$1,001
EUR/USD long280Jun 4, 2007Jun 4, 2007$448
EUR/USD long560Jun 1, 2007Jun 4, 2007$588
EUR/USD long560May 31, 2007Jun 1, 2007$784
EUR/USD long660May 29, 2007May 31, 2007$726
EUR/USD long220May 25, 2007May 29, 2007$880
EUR/USD long440May 23, 2007May 25, 2007$528
EUR/USD long440May 21, 2007May 23, 2007$935
EUR/USD long220May 17, 2007May 18, 2007$748
USD/CHF long210May 16, 2007May 16, 2007$560
USD/CHF long210May 15, 2007May 16, 2007$382
USD/CHF long210May 15, 2007May 15, 2007$636
USD/CHF long210May 11, 2007May 14, 2007$636
USD/CHF long210May 9, 2007May 9, 2007$636
USD/CHF long210May 4, 2007May 8, 2007$1,069
USD/CHF long420May 2, 2007May 3, 2007$1,756
USD/CHF long200Apr 29, 2007Apr 30, 2007$775

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.