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View Model Analyzer
(122288593)

Created by: AndrewKamal AndrewKamal
Started: 01/2019
Forex
Last trade: 18 days ago
Trading style: Equity Trend-following Momentum

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 $49.00 per month.

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.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
Momentum
Category: Equity

Momentum

Aims to capitalize on the continuance of existing trends in the market. Trader takes a long position in an asset in an upward trend, and short-sells a security that has been in a downward trend. While similar to Trend-following, tends to be more forward-looking (predicting oncoming trend), while Momentum is more backward-looking (observing already-established price direction).
6.3%
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.

(11.7%)
Max Drawdown
120
Num Trades
83.3%
Win Trades
3.6 : 1
Profit Factor
33.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019(0.9%)+6.7%(0.5%)+1.7%(0.5%)(0.2%)                                    +6.3%

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.

Trading Record

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/9/19 22:05 EUR/USD EUR/USD LONG 10 1.13135 6/9 22:09 1.13139 0.04%
Trade id #123996719
Max drawdown($4)
Time6/9/19 22:07
Quant open10
Worst price1.13131
Drawdown as % of equity-0.04%
$4
6/9/19 21:39 EUR/USD EUR/USD LONG 10 1.13114 6/9 21:42 1.13131 n/a $17
6/9/19 21:36 EUR/USD EUR/USD LONG 10 1.13115 6/9 21:36 1.13121 n/a $6
4/17/19 22:34 GBP/USD GBP/USD LONG 25 1.30381 4/17 22:51 1.30387 0.88%
Trade id #123351518
Max drawdown($95)
Time4/17/19 22:51
Quant open25
Worst price1.30343
Drawdown as % of equity-0.88%
$14
4/17/19 22:32 GBP/USD GBP/USD LONG 10 1.30387 4/17 22:33 1.30389 n/a $2
4/17/19 22:29 GBP/USD GBP/USD LONG 10 1.30394 4/17 22:31 1.30395 0.02%
Trade id #123351494
Max drawdown($2)
Time4/17/19 22:31
Quant open10
Worst price1.30392
Drawdown as % of equity-0.02%
$1
4/17/19 22:25 EUR/USD EUR/USD LONG 10 1.12952 4/17 22:26 1.12957 n/a $5
4/10/19 23:56 USD/CAD USD/CAD LONG 10 1.33418 4/11 0:00 1.33419 0%
Trade id #123276720
Max drawdown$0
Time4/10/19 23:58
Quant open10
Worst price1.33418
Drawdown as % of equity0.00%
$1
4/10/19 23:58 GBP/USD GBP/USD LONG 5 1.30993 4/10 23:59 1.30994 n/a $1
4/10/19 23:46 GBP/USD GBP/USD LONG 15 1.30943 4/10 23:48 1.30983 0%
Trade id #123276679
Max drawdown$0
Time4/10/19 23:48
Quant open15
Worst price1.30943
Drawdown as % of equity0.00%
$60
4/10/19 23:44 GBP/USD GBP/USD LONG 10 1.30952 4/10 23:45 1.30953 n/a $1
4/10/19 23:41 AUD/CHF AUD/CHF LONG 10 0.71726 4/10 23:42 0.71728 n/a $2
4/10/19 23:40 GBP/USD GBP/USD LONG 10 1.30953 4/10 23:41 1.30955 n/a $2
4/10/19 23:36 EUR/USD EUR/USD LONG 20 1.12749 4/10 23:38 1.12751 0.05%
Trade id #123276067
Max drawdown($5)
Time4/10/19 23:38
Quant open20
Worst price1.12746
Drawdown as % of equity-0.05%
$5
4/10/19 23:22 GBP/USD GBP/USD LONG 27 1.30963 4/10 23:31 1.30964 0.36%
Trade id #123275960
Max drawdown($38)
Time4/10/19 23:25
Quant open25
Worst price1.30949
Drawdown as % of equity-0.36%
$2
4/10/19 23:18 GBP/USD GBP/USD LONG 15 1.30971 4/10 23:19 1.30973 n/a $3
4/10/19 23:16 GBP/USD GBP/USD LONG 10 1.30980 4/10 23:17 1.30983 n/a $3
4/10/19 23:14 GBP/AUD GBP/AUD LONG 10 1.82991 4/10 23:15 1.82994 n/a $2
4/10/19 23:14 EUR/USD EUR/USD LONG 10 1.12746 4/10 23:15 1.12749 n/a $3
4/10/19 17:38 GBP/USD GBP/USD LONG 20 1.30854 4/10 18:00 1.30863 0.34%
Trade id #123274230
Max drawdown($36)
Time4/10/19 17:58
Quant open15
Worst price1.30827
Drawdown as % of equity-0.34%
$19
4/10/19 17:36 GBP/AUD GBP/AUD LONG 20 1.82525 4/10 17:43 1.82534 0.92%
Trade id #123274218
Max drawdown($97)
Time4/10/19 17:41
Quant open20
Worst price1.82457
Drawdown as % of equity-0.92%
$13
4/10/19 17:34 GBP/USD GBP/USD LONG 10 1.30841 4/10 17:35 1.30846 n/a $5
4/9/19 20:00 GBP/USD GBP/USD LONG 31 1.30518 4/9 21:35 1.30524 1.22%
Trade id #123261242
Max drawdown($129)
Time4/9/19 21:00
Quant open31
Worst price1.30476
Drawdown as % of equity-1.22%
$19
4/9/19 18:53 GBP/USD GBP/USD LONG 20 1.30553 4/9 18:54 1.30557 n/a $8
4/3/19 2:30 USD/CAD USD/CAD LONG 10 1.33090 4/3 2:30 1.33095 n/a $4
4/3/19 2:10 USD/CAD USD/CAD LONG 10 1.33102 4/3 2:29 1.33108 0.35%
Trade id #123179863
Max drawdown($37)
Time4/3/19 2:16
Quant open10
Worst price1.33052
Drawdown as % of equity-0.35%
$5
4/3/19 1:08 GBP/USD GBP/USD LONG 20 1.31418 4/3 2:05 1.31439 1.47%
Trade id #123179270
Max drawdown($156)
Time4/3/19 1:50
Quant open20
Worst price1.31340
Drawdown as % of equity-1.47%
$42
4/3/19 1:19 EUR/USD EUR/USD LONG 10 1.12215 4/3 1:19 1.12218 n/a $3
4/3/19 1:05 EUR/USD EUR/USD LONG 10 1.12213 4/3 1:06 1.12215 n/a $2
2/4/19 13:46 GBP/AUD GBP/AUD LONG 10 1.80694 2/4 13:47 1.80699 n/a $4

Statistics

  • Strategy began
    1/31/2019
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    146.39
  • Age
    147 days ago
  • What it trades
    Forex
  • # Trades
    120
  • # Profitable
    100
  • % Profitable
    83.30%
  • Avg trade duration
    55.1 minutes
  • Max peak-to-valley drawdown
    11.69%
  • drawdown period
    Feb 01, 2019 - Feb 02, 2019
  • Cumul. Return
    6.3%
  • Avg win
    $12.16
  • Avg loss
    $16.90
  • Model Account Values (Raw)
  • Cash
    $10,878
  • Margin Used
    $0
  • Buying Power
    $10,878
  • Ratios
  • W:L ratio
    3.60:1
  • Sharpe Ratio
    1.58
  • Sortino Ratio
    5.73
  • Calmar Ratio
    391.457
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.03980
  • Return Statistics
  • Ann Return (w trading costs)
    16.0%
  • Ann Return (Compnd, No Fees)
    23.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    35.00%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $12
  • Avg Loss
    $17
  • # Winners
    100
  • # Losers
    20
  • % Winners
    83.3%
  • Frequency
  • Avg Position Time (mins)
    55.05
  • Avg Position Time (hrs)
    0.92
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    17
  • Unknown
  • Alpha
    0.06
  • Beta
    0.06
  • Treynor Index
    1.04
  • 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)
    0.52900

Strategy Description

This is a view model analyzer that makes orders modeled after triggering in prices and momentum built up over time in the Forex markets for different trading pairs.

Summary Statistics

Strategy began
2019-01-31
Suggested Minimum Capital
$10,000
# Trades
120
# Profitable
100
% Profitable
83.3%
Correlation S&P500
0.040
Sharpe Ratio
1.58
Sortino Ratio
5.73
Beta
0.06
Alpha
0.06

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.