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Hiam
(126035903)

Created by: Hiam Hiam
Started: 11/2019
Forex
Last trade: 51 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. You can subscribe to this system for free.

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.

14.7%
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.

(25.3%)
Max Drawdown
62
Num Trades
77.4%
Win Trades
2.0 : 1
Profit Factor
50.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                                                      +2.6%(10.8%)(8.5%)
2020+25.3%  -                                                              +25.3%

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
12/27/19 3:32 GBP/USD GBP/USD SHORT 60 1.31323 1/3/20 1:03 1.31267 36.12%
Trade id #126763622
Max drawdown($3,819)
Time12/31/19 0:00
Quant open20
Worst price1.32842
Drawdown as % of equity-36.12%
$337
12/24/19 8:45 GBP/USD GBP/USD SHORT 10 1.29476 12/24 15:57 1.29423 2.1%
Trade id #126733918
Max drawdown($231)
Time12/24/19 13:00
Quant open10
Worst price1.29707
Drawdown as % of equity-2.10%
$53
12/23/19 11:21 GBP/USD GBP/USD LONG 10 1.29226 12/23 12:31 1.29329 1.23%
Trade id #126725302
Max drawdown($135)
Time12/23/19 11:54
Quant open10
Worst price1.29091
Drawdown as % of equity-1.23%
$103
12/23/19 8:30 USD/CAD USD/CAD LONG 10 1.31678 12/23 11:02 1.31731 0.81%
Trade id #126722539
Max drawdown($88)
Time12/23/19 8:31
Quant open10
Worst price1.31562
Drawdown as % of equity-0.81%
$40
12/19/19 7:41 EUR/GBP EUR/GBP SHORT 20 0.85209 12/20 9:00 0.85110 1.76%
Trade id #126683493
Max drawdown($175)
Time12/19/19 16:55
Quant open4
Worst price0.85546
Drawdown as % of equity-1.76%
$259
12/18/19 4:31 GBP/JPY GBP/JPY LONG 20 143.504 12/19 3:14 143.622 1.46%
Trade id #126665952
Max drawdown($145)
Time12/18/19 10:19
Quant open4
Worst price143.105
Drawdown as % of equity-1.46%
$216
12/16/19 3:18 EUR/JPY EUR/JPY SHORT 20 122.028 12/17 23:12 121.932 0.79%
Trade id #126634957
Max drawdown($79)
Time12/17/19 0:00
Quant open2
Worst price122.462
Drawdown as % of equity-0.79%
$175
12/17/19 12:48 GBP/CHF GBP/CHF LONG 10 1.28603 12/17 15:17 1.28719 0.17%
Trade id #126657608
Max drawdown($17)
Time12/17/19 14:43
Quant open2
Worst price1.28518
Drawdown as % of equity-0.17%
$118
12/16/19 3:09 GBP/USD GBP/USD SHORT 10 1.33729 12/16 10:05 1.33507 0.28%
Trade id #126634887
Max drawdown($26)
Time12/16/19 3:39
Quant open2
Worst price1.33863
Drawdown as % of equity-0.28%
$222
12/13/19 11:34 EUR/USD EUR/USD LONG 10 1.11264 12/13 11:56 1.11343 0.04%
Trade id #126616638
Max drawdown($4)
Time12/13/19 11:36
Quant open2
Worst price1.11244
Drawdown as % of equity-0.04%
$79
12/13/19 10:23 GBP/USD GBP/USD LONG 10 1.33376 12/13 11:05 1.33446 0.64%
Trade id #126614684
Max drawdown($63)
Time12/13/19 10:39
Quant open2
Worst price1.33057
Drawdown as % of equity-0.64%
$70
12/13/19 10:38 GBP/JPY GBP/JPY SHORT 10 145.476 12/13 10:41 145.754 0.31%
Trade id #126615086
Max drawdown($30)
Time12/13/19 10:41
Quant open2
Worst price145.644
Drawdown as % of equity-0.31%
($254)
12/12/19 14:38 EUR/USD EUR/USD LONG 10 1.11121 12/12 15:09 1.11175 0.13%
Trade id #126603932
Max drawdown($13)
Time12/12/19 14:43
Quant open2
Worst price1.11054
Drawdown as % of equity-0.13%
$54
12/12/19 11:50 USD/JPY USD/JPY SHORT 10 109.229 12/12 11:55 109.174 0.07%
Trade id #126599809
Max drawdown($6)
Time12/12/19 11:55
Quant open2
Worst price109.266
Drawdown as % of equity-0.07%
$50
12/12/19 9:39 GBP/USD GBP/USD LONG 10 1.31716 12/12 9:39 1.31691 0.05%
Trade id #126594760
Max drawdown($5)
Time12/12/19 9:39
Quant open2
Worst price1.31691
Drawdown as % of equity-0.05%
($25)
12/12/19 7:04 GBP/USD GBP/USD SHORT 10 1.31761 12/12 7:05 1.31746 0.01%
Trade id #126592426
Max drawdown($1)
Time12/12/19 7:05
Quant open2
Worst price1.31766
Drawdown as % of equity-0.01%
$15
12/12/19 6:01 GBP/USD GBP/USD SHORT 10 1.31641 12/12 6:04 1.31537 0.41%
Trade id #126592000
Max drawdown($40)
Time12/12/19 6:02
Quant open2
Worst price1.31842
Drawdown as % of equity-0.41%
$104
12/10/19 15:34 EUR/JPY EUR/JPY SHORT 10 120.640 12/10 15:49 120.689 0.07%
Trade id #126567820
Max drawdown($6)
Time12/10/19 15:49
Quant open2
Worst price120.677
Drawdown as % of equity-0.07%
($45)
12/10/19 14:18 GBP/JPY GBP/JPY SHORT 10 143.433 12/10 14:53 143.593 0.14%
Trade id #126565975
Max drawdown($13)
Time12/10/19 14:34
Quant open2
Worst price143.506
Drawdown as % of equity-0.14%
($147)
12/10/19 11:21 GBP/USD GBP/USD SHORT 10 1.31720 12/10 11:42 1.31689 0.1%
Trade id #126561504
Max drawdown($10)
Time12/10/19 11:25
Quant open2
Worst price1.31771
Drawdown as % of equity-0.10%
$31
12/10/19 7:06 GBP/JPY GBP/JPY SHORT 10 143.000 12/10 7:18 142.934 0.06%
Trade id #126555855
Max drawdown($6)
Time12/10/19 7:10
Quant open2
Worst price143.034
Drawdown as % of equity-0.06%
$61
12/9/19 15:52 GBP/USD GBP/USD LONG 10 1.31511 12/9 16:31 1.31476 0.07%
Trade id #126549393
Max drawdown($7)
Time12/9/19 16:26
Quant open2
Worst price1.31475
Drawdown as % of equity-0.07%
($35)
12/9/19 15:55 USD/CAD USD/CAD LONG 10 1.32293 12/9 16:31 1.32348 0.03%
Trade id #126549495
Max drawdown($3)
Time12/9/19 15:59
Quant open2
Worst price1.32272
Drawdown as % of equity-0.03%
$42
12/9/19 13:18 CAD/JPY CAD/JPY SHORT 10 82.065 12/9 14:13 82.082 0.03%
Trade id #126546514
Max drawdown($2)
Time12/9/19 13:51
Quant open2
Worst price82.080
Drawdown as % of equity-0.03%
($16)
12/9/19 10:58 EUR/USD EUR/USD SHORT 10 1.10672 12/9 12:03 1.10659 0.15%
Trade id #126543463
Max drawdown($14)
Time12/9/19 11:12
Quant open2
Worst price1.10746
Drawdown as % of equity-0.15%
$13
12/9/19 10:32 GBP/USD GBP/USD LONG 10 1.31550 12/9 10:45 1.31577 0.11%
Trade id #126542888
Max drawdown($11)
Time12/9/19 10:34
Quant open2
Worst price1.31494
Drawdown as % of equity-0.11%
$27
12/9/19 3:59 GBP/USD GBP/USD SHORT 10 1.31611 12/9 4:54 1.31567 0.15%
Trade id #126537673
Max drawdown($14)
Time12/9/19 4:32
Quant open2
Worst price1.31683
Drawdown as % of equity-0.15%
$44
12/6/19 9:49 GBP/USD GBP/USD LONG 10 1.31367 12/6 10:00 1.31234 0.2%
Trade id #126514610
Max drawdown($19)
Time12/6/19 10:00
Quant open2
Worst price1.31268
Drawdown as % of equity-0.20%
($133)
12/6/19 4:54 CAD/JPY CAD/JPY LONG 10 82.440 12/6 9:07 82.089 0.64%
Trade id #126509785
Max drawdown($64)
Time12/6/19 8:31
Quant open2
Worst price82.088
Drawdown as % of equity-0.64%
($322)
12/6/19 8:30 USD/CAD USD/CAD LONG 10 1.32361 12/6 8:31 1.32441 0.69%
Trade id #126511329
Max drawdown($70)
Time12/6/19 8:31
Quant open2
Worst price1.31896
Drawdown as % of equity-0.69%
$60

Statistics

  • Strategy began
    11/1/2019
  • Suggested Minimum Cap
    $10,000
  • Strategy Age (days)
    110.52
  • Age
    114 days ago
  • What it trades
    Forex
  • # Trades
    62
  • # Profitable
    48
  • % Profitable
    77.40%
  • Avg trade duration
    19.3 hours
  • Max peak-to-valley drawdown
    25.33%
  • drawdown period
    Dec 27, 2019 - Dec 31, 2019
  • Cumul. Return
    14.7%
  • Avg win
    $59.73
  • Avg loss
    $100.21
  • Model Account Values (Raw)
  • Cash
    $11,464
  • Margin Used
    $0
  • Buying Power
    $11,464
  • Ratios
  • W:L ratio
    2.04:1
  • Sharpe Ratio
    1.18
  • Sortino Ratio
    2.18
  • Calmar Ratio
    6.163
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    4.25%
  • Correlation to SP500
    0.05780
  • Return Percent SP500 (cumu) during strategy life
    8.83%
  • Verified
  • C2Star
    0
  • Return Statistics
  • Ann Return (w trading costs)
    55.2%
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    0.147%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    n/a
  • Instruments
  • Percent Trades Stocks
    n/a
  • Short Options - Percent Covered
    100.00%
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    54.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    n/a
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Automation
  • Percentage Signals Automated
    7024.00%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 50% account loss
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Management
  • No Subs Allowed Flag (1: no subs)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $60
  • Avg Loss
    $100
  • Sum Trade PL (losers)
    $1,403.000
  • # Winners
    48
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    4
  • Win / Loss
  • Sum Trade PL (winners)
    $2,867.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    14
  • % Winners
    77.4%
  • Frequency
  • Avg Position Time (mins)
    1159.22
  • Avg Position Time (hrs)
    19.32
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    50
  • Leverage
  • Daily leverage (average)
    9.84
  • Daily leverage (max)
    28.66
  • Regression
  • Alpha
    0.13
  • Beta
    0.23
  • Treynor Index
    0.66
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.36
  • Avg(MAE) / Avg(PL) - All trades
    3.777
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    1.821
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.208
  • Hold-and-Hope Ratio
    0.265
  • 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)
    0.57600
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.03300
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -267593000
  • Max Equity Drawdown (num days)
    4
  • Last 4 Months - Pcnt Negative
    0.25%

Strategy Description

Summary Statistics

Strategy began
2019-11-01
Suggested Minimum Capital
$10,000
# Trades
62
# Profitable
48
% Profitable
77.4%
Correlation S&P500
0.058
Sharpe Ratio
1.18
Sortino Ratio
2.18
Beta
0.23
Alpha
0.13
Leverage
9.84 Average
28.66 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

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.