Collective2 Collective2
Featured Strategy SK Trader Followed by live capital $39,700 Hypothetical

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These are hypothetical performance results that have certain inherent limitations. Learn more


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M8888
(146821622)

Creato da: M8888 M8888
Started: 03/2024
Futures
Last trade: 92 days ago
Trading style: Futures Currencies

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 $595.00 per month.

C2Star

C2Star è un programma di certificazione per le strategie di trading. Per diventare "Certificato C2Star", una strategia deve applicare controlli di rischio rigorosi e deve mostrare caratteristiche di performance eccellenti, tra cui riduzioni limitate.

Puoi leggere di più sui requisiti di certificazione C2Star qui.

Nota che: tutte le strategie di trading comportano rischi e la certificazione C2Star non implica che una strategia sia a basso rischio.

Trading Category: Futures
Currencies
Category: Equity

Currencies

Focuses on currency futures.

143.6%
Annual Return (Compounded)

Calcolo del rendimento

Panoramica

Per conformarsi alle normative NFA, mostriamo il tasso di rendimento cumulativo per le strategie con un track record inferiore a un anno. Per le strategie con track record più lunghi, mostriamo il tasso di rendimento annuale (composto).

Come si calcola il tasso di rendimento annuale (composto)

= ((Patrimonio_finale / Patrimonio_iniziale) ^ (1 / anni)) - 1

Ricorda che, in base ai requisiti NFA, i costi di abbonamento alle strategie e le commissioni stimate sono inclusi nei calcoli del patrimonio valutato a mercato.

Tutti i risultati sono ipotetici.

(74.0%)
Max Drawdown
223
Num Trades
80.7%
Win Trades
1.5 : 1
Profit Factor
56.2%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024              (2.4%)+11.8%+15.6%(8.3%)+126.6%+48.0%+27.0%(27.2%)+22.9%(68.5%)+38.7%
2025+77.2%+20.8%+1.6%  -    -    -                                      +117.5%


Dettagli Account Modello

Una strategia di trading su Collective2. Seguila nel tuo account di brokeraggio o utilizza un account di trading simulato gratuito.

Gli utenti avanzati potrebbero voler utilizzare queste informazioni per regolare il loro AutoTrade scaling o semplicemente per comprendere le grandezze del grafico vicino.

Trading Record

This strategy has placed 991 trades in real-life brokerage accounts. The most recent trade in a real-money brokerage account occurred more than 141 days ago.

Show AutoTrade data Hide AutoTrade data
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Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
12/10/24 3:32 @JYH5 JAPANESE YEN LONG 16 0.006654 3/17/25 15:33 0.006565 21.41%
Trade id #150286764
Max drawdown($10,950)
Time12/13/24 7:00
Quant open12
Worst price0.006581
Drawdown as % of equity-21.41%
 ($17,928)
Includes Typical Broker Commissions trade costs of $128.00
12/9/24 4:54 @JYZ4 JAPANESE YEN LONG 11 0.006632 12/12 8:41 0.006582 20.52%
Trade id #150276588
Max drawdown($11,725)
Time12/12/24 1:19
Quant open11
Worst price0.006547
Drawdown as % of equity-20.52%
 ($6,988)
Includes Typical Broker Commissions trade costs of $88.00
12/9/24 1:27 @BPZ4 BRITISH POUND LONG 3 1.2726 12/9 1:59 1.2731 0.03%
Trade id #150275880
Max drawdown($18)
Time12/9/24 1:31
Quant open3
Worst price1.2725
Drawdown as % of equity-0.03%
 $70
Includes Typical Broker Commissions trade costs of $24.00
12/6/24 3:43 @BPZ4 BRITISH POUND SHORT 8 1.2789 12/6 9:31 1.2774 1.5%
Trade id #150261503
Max drawdown($995)
Time12/6/24 8:39
Quant open6
Worst price1.2811
Drawdown as % of equity-1.50%
 $659
Includes Typical Broker Commissions trade costs of $64.00
12/5/24 10:57 @BPZ4 BRITISH POUND SHORT 2 1.2762 12/5 16:46 1.2759 n/a $22
Includes Typical Broker Commissions trade costs of $16.00
12/5/24 9:32 @BPZ4 BRITISH POUND SHORT 4 1.2766 12/5 10:39 1.2748 0.18%
Trade id #150250714
Max drawdown($118)
Time12/5/24 9:41
Quant open4
Worst price1.2771
Drawdown as % of equity-0.18%
 $424
Includes Typical Broker Commissions trade costs of $32.00
12/5/24 4:12 @BPZ4 BRITISH POUND LONG 1 1.2720 12/5 9:27 1.2755 0.06%
Trade id #150249107
Max drawdown($37)
Time12/5/24 4:25
Quant open1
Worst price1.2714
Drawdown as % of equity-0.06%
 $211
Includes Typical Broker Commissions trade costs of $8.00
12/4/24 13:31 @BPZ4 BRITISH POUND LONG 6 1.2700 12/5 2:55 1.2712 0.77%
Trade id #150244630
Max drawdown($500)
Time12/4/24 14:02
Quant open6
Worst price1.2687
Drawdown as % of equity-0.77%
 $377
Includes Typical Broker Commissions trade costs of $48.00
12/4/24 11:37 @BPZ4 BRITISH POUND LONG 2 1.2708 12/4 12:21 1.2716 0.05%
Trade id #150242943
Max drawdown($31)
Time12/4/24 11:45
Quant open1
Worst price1.2705
Drawdown as % of equity-0.05%
 $84
Includes Typical Broker Commissions trade costs of $16.00
12/4/24 0:40 @BPZ4 BRITISH POUND LONG 15 1.2685 12/4 11:36 1.2703 4.42%
Trade id #150238780
Max drawdown($2,756)
Time12/4/24 4:04
Quant open9
Worst price1.2630
Drawdown as % of equity-4.42%
 $1,567
Includes Typical Broker Commissions trade costs of $120.00
12/4/24 0:43 @SFZ4 SWISS FRANC LONG 2 1.1293 12/4 10:16 1.1318 0.67%
Trade id #150238786
Max drawdown($420)
Time12/4/24 4:18
Quant open2
Worst price1.1277
Drawdown as % of equity-0.67%
 $601
Includes Typical Broker Commissions trade costs of $16.00
12/2/24 2:05 @BPZ4 BRITISH POUND LONG 39 1.2675 12/4 0:37 1.2688 10.16%
Trade id #150219055
Max drawdown($5,674)
Time12/2/24 10:45
Quant open15
Worst price1.2617
Drawdown as % of equity-10.16%
 $2,791
Includes Typical Broker Commissions trade costs of $312.00
12/3/24 20:33 @SFZ4 SWISS FRANC LONG 2 1.1293 12/4 0:37 1.1296 0.46%
Trade id #150238108
Max drawdown($281)
Time12/3/24 23:04
Quant open2
Worst price1.1282
Drawdown as % of equity-0.46%
 $50
Includes Typical Broker Commissions trade costs of $16.00
12/3/24 5:18 GBP/USD GBP/USD LONG 1 1.26769 12/3 5:18 1.26760 0%
Trade id #150229706
Max drawdown($1)
Time12/3/24 5:18
Quant open1
Worst price1.26760
Drawdown as % of equity-0.00%
 ($1)
12/3/24 5:14 GBP/USD GBP/USD LONG 1 1.26813 12/3 5:15 1.26798 0%
Trade id #150229697
Max drawdown($2)
Time12/3/24 5:15
Quant open1
Worst price1.26798
Drawdown as % of equity-0.00%
 ($2)
12/3/24 2:34 @SFZ4 SWISS FRANC LONG 2 1.1293 12/3 4:51 1.1312 0.19%
Trade id #150229124
Max drawdown($112)
Time12/3/24 3:11
Quant open2
Worst price1.1288
Drawdown as % of equity-0.19%
 $468
Includes Typical Broker Commissions trade costs of $16.00
12/2/24 0:42 @BPZ4 BRITISH POUND LONG 5 1.2691 12/2 2:04 1.2705 0.32%
Trade id #150218811
Max drawdown($187)
Time12/2/24 0:59
Quant open5
Worst price1.2685
Drawdown as % of equity-0.32%
 $394
Includes Typical Broker Commissions trade costs of $40.00
12/1/24 19:20 GBP/USD GBP/USD LONG 1 1.26959 12/1 19:21 1.26950 0%
Trade id #150217961
Max drawdown($1)
Time12/1/24 19:21
Quant open1
Worst price1.26950
Drawdown as % of equity-0.00%
 ($1)
12/1/24 19:15 GBP/USD GBP/USD LONG 1 1.26948 12/1 19:18 1.26940 0%
Trade id #150217936
Max drawdown($1)
Time12/1/24 19:18
Quant open1
Worst price1.26937
Drawdown as % of equity-0.00%
 ($1)
11/29/24 12:04 @JYZ4 JAPANESE YEN SHORT 6 0.006682 12/1 19:09 0.006674 2.66%
Trade id #150210819
Max drawdown($1,550)
Time11/29/24 13:08
Quant open6
Worst price0.006703
Drawdown as % of equity-2.66%
 $590
Includes Typical Broker Commissions trade costs of $48.00
11/29/24 10:54 @JYZ4 JAPANESE YEN SHORT 1 0.006668 11/29 11:09 0.006664 0.13%
Trade id #150209206
Max drawdown($75)
Time11/29/24 10:57
Quant open1
Worst price0.006674
Drawdown as % of equity-0.13%
 $42
Includes Typical Broker Commissions trade costs of $8.00
11/29/24 5:26 @JYZ4 JAPANESE YEN SHORT 3 0.006680 11/29 10:51 0.006666 0.45%
Trade id #150206544
Max drawdown($262)
Time11/29/24 6:07
Quant open3
Worst price0.006687
Drawdown as % of equity-0.45%
 $513
Includes Typical Broker Commissions trade costs of $24.00
11/29/24 3:43 @JYZ4 JAPANESE YEN SHORT 2 0.006678 11/29 4:41 0.006671 0.24%
Trade id #150206281
Max drawdown($137)
Time11/29/24 4:11
Quant open2
Worst price0.006683
Drawdown as % of equity-0.24%
 $147
Includes Typical Broker Commissions trade costs of $16.00
11/29/24 3:25 @BPZ4 BRITISH POUND SHORT 1 1.2710 11/29 4:41 1.2696 0.05%
Trade id #150206200
Max drawdown($31)
Time11/29/24 3:38
Quant open1
Worst price1.2715
Drawdown as % of equity-0.05%
 $80
Includes Typical Broker Commissions trade costs of $8.00
11/28/24 20:51 @JYZ4 JAPANESE YEN SHORT 12 0.006680 11/29 3:19 0.006672 3.71%
Trade id #150204984
Max drawdown($2,012)
Time11/29/24 2:29
Quant open7
Worst price0.006701
Drawdown as % of equity-3.71%
 $1,091
Includes Typical Broker Commissions trade costs of $96.00
11/28/24 20:54 @BPZ4 BRITISH POUND SHORT 7 1.2721 11/29 3:14 1.2701 2.15%
Trade id #150204996
Max drawdown($1,165)
Time11/29/24 2:26
Quant open6
Worst price1.2750
Drawdown as % of equity-2.15%
 $826
Includes Typical Broker Commissions trade costs of $56.00
11/28/24 2:38 @BPZ4 BRITISH POUND LONG 2 1.2648 11/28 6:14 1.2672 0.06%
Trade id #150200369
Max drawdown($31)
Time11/28/24 2:45
Quant open1
Worst price1.2645
Drawdown as % of equity-0.06%
 $290
Includes Typical Broker Commissions trade costs of $16.00
11/28/24 1:42 GBP/USD GBP/USD LONG 1 1.26631 11/28 1:50 1.26620 0%
Trade id #150200257
Max drawdown($2)
Time11/28/24 1:50
Quant open1
Worst price1.26606
Drawdown as % of equity-0.00%
 ($1)
11/28/24 1:42 GBP/USD GBP/USD LONG 1 1.26636 11/28 1:42 1.26623 0%
Trade id #150200254
Max drawdown($1)
Time11/28/24 1:42
Quant open1
Worst price1.26623
Drawdown as % of equity-0.00%
 ($1)
11/28/24 1:41 GBP/USD GBP/USD LONG 1 1.26636 11/28 1:42 1.26630 0%
Trade id #150200250
Max drawdown($1)
Time11/28/24 1:42
Quant open1
Worst price1.26630
Drawdown as % of equity-0.00%
 ($1)

Successivo

Statistics

  • Strategy began
    3/25/2024
  • Suggested Minimum Cap
    $35,000
  • Strategy Age (days)
    449.01
  • Age
    15 months ago
  • What it trades
    Futures
  • # Trades
    223
  • # Profitable
    180
  • % Profitable
    80.70%
  • Avg trade duration
    1.8 days
  • Max peak-to-valley drawdown
    73.96%
  • drawdown period
    Dec 09, 2024 - Dec 26, 2024
  • Annual Return (Compounded)
    143.6%
  • Avg win
    $585.54
  • Avg loss
    $1,615
  • Model Account Values (Raw)
  • Cash
    $48,397
  • Margin Used
    $0
  • Buying Power
    $48,397
  • Ratios
  • W:L ratio
    1.52:1
  • Sharpe Ratio
    1.13
  • Sortino Ratio
    1.92
  • Calmar Ratio
    3.726
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    186.65%
  • Correlation to SP500
    -0.02050
  • Return Percent SP500 (cumu) during strategy life
    15.03%
  • Return Statistics
  • Ann Return (w trading costs)
    143.6%
  • Slump
  • Current Slump as Pcnt Equity
    71.00%
  • Instruments
  • Percent Trades Futures
    0.98%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.42%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Short Options - Percent Covered
    100.00%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.436%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    0.02%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    199.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    73.50%
  • Chance of 20% account loss
    55.50%
  • Chance of 30% account loss
    28.00%
  • Chance of 40% account loss
    18.00%
  • Chance of 60% account loss (Monte Carlo)
    4.00%
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    n/a
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    7.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    756
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    329
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $1,616
  • Avg Win
    $586
  • Sum Trade PL (losers)
    $69,483.000
  • Age
  • Num Months filled monthly returns table
    16
  • Win / Loss
  • Sum Trade PL (winners)
    $105,397.000
  • # Winners
    180
  • Num Months Winners
    10
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    43
  • % Winners
    80.7%
  • Frequency
  • Avg Position Time (mins)
    2573.50
  • Avg Position Time (hrs)
    42.89
  • Avg Trade Length
    1.8 days
  • Last Trade Ago
    92
  • Leverage
  • Daily leverage (average)
    11.92
  • Daily leverage (max)
    40.85
  • Regression
  • Alpha
    0.42
  • Beta
    -0.16
  • Treynor Index
    -2.65
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.02
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.38
  • MAE:Equity, average, winning trades
    0.01
  • MAE:Equity, average, losing trades
    0.05
  • Avg(MAE) / Avg(PL) - All trades
    4.848
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.833
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.137
  • Hold-and-Hope Ratio
    0.206
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.86376
  • SD
    1.16791
  • Sharpe ratio (Glass type estimate)
    1.59580
  • Sharpe ratio (Hedges UMVUE)
    1.49357
  • df
    12.00000
  • t
    1.66096
  • p
    0.28383
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.41983
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.55242
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.48203
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.46918
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.89984
  • Upside Potential Ratio
    5.16844
  • Upside part of mean
    2.47003
  • Downside part of mean
    -0.60627
  • Upside SD
    1.14899
  • Downside SD
    0.47791
  • N nonnegative terms
    8.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    13.00000
  • Mean of predictor
    0.09917
  • Mean of criterion
    1.86376
  • SD of predictor
    0.12781
  • SD of criterion
    1.16791
  • Covariance
    -0.00600
  • r
    -0.04018
  • b (slope, estimate of beta)
    -0.36720
  • a (intercept, estimate of alpha)
    1.90017
  • Mean Square Error
    1.48562
  • DF error
    11.00000
  • t(b)
    -0.13339
  • p(b)
    0.55185
  • t(a)
    1.58025
  • p(a)
    0.07118
  • Lowerbound of 95% confidence interval for beta
    -6.42629
  • Upperbound of 95% confidence interval for beta
    5.69189
  • Lowerbound of 95% confidence interval for alpha
    -0.74640
  • Upperbound of 95% confidence interval for alpha
    4.54674
  • Treynor index (mean / b)
    -5.07561
  • Jensen alpha (a)
    1.90017
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.22169
  • SD
    1.07988
  • Sharpe ratio (Glass type estimate)
    1.13132
  • Sharpe ratio (Hedges UMVUE)
    1.05885
  • df
    12.00000
  • t
    1.17752
  • p
    0.33908
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.82626
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.04487
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.87128
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.98898
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.94600
  • Upside Potential Ratio
    3.17027
  • Upside part of mean
    1.99028
  • Downside part of mean
    -0.76859
  • Upside SD
    0.89816
  • Downside SD
    0.62779
  • N nonnegative terms
    8.00000
  • N negative terms
    5.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    13.00000
  • Mean of predictor
    0.09105
  • Mean of criterion
    1.22169
  • SD of predictor
    0.12777
  • SD of criterion
    1.07988
  • Covariance
    -0.00441
  • r
    -0.03193
  • b (slope, estimate of beta)
    -0.26988
  • a (intercept, estimate of alpha)
    1.24626
  • Mean Square Error
    1.27086
  • DF error
    11.00000
  • t(b)
    -0.10596
  • p(b)
    0.54124
  • t(a)
    1.12515
  • p(a)
    0.14224
  • Lowerbound of 95% confidence interval for beta
    -5.87564
  • Upperbound of 95% confidence interval for beta
    5.33589
  • Lowerbound of 95% confidence interval for alpha
    -1.19165
  • Upperbound of 95% confidence interval for alpha
    3.68418
  • Treynor index (mean / b)
    -4.52680
  • Jensen alpha (a)
    1.24626
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.33698
  • Expected Shortfall on VaR
    0.41425
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.09446
  • Expected Shortfall on VaR
    0.21410
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    13.00000
  • Minimum
    0.53668
  • Quartile 1
    0.99789
  • Median
    1.07272
  • Quartile 3
    1.30614
  • Maximum
    1.74461
  • Mean of quarter 1
    0.83871
  • Mean of quarter 2
    1.03494
  • Mean of quarter 3
    1.21424
  • Mean of quarter 4
    1.64898
  • Inter Quartile Range
    0.30825
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.99011
  • VaR(95%) (moments method)
    0.08021
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    2.33148
  • VaR(95%) (regression method)
    0.45265
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.55908
  • Quartile 1
    0.55908
  • Median
    0.55908
  • Quartile 3
    0.55908
  • Maximum
    0.55908
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    2.65093
  • Compounded annual return (geometric extrapolation)
    2.48894
  • Calmar ratio (compounded annual return / max draw down)
    4.45181
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    6.00829
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.65124
  • SD
    0.98811
  • Sharpe ratio (Glass type estimate)
    1.67111
  • Sharpe ratio (Hedges UMVUE)
    1.66683
  • df
    293.00000
  • t
    1.77022
  • p
    0.03887
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.18546
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.52487
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.18832
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.52197
  • Statistics related to Sortino ratio
  • Sortino ratio
    2.92720
  • Upside Potential Ratio
    8.36382
  • Upside part of mean
    4.71805
  • Downside part of mean
    -3.06681
  • Upside SD
    0.81562
  • Downside SD
    0.56410
  • N nonnegative terms
    138.00000
  • N negative terms
    156.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    294.00000
  • Mean of predictor
    0.10841
  • Mean of criterion
    1.65124
  • SD of predictor
    0.15161
  • SD of criterion
    0.98811
  • Covariance
    -0.00221
  • r
    -0.01475
  • b (slope, estimate of beta)
    -0.09611
  • a (intercept, estimate of alpha)
    1.66200
  • Mean Square Error
    0.97950
  • DF error
    292.00000
  • t(b)
    -0.25204
  • p(b)
    0.59940
  • t(a)
    1.77680
  • p(a)
    0.03832
  • Lowerbound of 95% confidence interval for beta
    -0.84666
  • Upperbound of 95% confidence interval for beta
    0.65443
  • Lowerbound of 95% confidence interval for alpha
    -0.17892
  • Upperbound of 95% confidence interval for alpha
    3.50224
  • Treynor index (mean / b)
    -17.18000
  • Jensen alpha (a)
    1.66166
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.17848
  • SD
    0.97011
  • Sharpe ratio (Glass type estimate)
    1.21479
  • Sharpe ratio (Hedges UMVUE)
    1.21168
  • df
    293.00000
  • t
    1.28684
  • p
    0.09958
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.63907
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.06661
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.64115
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.06450
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.80066
  • Upside Potential Ratio
    6.78107
  • Upside part of mean
    4.43801
  • Downside part of mean
    -3.25954
  • Upside SD
    0.71755
  • Downside SD
    0.65447
  • N nonnegative terms
    138.00000
  • N negative terms
    156.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    294.00000
  • Mean of predictor
    0.09688
  • Mean of criterion
    1.17848
  • SD of predictor
    0.15210
  • SD of criterion
    0.97011
  • Covariance
    -0.00143
  • r
    -0.00969
  • b (slope, estimate of beta)
    -0.06183
  • a (intercept, estimate of alpha)
    1.18447
  • Mean Square Error
    0.94425
  • DF error
    292.00000
  • t(b)
    -0.16567
  • p(b)
    0.56573
  • t(a)
    1.29023
  • p(a)
    0.09900
  • Lowerbound of 95% confidence interval for beta
    -0.79640
  • Upperbound of 95% confidence interval for beta
    0.67274
  • Lowerbound of 95% confidence interval for alpha
    -0.62233
  • Upperbound of 95% confidence interval for alpha
    2.99126
  • Treynor index (mean / b)
    -19.05870
  • Jensen alpha (a)
    1.18447
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.08979
  • Expected Shortfall on VaR
    0.11209
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02726
  • Expected Shortfall on VaR
    0.06007
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    294.00000
  • Minimum
    0.59611
  • Quartile 1
    0.99223
  • Median
    1.00000
  • Quartile 3
    1.01556
  • Maximum
    1.55703
  • Mean of quarter 1
    0.95475
  • Mean of quarter 2
    0.99896
  • Mean of quarter 3
    1.00561
  • Mean of quarter 4
    1.06621
  • Inter Quartile Range
    0.02332
  • Number outliers low
    27.00000
  • Percentage of outliers low
    0.09184
  • Mean of outliers low
    0.91254
  • Number of outliers high
    29.00000
  • Percentage of outliers high
    0.09864
  • Mean of outliers high
    1.12013
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.54263
  • VaR(95%) (moments method)
    0.03558
  • Expected Shortfall (moments method)
    0.09224
  • Extreme Value Index (regression method)
    0.23636
  • VaR(95%) (regression method)
    0.03620
  • Expected Shortfall (regression method)
    0.06389
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    23.00000
  • Minimum
    0.00049
  • Quartile 1
    0.00418
  • Median
    0.01220
  • Quartile 3
    0.11349
  • Maximum
    0.62846
  • Mean of quarter 1
    0.00212
  • Mean of quarter 2
    0.00807
  • Mean of quarter 3
    0.05651
  • Mean of quarter 4
    0.28351
  • Inter Quartile Range
    0.10932
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.13043
  • Mean of outliers high
    0.43620
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.34554
  • VaR(95%) (moments method)
    0.29971
  • Expected Shortfall (moments method)
    0.54621
  • Extreme Value Index (regression method)
    1.25688
  • VaR(95%) (regression method)
    0.33195
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    2.55926
  • Compounded annual return (geometric extrapolation)
    2.34138
  • Calmar ratio (compounded annual return / max draw down)
    3.72558
  • Compounded annual return / average of 25% largest draw downs
    8.25871
  • Compounded annual return / Expected Shortfall lognormal
    20.88890
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.38759
  • SD
    0.94887
  • Sharpe ratio (Glass type estimate)
    0.40847
  • Sharpe ratio (Hedges UMVUE)
    0.40611
  • df
    130.00000
  • t
    0.28883
  • p
    0.48734
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.36450
  • Upperbound of 95% confidence interval for Sharpe Ratio
    3.18000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.36613
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    3.17836
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.53601
  • Upside Potential Ratio
    4.87628
  • Upside part of mean
    3.52601
  • Downside part of mean
    -3.13843
  • Upside SD
    0.60925
  • Downside SD
    0.72310
  • N nonnegative terms
    46.00000
  • N negative terms
    85.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.00336
  • Mean of criterion
    0.38759
  • SD of predictor
    0.17171
  • SD of criterion
    0.94887
  • Covariance
    0.00224
  • r
    0.01375
  • b (slope, estimate of beta)
    0.07598
  • a (intercept, estimate of alpha)
    0.38784
  • Mean Square Error
    0.90716
  • DF error
    129.00000
  • t(b)
    0.15617
  • p(b)
    0.49125
  • t(a)
    0.28794
  • p(a)
    0.48387
  • Lowerbound of 95% confidence interval for beta
    -0.88657
  • Upperbound of 95% confidence interval for beta
    1.03852
  • Lowerbound of 95% confidence interval for alpha
    -2.27716
  • Upperbound of 95% confidence interval for alpha
    3.05285
  • Treynor index (mean / b)
    5.10145
  • Jensen alpha (a)
    0.38784
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.11389
  • SD
    1.04178
  • Sharpe ratio (Glass type estimate)
    -0.10932
  • Sharpe ratio (Hedges UMVUE)
    -0.10869
  • df
    130.00000
  • t
    -0.07730
  • p
    0.50339
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.88104
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.66264
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.88053
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.66315
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.13100
  • Upside Potential Ratio
    3.86168
  • Upside part of mean
    3.35715
  • Downside part of mean
    -3.47104
  • Upside SD
    0.56683
  • Downside SD
    0.86935
  • N nonnegative terms
    46.00000
  • N negative terms
    85.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    -0.01808
  • Mean of criterion
    -0.11389
  • SD of predictor
    0.17251
  • SD of criterion
    1.04178
  • Covariance
    0.00216
  • r
    0.01200
  • b (slope, estimate of beta)
    0.07250
  • a (intercept, estimate of alpha)
    -0.11258
  • Mean Square Error
    1.09355
  • DF error
    129.00000
  • t(b)
    0.13636
  • p(b)
    0.49236
  • t(a)
    -0.07612
  • p(a)
    0.50427
  • VAR (95 Confidence Intrvl)
    0.09000
  • Lowerbound of 95% confidence interval for beta
    -0.97940
  • Upperbound of 95% confidence interval for beta
    1.12439
  • Lowerbound of 95% confidence interval for alpha
    -3.03865
  • Upperbound of 95% confidence interval for alpha
    2.81350
  • Treynor index (mean / b)
    -1.57094
  • Jensen alpha (a)
    -0.11258
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.10084
  • Expected Shortfall on VaR
    0.12446
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.03165
  • Expected Shortfall on VaR
    0.07072
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.59611
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00655
  • Maximum
    1.23404
  • Mean of quarter 1
    0.95272
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00131
  • Mean of quarter 4
    1.05230
  • Inter Quartile Range
    0.00655
  • Number outliers low
    17.00000
  • Percentage of outliers low
    0.12977
  • Mean of outliers low
    0.91185
  • Number of outliers high
    23.00000
  • Percentage of outliers high
    0.17557
  • Mean of outliers high
    1.07001
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    1.21903
  • VaR(95%) (moments method)
    0.01178
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.62099
  • VaR(95%) (regression method)
    0.03894
  • Expected Shortfall (regression method)
    0.14282
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    3.00000
  • Minimum
    0.07061
  • Quartile 1
    0.07600
  • Median
    0.08138
  • Quartile 3
    0.35492
  • Maximum
    0.62846
  • Mean of quarter 1
    0.07061
  • Mean of quarter 2
    0.08138
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.62846
  • Inter Quartile Range
    0.27892
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Last 4 Months - Pcnt Negative
    n/a
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -348166000
  • Max Equity Drawdown (num days)
    17
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.08416
  • Compounded annual return (geometric extrapolation)
    -0.08239
  • Calmar ratio (compounded annual return / max draw down)
    -0.13109
  • Compounded annual return / average of 25% largest draw downs
    -0.13109
  • Compounded annual return / Expected Shortfall lognormal
    -0.66198

Strategy Description

Hello,

1) Trading experience since 2006. Experience in managing a fund of 20 million USD. The plan and goal for the future is to open a hedge fund.
2) My public verified trading results | 2011 + 12.11% | 2012 + 105.51% | 2013 + 272.49% | 2014 + 182.49% | 2015 + 121.17% | 2016 + 65.57% | 2017 + 18.24% | 2018 + 88.6% | 2019 +16.5%.
3) Manual trading is based on the use of advanced mathematical algorithms that generate accurate entry and exit signals, as well as on the analysis of intraday currency futures of the Chicago Mercantile Exchange (CME Group).
4) Trading is carried out both on a trend and on a reversal, on FX futures CME - British Pound Futures, Euro FX Futures, Australian Dollar Futures, Japanese Yen Futures, Swiss Franc Futures, Canadian Dollar Futures.
5) Each trade is protected by stop loss.
6) Not a martingale.

It is important to know when connecting my system “M8888” (FX futures CME) to autotrade:

1) There are no restrictions on the connection of autotrader. Any broker from the list - Interactive Brokers, Tradovate, StoneX, Trade Pro, GarWood, AMP Clearing, AGM Markets, Ninja Trader, CTS Platform (any broker), CQG Platform (any broker), Rithmic Platform (any broker), ETNA Trader (any broker).
2) Attention! I recommend that subscribers in the settings set the maximum risk parameters per month no more than 10-15-20%. Be sure to do this.
3) Attention! To be honest with you, this is not my first profile here. I had great periods here, when the number of paid subscribers was about 100 and the amount under management was about 7 million USD (this is the period from February 2018 to July 2019). For 2018, a profit of 88% was shown, but then 95% of customers left due to a profit of 16% per year!!! From experience I can say that low drawdowns and moderate profit (10-25% per year) are of little interest here, and when you start showing such a result 80-90 percent of clients leave. Strategies with large profits, which lead to large drawdowns in the future, are very popular. This is a pattern and a vicious circle. The more profit the more drawdown awaits you in the future. Therefore, I began to use my system with aggressive risks, which led to a series of failures. Therefore, when subscribing to the system, be sure to set the risk limit acceptable for you in your profile.
4) In the period from November 2021 to October 2022, I had the ARK system here, until May 2022 there was a stable growth of customers, excellent results for six months, a profit of more than 250%, the number of paid subscribers is slightly more than 100, funds are 15 million USD. Then I started trading more conservatively (less risky) and the number of subscribers dropped by 9 times in 3 months!!! I started trading again but more aggressively and this eventually resulted in an error, there was a large drawdown when selling USD/JPY due to the high leverage I took, the idea was right to sell 145-147-150 take profit 135-133 -131, but very poor execution resulted in a loss. I'm the only one to blame for this and there's no excuse for it. Now I'm back. Take a break from trading. During this time, I have optimized my system, leaving only the best algorithms there, and optimizing risk management. I believe in my system. Archive of my systems here for this 2018-2022 system: https://collective2.com/details/117695605, https://collective2.com/details/121833418, https://collective2.com/details/139046671

Useful recommendations when copying my system “M8888” (FX futures CME):

1) Do not idealize the results of my trading. Stable every month for a long period of time, at least over a period of several years, you are unlikely to receive a plus every month, this is not a bank deposit. There will be periods of subsidence, since everything in this world is cyclical and the results in trading are no exception, after growth always follows a decline or for some time there is a stagnation in growth and this should be perceived normally.
2) Diversify your savings - do not put all your eggs in one basket.
3) Constantly and continuously monitor the results, it is desirable to do this several times a week, so you will be calmer.
4) Understand that profitability is not linear, it is not a bank deposit, that income received in the past cannot serve as a guarantee of receiving such income in the future.
5) Do not worry and don’t share your feelings with me about where the market will go or what you think is wrong at the moment (I don’t have a psychological session service), because there is a stop loss for every deal , there is a risk limit. Excessive anxiety only ruins the result.
6) There are periods, several trading sessions, several trading weeks when there is no trading activity, this is normal. Permanent presence in the market and constant trading in no way affects the better profit, does not make it anymore, sometimes just a few trading sessions make the result for a whole month. You need to be able to wait, work out only clear signals and then the result will be much better.
7) There is a possibility that you may lose some or all of your investments and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.


Michael
August 15, 2024*

Summary Statistics


Strategy began
2024-03-25
Suggested Minimum Capital
$35,000
# Trades
223
# Profitable
180
% Profitable
80.7%
Correlation S&P500
-0.021
Sharpe Ratio
1.13
Sortino Ratio
1.92
Beta
-0.16
Alpha
0.42
Leverage
11.92 Average
40.85 Maximum

Sommario
Leva finanziaria più alta = maggiore rischio.

Ulteriori informazioni sulla leva finanziaria

Collective2 calcola la leva finanziaria massima utilizzata da una strategia in ogni giorno. Mostriamo quindi la media di queste misurazioni (cioè la media della leva finanziaria massima giornaliera) e la più grande di queste misurazioni (leva finanziaria massima giornaliera).

La leva finanziaria è il rapporto tra il valore nozionale totale controllato da una strategia e il patrimonio del Model Account. Generalmente, una leva finanziaria più alta implica un rischio maggiore.

Esempio di calcolo:
La Strategia acquista 100 azioni a $12 per azione.
Il patrimonio del Model Account durante quel giorno è di $5.000.
La leva finanziaria è: $1200 / $5.000 = 0,24

Questa è una misurazione utile, ma deve essere considerata nel contesto. Questa misurazione non tiene conto di fattori importanti, come quando si detengono più posizioni che sono inversamente correlate. Né la misurazione tiene conto della volatilità degli strumenti detenuti.

Inoltre, alcune classi di attività sono per loro natura più leveraged di altre. Ad esempio, i contratti futures sono altamente leveraged. Le posizioni Forex sono spesso ancora più leveraged dei futures.

Latest Activity

#PERSONNAME#
subscribed on started simulation #SUBSCRIBEDDATE#

Trade journal

  • 9/15/2018, 10:03:33 PM BTS 200 EURUSD

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  • 9/13/2018, 9:07:33 PM BTO 1 ETHUSD

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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.



Riguardo ai risultati che vedi su questo sito web

I risultati passati non sono necessariamente indicativi dei risultati futuri.

Questi risultati si basano su performance simulate o ipotetiche che presentano alcune limitazioni intrinseche. A differenza dei risultati mostrati in un registro delle prestazioni effettive, questi risultati non rappresentano trading effettivo. Inoltre, poiché queste operazioni non sono state effettivamente eseguite, questi risultati potrebbero aver sotto o sovrastimato l'impatto, se presente, di alcuni fattori di mercato, come la mancanza di liquidità. I programmi di trading simulati o ipotetici in generale sono soggetti anche al fatto che sono progettati con il beneficio del senno di poi. Non viene fatta alcuna rappresentazione che qualsiasi conto raggiungerà o sarà probabile ottenere profitti o perdite simili a quelli mostrati.

Inoltre, il trading ipotetico non comporta rischio finanziario e nessun record di trading ipotetico può tener conto completamente dell'impatto del rischio finanziario nel trading effettivo. Ad esempio, la capacità di sopportare perdite o di attenersi a un particolare programma di trading nonostante le perdite commerciali sono punti materiali che possono influire negativamente sui risultati del trading effettivo. Ci sono numerosi altri fattori legati ai mercati in generale o all'attuazione di qualsiasi specifico programma di trading, che non possono essere pienamente contabilizzati nella preparazione dei risultati delle prestazioni ipotetiche e tutti i quali possono influire negativamente sui risultati del trading effettivo.

Ipotesi e metodi materiali utilizzati nel calcolo dei risultati

Le seguenti sono ipotesi materiali utilizzate nel calcolo di eventuali risultati mensili ipotetici che appaiono sul nostro sito web.

  • I profitti vengono reinvestiti. Presumiamo che i profitti (quando ci sono) vengano reinvestiti nella strategia di trading.
  • Dimensione dell'investimento iniziale. Per qualsiasi strategia di trading sul nostro sito, i risultati ipotetici si basano sull'ipotesi che tu abbia investito l'importo iniziale mostrato sul grafico delle prestazioni della strategia. In alcuni casi, gli importi nominali in dollari sul grafico del patrimonio sono stati ridimensionati verso il basso per rendere le dimensioni di trading attuali più gestibili. In questi casi, potrebbe non essere stato possibile scambiare la strategia storicamente ai livelli di patrimonio mostrati sul grafico e un capitale minimo più elevato era richiesto in passato.
  • Tutte le spese sono incluse. Nel calcolo dei rendimenti cumulativi, cerchiamo di stimare e includere tutte le spese che un tipico trader sostiene quando fa AutoTrading utilizzando la tecnologia AutoTrade. Ciò include il costo dell'abbonamento alla strategia, più eventuali commissioni per operazione di AutoTrade, più le commissioni di intermediazione stimate, se presenti.
  • Metodo di calcolo del "Max Drawdown". Calcoliamo la statistica Max Drawdown come segue. Il nostro software informatico esamina il grafico del patrimonio del sistema in questione e trova la percentuale più grande in cui il grafico del patrimonio diminuisce mai da un "picco" locale a un punto successivo nel tempo (quindi questo è formalmente chiamato "Massimo calo dal picco alla valle"). Sebbene queste informazioni siano utili nella valutazione dei sistemi di trading, dovresti tenere presente che le prestazioni passate non garantiscono risultati futuri. Pertanto, i cali futuri potrebbero essere maggiori rispetto ai massimi cali storici che vedi qui.

Il trading è rischioso

C'è un rischio sostanziale di perdita nel trading di futures e forex. Il trading online di azioni e opzioni è estremamente rischioso. Presumi che perderai denaro. Non fare trading con denaro che non puoi permetterti di perdere.

Va bene, capito.

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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.