Collective2 Collective2
Featured Strategy SK Trader Rank on Leaderboard #6 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it


Lista osservati Lista osservati

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


Listing Edit Subscribers Broadcast Share System Watchlist Watchlist More...

ares NQ
(150373429)

Creato da: ares_Systemtrading ares_Systemtrading
Started: 12/2024
Futures
Last trade: 7 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. Subscriptions to this system cost $100.00 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.


-4.1%
Cumul. Return

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 cumulativo

= (Patrimonio_finale - Patrimonio_iniziale) / Patrimonio_iniziale

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.

(10.2%)
Max Drawdown
75
Num Trades
30.7%
Win Trades
0.9 : 1
Profit Factor
14.3%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2024                                                                             +5.7%+5.7%
2025(2.6%)(1.1%)(2.6%)(0.2%)(0.2%)(2.9%)                                    (9.3%)


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 147 trades in real-life brokerage accounts. To see live brokerage data, select Show AutoTrade Data, and click on a Live AutoTrade Indicator symbol.

Show AutoTrade data Hide AutoTrade data
Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
6/10/25 9:39 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 2 21873.87 6/10 11:32 21816.48 1.87%
Trade id #151978569
Max drawdown($3,634)
Time6/10/25 11:32
Quant open2
Worst price21783.00
Drawdown as % of equity-1.87%
 ($2,312)
Includes Typical Broker Commissions trade costs of $16.00
6/10/25 9:39 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 2 21874.50 6/10 11:32 21815.96 0.19%
Trade id #151978566
Max drawdown($368)
Time6/10/25 11:32
Quant open2
Worst price21782.20
Drawdown as % of equity-0.19%
 ($236)
Includes Typical Broker Commissions trade costs of $1.88
6/4/25 9:37 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 7 21786.80 6/4 10:00 21692.84 0.77%
Trade id #151915683
Max drawdown($1,512)
Time6/4/25 10:00
Quant open7
Worst price21678.80
Drawdown as % of equity-0.77%
 ($1,322)
Includes Typical Broker Commissions trade costs of $6.58
6/4/25 9:37 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 21784.37 6/4 10:00 21696.05 0.96%
Trade id #151915681
Max drawdown($1,887)
Time6/4/25 10:00
Quant open1
Worst price21690.00
Drawdown as % of equity-0.96%
 ($1,774)
Includes Typical Broker Commissions trade costs of $8.00
5/2/25 11:58 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 8 20202.72 5/2 15:55 20190.55 0.41%
Trade id #151605373
Max drawdown($803)
Time5/2/25 15:49
Quant open8
Worst price20152.50
Drawdown as % of equity-0.41%
 ($203)
Includes Typical Broker Commissions trade costs of $7.52
4/24/25 9:59 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 6 19059.15 4/24 15:55 19322.46 0.06%
Trade id #151514096
Max drawdown($118)
Time4/24/25 10:03
Quant open6
Worst price19049.20
Drawdown as % of equity-0.06%
 $3,154
Includes Typical Broker Commissions trade costs of $5.64
4/22/25 10:39 @NQM5 E-MINI NASDAQ 100 STK IDX LONG 1 18310.49 4/22 13:16 18307.17 0.24%
Trade id #151483842
Max drawdown($464)
Time4/22/25 11:44
Quant open1
Worst price18287.20
Drawdown as % of equity-0.24%
 ($75)
Includes Typical Broker Commissions trade costs of $8.00
4/21/25 10:05 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 7 17950.53 4/21 15:55 17922.76 0.27%
Trade id #151469422
Max drawdown($524)
Time4/21/25 10:41
Quant open7
Worst price17988.00
Drawdown as % of equity-0.27%
 $382
Includes Typical Broker Commissions trade costs of $6.58
4/21/25 10:18 @NQM5 E-MINI NASDAQ 100 STK IDX SHORT 1 17910.08 4/21 15:55 17908.16 0.81%
Trade id #151469721
Max drawdown($1,563)
Time4/21/25 10:41
Quant open1
Worst price17988.20
Drawdown as % of equity-0.81%
 $30
Includes Typical Broker Commissions trade costs of $8.00
4/15/25 9:51 @MNQM5 MICRO E-MINI NASDAQ 100 LONG 8 19111.18 4/15 10:19 18985.14 1.23%
Trade id #151409554
Max drawdown($2,414)
Time4/15/25 10:19
Quant open8
Worst price18960.20
Drawdown as % of equity-1.23%
 ($2,025)
Includes Typical Broker Commissions trade costs of $7.52
4/14/25 11:31 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 7 18976.00 4/14 14:06 18979.33 0.09%
Trade id #151396523
Max drawdown($178)
Time4/14/25 11:35
Quant open7
Worst price18988.80
Drawdown as % of equity-0.09%
 ($54)
Includes Typical Broker Commissions trade costs of $6.58
4/14/25 9:44 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 7 19040.50 4/14 10:05 19165.20 0.97%
Trade id #151394748
Max drawdown($1,914)
Time4/14/25 10:05
Quant open7
Worst price19177.20
Drawdown as % of equity-0.97%
 ($1,753)
Includes Typical Broker Commissions trade costs of $6.58
3/28/25 10:39 @NQM5 E-MINI NASDAQ 100 STK IDX SHORT 1 19640.00 3/28 11:03 19558.00 0.1%
Trade id #151218673
Max drawdown($200)
Time3/28/25 10:44
Quant open1
Worst price19650.00
Drawdown as % of equity-0.10%
 $1,632
Includes Typical Broker Commissions trade costs of $8.00
3/28/25 10:39 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 2 19626.19 3/28 11:01 19563.19 0.05%
Trade id #151218675
Max drawdown($95)
Time3/28/25 10:44
Quant open2
Worst price19650.00
Drawdown as % of equity-0.05%
 $250
Includes Typical Broker Commissions trade costs of $1.88
3/18/25 9:38 @MNQM5 MICRO E-MINI NASDAQ 100 SHORT 3 19790.80 3/18 15:55 19705.50 0.04%
Trade id #151124169
Max drawdown($77)
Time3/18/25 9:43
Quant open3
Worst price19803.80
Drawdown as % of equity-0.04%
 $509
Includes Typical Broker Commissions trade costs of $2.82
3/18/25 9:38 @NQM5 E-MINI NASDAQ 100 STK IDX SHORT 1 19790.80 3/18 15:55 19702.64 0.13%
Trade id #151124165
Max drawdown($259)
Time3/18/25 9:43
Quant open1
Worst price19803.80
Drawdown as % of equity-0.13%
 $1,755
Includes Typical Broker Commissions trade costs of $8.00
3/14/25 10:06 @MNQH5 MICRO E-MINI NASDAQ 100 LONG 1 19572.51 3/14 10:12 19479.72 0.1%
Trade id #151101171
Max drawdown($194)
Time3/14/25 10:12
Quant open1
Worst price19475.20
Drawdown as % of equity-0.10%
 ($187)
Includes Typical Broker Commissions trade costs of $0.94
3/14/25 10:06 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19571.93 3/14 10:12 19481.41 0.97%
Trade id #151101161
Max drawdown($1,923)
Time3/14/25 10:12
Quant open1
Worst price19475.80
Drawdown as % of equity-0.97%
 ($1,818)
Includes Typical Broker Commissions trade costs of $8.00
3/14/25 9:35 @NQH5 E-MINI NASDAQ 100 STK IDX LONG 1 19568.13 3/14 10:00 19465.00 1.32%
Trade id #151100388
Max drawdown($2,627)
Time3/14/25 10:00
Quant open1
Worst price19436.80
Drawdown as % of equity-1.32%
 ($2,071)
Includes Typical Broker Commissions trade costs of $8.00
3/14/25 9:35 @MNQH5 MICRO E-MINI NASDAQ 100 LONG 1 19570.01 3/14 10:00 19440.96 0.14%
Trade id #151100391
Max drawdown($287)
Time3/14/25 10:00
Quant open1
Worst price19426.20
Drawdown as % of equity-0.14%
 ($259)
Includes Typical Broker Commissions trade costs of $0.94
3/13/25 11:42 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 2 19321.50 3/13 14:14 19303.78 0.14%
Trade id #151091246
Max drawdown($277)
Time3/13/25 12:40
Quant open2
Worst price19390.80
Drawdown as % of equity-0.14%
 $69
Includes Typical Broker Commissions trade costs of $1.88
3/13/25 11:42 @NQH5 E-MINI NASDAQ 100 STK IDX SHORT 1 19321.50 3/13 14:14 19321.88 0.7%
Trade id #151091242
Max drawdown($1,385)
Time3/13/25 12:40
Quant open1
Worst price19390.80
Drawdown as % of equity-0.70%
 ($16)
Includes Typical Broker Commissions trade costs of $8.00
3/13/25 9:51 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 2 19472.50 3/13 10:14 19479.95 0.02%
Trade id #151089504
Max drawdown($34)
Time3/13/25 10:14
Quant open2
Worst price19481.00
Drawdown as % of equity-0.02%
 ($32)
Includes Typical Broker Commissions trade costs of $1.88
3/13/25 9:51 @NQH5 E-MINI NASDAQ 100 STK IDX SHORT 1 19472.50 3/13 10:14 19475.79 0.11%
Trade id #151089500
Max drawdown($210)
Time3/13/25 10:14
Quant open1
Worst price19483.00
Drawdown as % of equity-0.11%
 ($74)
Includes Typical Broker Commissions trade costs of $8.00
3/12/25 11:11 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 9 19449.64 3/12 11:32 19554.21 1%
Trade id #151079827
Max drawdown($1,991)
Time3/12/25 11:32
Quant open9
Worst price19560.20
Drawdown as % of equity-1.00%
 ($1,890)
Includes Typical Broker Commissions trade costs of $8.46
3/12/25 10:42 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 9 19533.00 3/12 10:58 19486.98 0.32%
Trade id #151079354
Max drawdown($643)
Time3/12/25 10:54
Quant open9
Worst price19568.80
Drawdown as % of equity-0.32%
 $820
Includes Typical Broker Commissions trade costs of $8.46
3/5/25 11:47 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 7 20259.20 3/5 12:00 20398.04 1.01%
Trade id #151020450
Max drawdown($2,030)
Time3/5/25 12:00
Quant open7
Worst price20404.20
Drawdown as % of equity-1.01%
 ($1,951)
Includes Typical Broker Commissions trade costs of $6.58
3/3/25 9:59 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 9 20869.20 3/3 10:30 20977.63 1.07%
Trade id #150995124
Max drawdown($2,160)
Time3/3/25 10:30
Quant open9
Worst price20989.20
Drawdown as % of equity-1.07%
 ($1,960)
Includes Typical Broker Commissions trade costs of $8.46
2/27/25 9:45 @MNQH5 MICRO E-MINI NASDAQ 100 SHORT 2 21215.80 2/27 14:32 20846.20 n/a $1,476
Includes Typical Broker Commissions trade costs of $1.88
2/27/25 9:45 @NQH5 E-MINI NASDAQ 100 STK IDX SHORT 1 21207.92 2/27 14:32 20846.20 0.01%
Trade id #150968209
Max drawdown($21)
Time2/27/25 9:48
Quant open1
Worst price21209.00
Drawdown as % of equity-0.01%
 $7,226
Includes Typical Broker Commissions trade costs of $8.00

Successivo

Statistics

  • Strategy began
    12/20/2024
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    179.36
  • Age
    179 days ago
  • What it trades
    Futures
  • # Trades
    75
  • # Profitable
    23
  • % Profitable
    30.70%
  • Avg trade duration
    2.1 hours
  • Max peak-to-valley drawdown
    10.17%
  • drawdown period
    Jan 14, 2025 - June 10, 2025
  • Cumul. Return
    -4.1%
  • Avg win
    $1,952
  • Avg loss
    $993.17
  • Model Account Values (Raw)
  • Cash
    $193,262
  • Margin Used
    $0
  • Buying Power
    $193,262
  • Ratios
  • W:L ratio
    0.87:1
  • Sharpe Ratio
    -0.74
  • Sortino Ratio
    -1.18
  • Calmar Ratio
    -0.749
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -4.97%
  • Correlation to SP500
    -0.08100
  • Return Percent SP500 (cumu) during strategy life
    1.21%
  • Return Statistics
  • Ann Return (w trading costs)
    -8.0%
  • Slump
  • Current Slump as Pcnt Equity
    11.30%
  • Instruments
  • Percent Trades Futures
    1.00%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.86%
  • 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)
    -0.041%
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -6.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    24.00%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • 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
    n/a
  • Popularity
  • Popularity (Today)
    759
  • Popularity (Last 6 weeks)
    917
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • C2 Score
    931
  • Popularity (7 days, Percentile 1000 scale)
    846
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $993
  • Avg Win
    $1,952
  • Sum Trade PL (losers)
    $51,645.000
  • Age
  • Num Months filled monthly returns table
    7
  • Win / Loss
  • Sum Trade PL (winners)
    $44,903.000
  • # Winners
    23
  • Num Months Winners
    1
  • Dividends
  • Dividends Received in Model Acct
    0
  • AUM
  • AUM (AutoTrader live capital)
    4298150
  • Win / Loss
  • # Losers
    52
  • % Winners
    30.7%
  • Frequency
  • Avg Position Time (mins)
    124.83
  • Avg Position Time (hrs)
    2.08
  • Avg Trade Length
    0.1 days
  • Last Trade Ago
    7
  • Leverage
  • Daily leverage (average)
    2.73
  • Daily leverage (max)
    5.38
  • Regression
  • Alpha
    -0.03
  • Beta
    -0.04
  • Treynor Index
    0.74
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -4.46
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - All trades
    -3.052
  • 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
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.356
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.375
  • Hold-and-Hope Ratio
    -0.328
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.03342
  • SD
    0.14079
  • Sharpe ratio (Glass type estimate)
    -0.23736
  • Sharpe ratio (Hedges UMVUE)
    -0.18939
  • df
    4.00000
  • t
    -0.15322
  • p
    0.55718
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.26369
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.81734
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.22858
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.84981
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.31888
  • Upside Potential Ratio
    1.24518
  • Upside part of mean
    0.13049
  • Downside part of mean
    -0.16391
  • Upside SD
    0.07049
  • Downside SD
    0.10480
  • N nonnegative terms
    3.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    -0.07016
  • Mean of criterion
    -0.03342
  • SD of predictor
    0.15904
  • SD of criterion
    0.14079
  • Covariance
    0.00838
  • r
    0.37427
  • b (slope, estimate of beta)
    0.33132
  • a (intercept, estimate of alpha)
    -0.01017
  • Mean Square Error
    0.02273
  • DF error
    3.00000
  • t(b)
    0.69906
  • p(b)
    0.26742
  • t(a)
    -0.04312
  • p(a)
    0.51584
  • Lowerbound of 95% confidence interval for beta
    -1.17702
  • Upperbound of 95% confidence interval for beta
    1.83966
  • Lowerbound of 95% confidence interval for alpha
    -0.76094
  • Upperbound of 95% confidence interval for alpha
    0.74060
  • Treynor index (mean / b)
    -0.10087
  • Jensen alpha (a)
    -0.01017
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.04147
  • SD
    0.14279
  • Sharpe ratio (Glass type estimate)
    -0.29042
  • Sharpe ratio (Hedges UMVUE)
    -0.23172
  • df
    4.00000
  • t
    -0.18746
  • p
    0.56979
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.31564
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.76948
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.27232
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.80889
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.38308
  • Upside Potential Ratio
    1.18048
  • Upside part of mean
    0.12779
  • Downside part of mean
    -0.16926
  • Upside SD
    0.06882
  • Downside SD
    0.10825
  • N nonnegative terms
    3.00000
  • N negative terms
    2.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    5.00000
  • Mean of predictor
    -0.08028
  • Mean of criterion
    -0.04147
  • SD of predictor
    0.15833
  • SD of criterion
    0.14279
  • Covariance
    0.00830
  • r
    0.36727
  • b (slope, estimate of beta)
    0.33124
  • a (intercept, estimate of alpha)
    -0.01488
  • Mean Square Error
    0.02352
  • DF error
    3.00000
  • t(b)
    0.68393
  • p(b)
    0.27156
  • t(a)
    -0.06179
  • p(a)
    0.52269
  • Lowerbound of 95% confidence interval for beta
    -1.21007
  • Upperbound of 95% confidence interval for beta
    1.87254
  • Lowerbound of 95% confidence interval for alpha
    -0.78103
  • Upperbound of 95% confidence interval for alpha
    0.75128
  • Treynor index (mean / b)
    -0.12520
  • Jensen alpha (a)
    -0.01488
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.06878
  • Expected Shortfall on VaR
    0.08457
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.02692
  • Expected Shortfall on VaR
    0.05653
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    5.00000
  • Minimum
    0.93468
  • Quartile 1
    1.00168
  • Median
    1.00545
  • Quartile 3
    1.00863
  • Maximum
    1.04728
  • Mean of quarter 1
    0.96818
  • Mean of quarter 2
    1.00545
  • Mean of quarter 3
    1.00863
  • Mean of quarter 4
    1.04728
  • Inter Quartile Range
    0.00696
  • Number outliers low
    1.00000
  • Percentage of outliers low
    0.20000
  • Mean of outliers low
    0.93468
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.20000
  • Mean of outliers high
    1.04728
  • Risk estimates for a one-period unit investment (based on Ex
  • 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
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.06532
  • Quartile 1
    0.06532
  • Median
    0.06532
  • Quartile 3
    0.06532
  • Maximum
    0.06532
  • 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)
    -0.01352
  • Compounded annual return (geometric extrapolation)
    -0.01347
  • Calmar ratio (compounded annual return / max draw down)
    -0.20624
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    -0.15928
  • 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
    -0.09407
  • SD
    0.10709
  • Sharpe ratio (Glass type estimate)
    -0.87847
  • Sharpe ratio (Hedges UMVUE)
    -0.87315
  • df
    124.00000
  • t
    -0.60678
  • p
    0.52721
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.71636
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.96283
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.71278
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96648
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.37175
  • Upside Potential Ratio
    5.52449
  • Upside part of mean
    0.37887
  • Downside part of mean
    -0.47294
  • Upside SD
    0.08190
  • Downside SD
    0.06858
  • N nonnegative terms
    20.00000
  • N negative terms
    105.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    125.00000
  • Mean of predictor
    0.02041
  • Mean of criterion
    -0.09407
  • SD of predictor
    0.24745
  • SD of criterion
    0.10709
  • Covariance
    -0.00298
  • r
    -0.11259
  • b (slope, estimate of beta)
    -0.04873
  • a (intercept, estimate of alpha)
    -0.09300
  • Mean Square Error
    0.01141
  • DF error
    123.00000
  • t(b)
    -1.25672
  • p(b)
    0.57153
  • t(a)
    -0.60176
  • p(a)
    0.53447
  • Lowerbound of 95% confidence interval for beta
    -0.12548
  • Upperbound of 95% confidence interval for beta
    0.02802
  • Lowerbound of 95% confidence interval for alpha
    -0.39926
  • Upperbound of 95% confidence interval for alpha
    0.21310
  • Treynor index (mean / b)
    1.93065
  • Jensen alpha (a)
    -0.09308
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.09974
  • SD
    0.10663
  • Sharpe ratio (Glass type estimate)
    -0.93537
  • Sharpe ratio (Hedges UMVUE)
    -0.92970
  • df
    124.00000
  • t
    -0.64608
  • p
    0.52896
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -3.77354
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.90634
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -3.76961
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.91021
  • Statistics related to Sortino ratio
  • Sortino ratio
    -1.44475
  • Upside Potential Ratio
    5.43970
  • Upside part of mean
    0.37553
  • Downside part of mean
    -0.47527
  • Upside SD
    0.08094
  • Downside SD
    0.06903
  • N nonnegative terms
    20.00000
  • N negative terms
    105.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    125.00000
  • Mean of predictor
    -0.00966
  • Mean of criterion
    -0.09974
  • SD of predictor
    0.24566
  • SD of criterion
    0.10663
  • Covariance
    -0.00299
  • r
    -0.11409
  • b (slope, estimate of beta)
    -0.04952
  • a (intercept, estimate of alpha)
    -0.10022
  • Mean Square Error
    0.01131
  • DF error
    123.00000
  • t(b)
    -1.27367
  • p(b)
    0.57248
  • t(a)
    -0.65080
  • p(a)
    0.53727
  • Lowerbound of 95% confidence interval for beta
    -0.12648
  • Upperbound of 95% confidence interval for beta
    0.02744
  • Lowerbound of 95% confidence interval for alpha
    -0.40503
  • Upperbound of 95% confidence interval for alpha
    0.20459
  • Treynor index (mean / b)
    2.01403
  • Jensen alpha (a)
    -0.10022
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01115
  • Expected Shortfall on VaR
    0.01387
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00566
  • Expected Shortfall on VaR
    0.01107
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    125.00000
  • Minimum
    0.98031
  • Quartile 1
    0.99958
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.03468
  • Mean of quarter 1
    0.99330
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.00590
  • Inter Quartile Range
    0.00042
  • Number outliers low
    30.00000
  • Percentage of outliers low
    0.24000
  • Mean of outliers low
    0.99288
  • Number of outliers high
    19.00000
  • Percentage of outliers high
    0.15200
  • Mean of outliers high
    1.00960
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -4.14032
  • VaR(95%) (moments method)
    0.00194
  • Expected Shortfall (moments method)
    0.00194
  • Extreme Value Index (regression method)
    -0.28649
  • VaR(95%) (regression method)
    0.00646
  • Expected Shortfall (regression method)
    0.00877
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.01311
  • Quartile 1
    0.03298
  • Median
    0.05285
  • Quartile 3
    0.07273
  • Maximum
    0.09260
  • Mean of quarter 1
    0.01311
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.09260
  • Inter Quartile Range
    0.03975
  • 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)
    -0.07061
  • Compounded annual return (geometric extrapolation)
    -0.06931
  • Calmar ratio (compounded annual return / max draw down)
    -0.74850
  • Compounded annual return / average of 25% largest draw downs
    -0.74850
  • Compounded annual return / Expected Shortfall lognormal
    -4.99763
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess log return rates
  • Statistics related to linear regression on benchmark
  • VAR (95 Confidence Intrvl)
    0.01100
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Last 4 Months - Pcnt Negative
    1.00%
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -395607000
  • Max Equity Drawdown (num days)
    147

Strategy Description

It is highly recommended to use a scaling of at least 100% when autotrading.
Recommended capital should be at least 200K to have the same Risk/Return profile as the system.

Summary Statistics


Strategy began
2024-12-20
Suggested Minimum Capital
$100,000
Rank at C2 %
Top 6.9%
Rank # 
#234
# Trades
75
# Profitable
23
% Profitable
30.7%
Correlation S&P500
-0.081
Sharpe Ratio
-0.74
Sortino Ratio
-1.18
Beta
-0.04
Alpha
-0.03
Leverage
2.73 Average
5.38 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

    We did it! It's finally here. Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo [...]

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

    Lorem ipsum dolor sit amet, consectetuer adipiscing elit. Aenean commodo ligula eget dolor. Aenean massa [...]

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.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Mark as Private Keep Public

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.