DTS OpenTrade
(141775540)
Subscription terms. Subscriptions to this system cost $125.00 per month.
C2Star
C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.
You can read more about C2Star certification requirements here.
Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.Financials / Indexes
Focuses on market indexes or interest rates futures.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2022  (4.4%)  +11.1%  +3.0%  +4.4%  +14.2%  
2023  +13.3%  +7.5%  +9.6%  +33.5% 
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.
Started  $20,000  
Buy Power  $32,914  
Cash  $1  
Equity  $1  
Cumulative $  $12,914  
Total System Equity  $32,914  
Margined  $1  
Open P/L  $0  
Data has been delayed by 9 hours for nonsubscribers 
System developer has asked us to delay this information by 9 hours.
Trading Record
Statistics

Strategy began9/13/2022

Suggested Minimum Cap$30,000

Strategy Age (days)190.24

Age6 months ago

What it tradesFutures

# Trades859

# Profitable400

% Profitable46.60%

Avg trade duration1.3 hours

Max peaktovalley drawdown14.11%

drawdown periodSept 14, 2022  Sept 27, 2022

Cumul. Return52.5%

Avg win$190.53

Avg loss$137.97
 Model Account Values (Raw)

Cash$32,914

Margin Used$0

Buying Power$32,914
 Ratios

W:L ratio1.20:1

Sharpe Ratio2.25

Sortino Ratio3.52

Calmar Ratio17.655
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)52.36%

Correlation to SP5000.18410

Return Percent SP500 (cumu) during strategy life0.11%
 Return Statistics

Ann Return (w trading costs)121.4%
 Slump

Current Slump as Pcnt Equity0.30%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.00%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.525%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)158.8%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss26.50%

Chance of 20% account loss1.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/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 Automated99.89%
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)944

Popularity (Last 6 weeks)982
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score966

Popularity (7 days, Percentile 1000 scale)973
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$138

Avg Win$191

Sum Trade PL (losers)$63,327.000
 Age

Num Months filled monthly returns table7
 Win / Loss

Sum Trade PL (winners)$76,214.000

# Winners400

Num Months Winners6
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)317424
 Win / Loss

# Losers459

% Winners46.6%
 Frequency

Avg Position Time (mins)78.55

Avg Position Time (hrs)1.31

Avg Trade Length0.1 days

Last Trade Ago0
 Leverage

Daily leverage (average)3.52

Daily leverage (max)5.56
 Regression

Alpha0.23

Beta0.27

Treynor Index0.85
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.58

MAE:Equity, average, winning trades0.00

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades21.413

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.445

Avg(MAE) / Avg(PL)  Losing trades1.204

HoldandHope Ratio0.047
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.96090

SD0.20182

Sharpe ratio (Glass type estimate)4.76125

Sharpe ratio (Hedges UMVUE)3.79892

df4.00000

t3.07337

p0.01859

Lowerbound of 95% confidence interval for Sharpe Ratio0.24829

Upperbound of 95% confidence interval for Sharpe Ratio9.03629

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21971

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.81756
 Statistics related to Sortino ratio

Sortino ratio46.13620

Upside Potential Ratio47.68540

Upside part of mean0.99317

Downside part of mean0.03227

Upside SD0.33030

Downside SD0.02083

N nonnegative terms4.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.02486

Mean of criterion0.96090

SD of predictor0.20927

SD of criterion0.20182

Covariance0.01816

r0.42990

b (slope, estimate of beta)0.41459

a (intercept, estimate of alpha)0.95060

Mean Square Error0.04427

DF error3.00000

t(b)0.82470

p(b)0.23500

t(a)2.91417

p(a)0.03089

Lowerbound of 95% confidence interval for beta1.18529

Upperbound of 95% confidence interval for beta2.01447

Lowerbound of 95% confidence interval for alpha0.08751

Upperbound of 95% confidence interval for alpha1.98871

Treynor index (mean / b)2.31771

Jensen alpha (a)0.95060
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.90797

SD0.19072

Sharpe ratio (Glass type estimate)4.76083

Sharpe ratio (Hedges UMVUE)3.79860

df4.00000

t3.07311

p0.01859

Lowerbound of 95% confidence interval for Sharpe Ratio0.24796

Upperbound of 95% confidence interval for Sharpe Ratio9.03568

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.21988

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.81708
 Statistics related to Sortino ratio

Sortino ratio43.40250

Upside Potential Ratio44.95170

Upside part of mean0.94038

Downside part of mean0.03241

Upside SD0.31203

Downside SD0.02092

N nonnegative terms4.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations5.00000

Mean of predictor0.00745

Mean of criterion0.90797

SD of predictor0.20803

SD of criterion0.19072

Covariance0.01802

r0.45420

b (slope, estimate of beta)0.41641

a (intercept, estimate of alpha)0.90487

Mean Square Error0.03849

DF error3.00000

t(b)0.88304

p(b)0.22112

t(a)2.97691

p(a)0.02937

Lowerbound of 95% confidence interval for beta1.08430

Upperbound of 95% confidence interval for beta1.91712

Lowerbound of 95% confidence interval for alpha0.06248

Upperbound of 95% confidence interval for alpha1.87222

Treynor index (mean / b)2.18049

Jensen alpha (a)0.90487
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01478

Expected Shortfall on VaR0.03699
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00306

Expected Shortfall on VaR0.00758
 ORDER STATISTICS
 Quartiles of return rates

Number of observations5.00000

Minimum0.98888

Quartile 11.06770

Median1.09693

Quartile 31.12664

Maximum1.13187

Mean of quarter 11.02829

Mean of quarter 21.09693

Mean of quarter 31.12664

Mean of quarter 41.13187

Inter Quartile Range0.05895

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod 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 observations1.00000

Minimum0.01112

Quartile 10.01112

Median0.01112

Quartile 30.01112

Maximum0.01112

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)1.14457

Compounded annual return (geometric extrapolation)1.54945

Calmar ratio (compounded annual return / max draw down)139.39100

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal41.88820

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean1.02103

SD0.29246

Sharpe ratio (Glass type estimate)3.49120

Sharpe ratio (Hedges UMVUE)3.47086

df129.00000

t2.45921

p0.36629

Lowerbound of 95% confidence interval for Sharpe Ratio0.66981

Upperbound of 95% confidence interval for Sharpe Ratio6.29942

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65636

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.28535
 Statistics related to Sortino ratio

Sortino ratio5.81241

Upside Potential Ratio12.90730

Upside part of mean2.26733

Downside part of mean1.24631

Upside SD0.24082

Downside SD0.17566

N nonnegative terms78.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.00214

Mean of criterion1.02103

SD of predictor0.21863

SD of criterion0.29246

Covariance0.01261

r0.19729

b (slope, estimate of beta)0.26392

a (intercept, estimate of alpha)1.02200

Mean Square Error0.08284

DF error128.00000

t(b)2.27687

p(b)0.40135

t(a)2.50016

p(a)0.39211

Lowerbound of 95% confidence interval for beta0.03457

Upperbound of 95% confidence interval for beta0.49327

Lowerbound of 95% confidence interval for alpha0.21308

Upperbound of 95% confidence interval for alpha1.83010

Treynor index (mean / b)3.86875

Jensen alpha (a)1.02159
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.97676

SD0.29173

Sharpe ratio (Glass type estimate)3.34811

Sharpe ratio (Hedges UMVUE)3.32860

df129.00000

t2.35842

p0.37147

Lowerbound of 95% confidence interval for Sharpe Ratio0.52956

Upperbound of 95% confidence interval for Sharpe Ratio6.15400

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51667

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.14054
 Statistics related to Sortino ratio

Sortino ratio5.45358

Upside Potential Ratio12.49980

Upside part of mean2.23876

Downside part of mean1.26201

Upside SD0.23668

Downside SD0.17910

N nonnegative terms78.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.02571

Mean of criterion0.97676

SD of predictor0.21764

SD of criterion0.29173

Covariance0.01230

r0.19364

b (slope, estimate of beta)0.25957

a (intercept, estimate of alpha)0.98343

Mean Square Error0.08256

DF error128.00000

t(b)2.23309

p(b)0.40318

t(a)2.41088

p(a)0.39579

Lowerbound of 95% confidence interval for beta0.02957

Upperbound of 95% confidence interval for beta0.48956

Lowerbound of 95% confidence interval for alpha0.17630

Upperbound of 95% confidence interval for alpha1.79055

Treynor index (mean / b)3.76301

Jensen alpha (a)0.98343
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02558

Expected Shortfall on VaR0.03287
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00934

Expected Shortfall on VaR0.01985
 ORDER STATISTICS
 Quartiles of return rates

Number of observations130.00000

Minimum0.93780

Quartile 10.99454

Median1.00445

Quartile 31.01249

Maximum1.05649

Mean of quarter 10.98257

Mean of quarter 20.99976

Mean of quarter 31.00782

Mean of quarter 41.02585

Inter Quartile Range0.01795

Number outliers low3.00000

Percentage of outliers low0.02308

Mean of outliers low0.94973

Number of outliers high5.00000

Percentage of outliers high0.03846

Mean of outliers high1.04840
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.17594

VaR(95%) (moments method)0.01451

Expected Shortfall (moments method)0.01869

Extreme Value Index (regression method)0.15286

VaR(95%) (regression method)0.01546

Expected Shortfall (regression method)0.02370
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00210

Quartile 10.01294

Median0.02157

Quartile 30.03656

Maximum0.09805

Mean of quarter 10.00919

Mean of quarter 20.01533

Mean of quarter 30.02972

Mean of quarter 40.06454

Inter Quartile Range0.02362

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.06250

Mean of outliers high0.09805
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.73555

VaR(95%) (moments method)0.07291

Expected Shortfall (moments method)0.08103

Extreme Value Index (regression method)0.07725

VaR(95%) (regression method)0.08841

Expected Shortfall (regression method)0.12331
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.30243

Compounded annual return (geometric extrapolation)1.73098

Calmar ratio (compounded annual return / max draw down)17.65490

Compounded annual return / average of 25% largest draw downs26.81880

Compounded annual return / Expected Shortfall lognormal52.65500

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

Mean1.02103

SD0.29246

Sharpe ratio (Glass type estimate)3.49120

Sharpe ratio (Hedges UMVUE)3.47086

df129.00000

t2.45921

p0.36629

Lowerbound of 95% confidence interval for Sharpe Ratio0.66981

Upperbound of 95% confidence interval for Sharpe Ratio6.29942

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.65636

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.28535
 Statistics related to Sortino ratio

Sortino ratio5.81241

Upside Potential Ratio12.90730

Upside part of mean2.26733

Downside part of mean1.24631

Upside SD0.24082

Downside SD0.17566

N nonnegative terms78.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.00214

Mean of criterion1.02103

SD of predictor0.21863

SD of criterion0.29246

Covariance0.01261

r0.19729

b (slope, estimate of beta)0.26392

a (intercept, estimate of alpha)1.02159

Mean Square Error0.08284

DF error128.00000

t(b)2.27687

p(b)0.40135

t(a)2.50016

p(a)0.39211

Lowerbound of 95% confidence interval for beta0.03457

Upperbound of 95% confidence interval for beta0.49327

Lowerbound of 95% confidence interval for alpha0.21308

Upperbound of 95% confidence interval for alpha1.83010

Treynor index (mean / b)3.86875

Jensen alpha (a)1.02159
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.97676

SD0.29173

Sharpe ratio (Glass type estimate)3.34811

Sharpe ratio (Hedges UMVUE)3.32860

df129.00000

t2.35842

p0.37147

Lowerbound of 95% confidence interval for Sharpe Ratio0.52956

Upperbound of 95% confidence interval for Sharpe Ratio6.15400

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.51667

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.14054
 Statistics related to Sortino ratio

Sortino ratio5.45358

Upside Potential Ratio12.49980

Upside part of mean2.23876

Downside part of mean1.26201

Upside SD0.23668

Downside SD0.17910

N nonnegative terms78.00000

N negative terms52.00000
 Statistics related to linear regression on benchmark

N of observations130.00000

Mean of predictor0.02571

Mean of criterion0.97676

SD of predictor0.21764

SD of criterion0.29173

Covariance0.01230

r0.19364

b (slope, estimate of beta)0.25957

a (intercept, estimate of alpha)0.98343

Mean Square Error0.08256

DF error128.00000

t(b)2.23309

p(b)0.40318

t(a)2.41088

p(a)0.39579

VAR (95 Confidence Intrvl)0.02600

Lowerbound of 95% confidence interval for beta0.02957

Upperbound of 95% confidence interval for beta0.48956

Lowerbound of 95% confidence interval for alpha0.17630

Upperbound of 95% confidence interval for alpha1.79055

Treynor index (mean / b)3.76301

Jensen alpha (a)0.98343
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.02558

Expected Shortfall on VaR0.03287
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00934

Expected Shortfall on VaR0.01985
 ORDER STATISTICS
 Quartiles of return rates

Number of observations130.00000

Minimum0.93780

Quartile 10.99454

Median1.00445

Quartile 31.01249

Maximum1.05649

Mean of quarter 10.98257

Mean of quarter 20.99976

Mean of quarter 31.00782

Mean of quarter 41.02585

Inter Quartile Range0.01795

Number outliers low3.00000

Percentage of outliers low0.02308

Mean of outliers low0.94973

Number of outliers high5.00000

Percentage of outliers high0.03846

Mean of outliers high1.04840
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.17594

VaR(95%) (moments method)0.01451

Expected Shortfall (moments method)0.01869

Extreme Value Index (regression method)0.15286

VaR(95%) (regression method)0.01546

Expected Shortfall (regression method)0.02370
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations16.00000

Minimum0.00210

Quartile 10.01294

Median0.02157

Quartile 30.03656

Maximum0.09805

Mean of quarter 10.00919

Mean of quarter 20.01533

Mean of quarter 30.02972

Mean of quarter 40.06454

Inter Quartile Range0.02362

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high1.00000

Percentage of outliers high0.06250

Mean of outliers high0.09805
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.73555

VaR(95%) (moments method)0.07291

Expected Shortfall (moments method)0.08103

Extreme Value Index (regression method)0.07725

VaR(95%) (regression method)0.08841

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.12331

Strat Max DD how much worse than SP500 max DD during strat life?435735000

Max Equity Drawdown (num days)13
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)1.30243

Compounded annual return (geometric extrapolation)1.73098

Calmar ratio (compounded annual return / max draw down)17.65490

Compounded annual return / average of 25% largest draw downs26.81880

Compounded annual return / Expected Shortfall lognormal52.65500
Strategy Description
Latest Activity
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.