Code5x
(142034299)
Subscription terms. Subscriptions to this system cost $65.00 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.Currencies
Focuses on currency 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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
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  (4.6%)  +12.0%  (0.2%)  +6.7%  
2023  +2.9%  (0.6%)  +11.8%  (0.1%)  +2.2%  +5.0%  +3.1%  +4.1%  +1.8%  +1.3%  +1.8%  +0.5%  +38.8% 
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  $50,000  
Buy Power  $71,363  
Cash  $75,088  
Equity  $58  
Cumulative $  $25,496  
Total System Equity  $75,496  
Margined  $3,783  
Open P/L  $408 
Trading Record
Statistics

Strategy began10/4/2022

Suggested Minimum Cap$70,000

Strategy Age (days)426.88

Age14 months ago

What it tradesForex

# Trades71

# Profitable71

% Profitable100.00%

Avg trade duration3.5 days

Max peaktovalley drawdown11.37%

drawdown periodOct 21, 2022  Oct 30, 2022

Annual Return (Compounded)39.6%

Avg win$359.03

Avg loss$0.00
 Model Account Values (Raw)

Cash$75,088

Margin Used$3,783

Buying Power$71,363
 Ratios

W:L ratio

Sharpe Ratio2.02

Sortino Ratio3.36

Calmar Ratio5.905
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)27.50%

Correlation to SP5000.01920

Return Percent SP500 (cumu) during strategy life20.55%
 Return Statistics

Ann Return (w trading costs)39.6%
 Slump

Current Slump as Pcnt Equity0.40%
 Instruments

Percent Trades Futuresn/a
 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)0.396%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)42.1%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss6.50%

Chance of 20% account lossn/a

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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)969

Popularity (Last 6 weeks)980
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score995

Popularity (7 days, Percentile 1000 scale)965
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$0

Avg Win$359

Sum Trade PL (losers)$0.000
 Age

Num Months filled monthly returns table15
 Win / Loss

Sum Trade PL (winners)$25,491.000

# Winners71

Num Months Winners11
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)879392
 Win / Loss

# Losers0

% Winners100.0%
 Frequency

Avg Position Time (mins)4994.50

Avg Position Time (hrs)83.24

Avg Trade Length3.5 days

Last Trade Ago4
 Leverage

Daily leverage (average)2.90

Daily leverage (max)7.17
 Regression

Alpha0.09

Beta0.02

Treynor Index5.29
 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)4.01

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades

Avg(MAE) / Avg(PL)  All trades1.836

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

Avg(MAE) / Avg(PL)  Winning trades1.836

Avg(MAE) / Avg(PL)  Losing trades

HoldandHope Ratio0.553
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.36880

SD0.05208

Sharpe ratio (Glass type estimate)7.08092

Sharpe ratio (Hedges UMVUE)6.58497

df11.00000

t7.08092

p0.00001

Lowerbound of 95% confidence interval for Sharpe Ratio3.51736

Upperbound of 95% confidence interval for Sharpe Ratio10.54840

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.20667

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation9.96328
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.36880

Downside part of mean0.00000

Upside SD0.11756

Downside SD0.00000

N nonnegative terms12.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.15193

Mean of criterion0.36880

SD of predictor0.13368

SD of criterion0.05208

Covariance0.00136

r0.19561

b (slope, estimate of beta)0.07621

a (intercept, estimate of alpha)0.35722

Mean Square Error0.00287

DF error10.00000

t(b)0.63074

p(b)0.27118

t(a)6.30816

p(a)0.00004

Lowerbound of 95% confidence interval for beta0.19301

Upperbound of 95% confidence interval for beta0.34543

Lowerbound of 95% confidence interval for alpha0.23105

Upperbound of 95% confidence interval for alpha0.48340

Treynor index (mean / b)4.83924

Jensen alpha (a)0.35722
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.36124

SD0.05067

Sharpe ratio (Glass type estimate)7.12885

Sharpe ratio (Hedges UMVUE)6.62954

df11.00000

t7.12885

p0.00001

Lowerbound of 95% confidence interval for Sharpe Ratio3.54902

Upperbound of 95% confidence interval for Sharpe Ratio10.61290

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.23605

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation10.02300
 Statistics related to Sortino ratio

Sortino ratio0.00000

Upside Potential Ratio0.00000

Upside part of mean0.36124

Downside part of mean0.00000

Upside SD0.11502

Downside SD0.00000

N nonnegative terms12.00000

N negative terms0.00000
 Statistics related to linear regression on benchmark

N of observations12.00000

Mean of predictor0.14260

Mean of criterion0.36124

SD of predictor0.13262

SD of criterion0.05067

Covariance0.00126

r0.18706

b (slope, estimate of beta)0.07148

a (intercept, estimate of alpha)0.35105

Mean Square Error0.00273

DF error10.00000

t(b)0.60217

p(b)0.28023

t(a)6.39624

p(a)0.00004

Lowerbound of 95% confidence interval for beta0.19299

Upperbound of 95% confidence interval for beta0.33595

Lowerbound of 95% confidence interval for alpha0.22876

Upperbound of 95% confidence interval for alpha0.47334

Treynor index (mean / b)5.05409

Jensen alpha (a)0.35105
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00606

Expected Shortfall on VaR0.00006
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00000

Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates

Number of observations12.00000

Minimum1.00340

Quartile 11.02822

Median1.03524

Quartile 31.04162

Maximum1.05229

Mean of quarter 11.01214

Mean of quarter 21.03138

Mean of quarter 31.04018

Mean of quarter 41.04855

Inter Quartile Range0.01339

Number outliers low1.00000

Percentage of outliers low0.08333

Mean of outliers low1.00340

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 observations0.00000

Minimum0.00000

Quartile 10.00000

Median0.00000

Quartile 30.00000

Maximum0.00000

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)0.47573

Compounded annual return (geometric extrapolation)0.47573

Calmar ratio (compounded annual return / max draw down)0.00000

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

Compounded annual return / Expected Shortfall lognormal8592.66000

0.00000

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

Mean0.37220

SD0.13164

Sharpe ratio (Glass type estimate)2.82739

Sharpe ratio (Hedges UMVUE)2.81970

df276.00000

t2.90720

p0.00197

Lowerbound of 95% confidence interval for Sharpe Ratio0.90422

Upperbound of 95% confidence interval for Sharpe Ratio4.74556

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.89909

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.74032
 Statistics related to Sortino ratio

Sortino ratio4.91951

Upside Potential Ratio11.76220

Upside part of mean0.88990

Downside part of mean0.51770

Upside SD0.10987

Downside SD0.07566

N nonnegative terms157.00000

N negative terms120.00000
 Statistics related to linear regression on benchmark

N of observations277.00000

Mean of predictor0.16156

Mean of criterion0.37220

SD of predictor0.15983

SD of criterion0.13164

Covariance0.00081

r0.03865

b (slope, estimate of beta)0.03183

a (intercept, estimate of alpha)0.36700

Mean Square Error0.01737

DF error275.00000

t(b)0.64136

p(b)0.26091

t(a)2.85839

p(a)0.00229

Lowerbound of 95% confidence interval for beta0.06587

Upperbound of 95% confidence interval for beta0.12953

Lowerbound of 95% confidence interval for alpha0.11426

Upperbound of 95% confidence interval for alpha0.61986

Treynor index (mean / b)11.69320

Jensen alpha (a)0.36706
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.36332

SD0.13112

Sharpe ratio (Glass type estimate)2.77083

Sharpe ratio (Hedges UMVUE)2.76330

df276.00000

t2.84905

p0.00236

Lowerbound of 95% confidence interval for Sharpe Ratio0.84830

Upperbound of 95% confidence interval for Sharpe Ratio4.68848

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.84325

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation4.68334
 Statistics related to Sortino ratio

Sortino ratio4.76292

Upside Potential Ratio11.58700

Upside part of mean0.88386

Downside part of mean0.52054

Upside SD0.10870

Downside SD0.07628

N nonnegative terms157.00000

N negative terms120.00000
 Statistics related to linear regression on benchmark

N of observations277.00000

Mean of predictor0.14883

Mean of criterion0.36332

SD of predictor0.15933

SD of criterion0.13112

Covariance0.00076

r0.03660

b (slope, estimate of beta)0.03012

a (intercept, estimate of alpha)0.35884

Mean Square Error0.01723

DF error275.00000

t(b)0.60733

p(b)0.27207

t(a)2.80599

p(a)0.00269

Lowerbound of 95% confidence interval for beta0.06751

Upperbound of 95% confidence interval for beta0.12775

Lowerbound of 95% confidence interval for alpha0.10708

Upperbound of 95% confidence interval for alpha0.61059

Treynor index (mean / b)12.06260

Jensen alpha (a)0.35884
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01187

Expected Shortfall on VaR0.01520
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00408

Expected Shortfall on VaR0.00868
 ORDER STATISTICS
 Quartiles of return rates

Number of observations277.00000

Minimum0.97026

Quartile 10.99809

Median1.00097

Quartile 31.00410

Maximum1.04194

Mean of quarter 10.99265

Mean of quarter 20.99987

Mean of quarter 31.00257

Mean of quarter 41.01115

Inter Quartile Range0.00602

Number outliers low12.00000

Percentage of outliers low0.04332

Mean of outliers low0.98303

Number of outliers high20.00000

Percentage of outliers high0.07220

Mean of outliers high1.02060
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.05918

VaR(95%) (moments method)0.00558

Expected Shortfall (moments method)0.00813

Extreme Value Index (regression method)0.02681

VaR(95%) (regression method)0.00737

Expected Shortfall (regression method)0.01059
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations30.00000

Minimum0.00008

Quartile 10.00212

Median0.00859

Quartile 30.01644

Maximum0.08108

Mean of quarter 10.00101

Mean of quarter 20.00463

Mean of quarter 30.01281

Mean of quarter 40.03778

Inter Quartile Range0.01432

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.06667

Mean of outliers high0.07527
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.20054

VaR(95%) (moments method)0.03925

Expected Shortfall (moments method)0.06068

Extreme Value Index (regression method)0.06540

VaR(95%) (regression method)0.04630

Expected Shortfall (regression method)0.06676
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.48455

Compounded annual return (geometric extrapolation)0.47879

Calmar ratio (compounded annual return / max draw down)5.90480

Compounded annual return / average of 25% largest draw downs12.67380

Compounded annual return / Expected Shortfall lognormal31.49610

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

Mean0.32987

SD0.07641

Sharpe ratio (Glass type estimate)4.31700

Sharpe ratio (Hedges UMVUE)4.29205

df130.00000

t3.05258

p0.37069

Lowerbound of 95% confidence interval for Sharpe Ratio1.48810

Upperbound of 95% confidence interval for Sharpe Ratio7.12994

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.47157

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.11253
 Statistics related to Sortino ratio

Sortino ratio7.60429

Upside Potential Ratio14.45090

Upside part of mean0.62687

Downside part of mean0.29700

Upside SD0.06579

Downside SD0.04338

N nonnegative terms82.00000

N negative terms49.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.11280

Mean of criterion0.32987

SD of predictor0.11663

SD of criterion0.07641

Covariance0.00014

r0.01602

b (slope, estimate of beta)0.01049

a (intercept, estimate of alpha)0.33105

Mean Square Error0.00588

DF error129.00000

t(b)0.18193

p(b)0.51020

t(a)3.04665

p(a)0.33693

Lowerbound of 95% confidence interval for beta0.12461

Upperbound of 95% confidence interval for beta0.10362

Lowerbound of 95% confidence interval for alpha0.11606

Upperbound of 95% confidence interval for alpha0.54604

Treynor index (mean / b)31.43640

Jensen alpha (a)0.33105
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.32674

SD0.07628

Sharpe ratio (Glass type estimate)4.28328

Sharpe ratio (Hedges UMVUE)4.25852

df130.00000

t3.02873

p0.37163

Lowerbound of 95% confidence interval for Sharpe Ratio1.45514

Upperbound of 95% confidence interval for Sharpe Ratio7.09558

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.43879

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.07824
 Statistics related to Sortino ratio

Sortino ratio7.50135

Upside Potential Ratio14.34100

Upside part of mean0.62466

Downside part of mean0.29792

Upside SD0.06546

Downside SD0.04356

N nonnegative terms82.00000

N negative terms49.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.10602

Mean of criterion0.32674

SD of predictor0.11659

SD of criterion0.07628

Covariance0.00014

r0.01600

b (slope, estimate of beta)0.01047

a (intercept, estimate of alpha)0.32785

Mean Square Error0.00586

DF error129.00000

t(b)0.18171

p(b)0.51018

t(a)3.02289

p(a)0.33809

VAR (95 Confidence Intrvl)0.01200

Lowerbound of 95% confidence interval for beta0.12442

Upperbound of 95% confidence interval for beta0.10349

Lowerbound of 95% confidence interval for alpha0.11327

Upperbound of 95% confidence interval for alpha0.54243

Treynor index (mean / b)31.21910

Jensen alpha (a)0.32785
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.00648

Expected Shortfall on VaR0.00844
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00211

Expected Shortfall on VaR0.00460
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.98682

Quartile 10.99914

Median1.00100

Quartile 31.00362

Maximum1.01571

Mean of quarter 10.99572

Mean of quarter 21.00026

Mean of quarter 31.00250

Mean of quarter 41.00701

Inter Quartile Range0.00448

Number outliers low6.00000

Percentage of outliers low0.04580

Mean of outliers low0.99033

Number of outliers high5.00000

Percentage of outliers high0.03817

Mean of outliers high1.01412
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.36085

VaR(95%) (moments method)0.00308

Expected Shortfall (moments method)0.00385

Extreme Value Index (regression method)0.09243

VaR(95%) (regression method)0.00552

Expected Shortfall (regression method)0.00802
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations14.00000

Minimum0.00077

Quartile 10.00126

Median0.00534

Quartile 30.01600

Maximum0.02656

Mean of quarter 10.00104

Mean of quarter 20.00209

Mean of quarter 30.01112

Mean of quarter 40.01957

Inter Quartile Range0.01473

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)0.05714

VaR(95%) (moments method)0.02176

Expected Shortfall (moments method)0.02604

Extreme Value Index (regression method)1.50352

VaR(95%) (regression method)0.02452

Last 4 Months  Pcnt Negativen/a

Expected Shortfall (regression method)0.00000

Strat Max DD how much worse than SP500 max DD during strat life?336680000

Max Equity Drawdown (num days)9
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.38803

Compounded annual return (geometric extrapolation)0.42568

Calmar ratio (compounded annual return / max draw down)16.02520

Compounded annual return / average of 25% largest draw downs21.75650

Compounded annual return / Expected Shortfall lognormal50.45570
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.