Collective2 Collective2
Featured Strategy Iberia Capital Strategy +15.2% Cumul. Return since Apr 15, 2026 Hypothetical

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Pipraker

By OlumuyiwaOjo

Forex · Started Oct 2005

hypothetical · Annual Return (Compounded)
2.4%
Max Drawdown
47.9%
Trades
207
Win Trades
78.7%
Profit Factor
1.30
Win Months
4.8%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
200512.8-4.612.721.3
20066.219.324.84.4-0.0-0.0-0.0-0.0-0.0-4.7-41.524.314.1
200726.036.62.2-34.20.20.00.00.00.00.00.00.016.0
20080.00.00.00.03.30.00.00.00.00.00.00.03.3
20090.00.00.00.00.00.00.00.00.0-0.00.00.0-0.0
20100.00.00.00.00.00.0-0.00.00.00.00.00.00.0
20110.00.00.00.00.00.00.00.00.00.00.00.00.0
20120.00.00.00.00.00.00.00.00.00.00.00.00.0
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.00.00.00.00.00.0
20150.00.00.00.00.00.00.00.00.0-0.00.00.0-0.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began10/8/2005
Suggested Minimum Capital$100,000
Age255 months
What it tradesForex
# Trades207
# Profitable163
% Profitable78.7%
Avg trade duration18.6 hours
Max peak-to-valley drawdown47.9%
drawdown periodNov 20, 2006 - Jan 07, 2007
Annual Return (Compounded)2.4%
Avg win$2,283
Avg loss$6,573

Ratios

W:L ratio1.29
Sharpe Ratio0.10
Sortino Ratio0.14
Calmar Ratio0.12

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life537.5%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-474.4%

Return Statistics

Ann Return (w trading costs)2.4%
Return Pcnt (Compound or Annual, age-based, NFA compliant)0.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)2.9%

Slump

Current Slump as Pcnt Equity48.9%
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss100.0%
Chance of 50% account loss13.3%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated0.0%

Popularity

Popularity (Today)0
Popularity (Last 6 weeks)0
Popularity (7 days, Percentile 1000 scale)0

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$6,573
Avg Win$2,283
# Winners163
Sum Trade PL (losers)$289,195
Sum Trade PL (winners)$372,109
Num Months Winners14
# Losers44
% Winners78.7%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table252

Frequency

Avg Position Time (mins)1114.28
Avg Position Time (hrs)18.57
Avg Trade Length0.80
Last Trade Ago7087

Regression

Alpha0.01
Beta0.02
Treynor Index0.37

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.04
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.08
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.02
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades14.62
MAE:PL (avg, all trades)0.75
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats47.71
MAE:PL - Winning Trades - this strat Percentile of All Strats32.19
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades1.31
Avg(MAE) / Avg(PL) - Losing trades-1.52
Hold-and-Hope Ratio0.07

RATIO STATISTICS

Mean0.10
SD0.32
Sharpe ratio (Glass type estimate)0.31
Sharpe ratio (Hedges UMVUE)0.31
df90
t0.85
p0.20
Lowerbound of 95% confidence interval for Sharpe Ratio-0.41
Upperbound of 95% confidence interval for Sharpe Ratio1.02
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.41
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.02
Sortino ratio0.58
Upside Potential Ratio1.31
Upside part of mean0.22
Downside part of mean-0.12
Upside SD0.27
Downside SD0.17
N nonnegative terms81
N negative terms10
N of observations91
Mean of predictor0.19
Mean of criterion0.10
SD of predictor0.24
SD of criterion0.32
Covariance0.00
r0.02
b (slope, estimate of beta)0.02
a (intercept, estimate of alpha)0.09
Mean Square Error0.10
DF error89
t(b)0.15
p(b)0.44
t(a)0.79
p(a)0.22
Lowerbound of 95% confidence interval for beta-0.25
Upperbound of 95% confidence interval for beta0.29
Lowerbound of 95% confidence interval for alpha-0.14
Upperbound of 95% confidence interval for alpha0.33
Treynor index (mean / b)4.79
Jensen alpha (a)0.09
Mean0.05
SD0.31
Sharpe ratio (Glass type estimate)0.16
Sharpe ratio (Hedges UMVUE)0.16
df90
t0.45
p0.33
Lowerbound of 95% confidence interval for Sharpe Ratio-0.55
Upperbound of 95% confidence interval for Sharpe Ratio0.87
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.55
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.87
Sortino ratio0.24
Upside Potential Ratio0.93
Upside part of mean0.19
Downside part of mean-0.14
Upside SD0.23
Downside SD0.21
N nonnegative terms81
N negative terms10
N of observations91
Mean of predictor0.16
Mean of criterion0.05
SD of predictor0.25
SD of criterion0.31
Covariance0.00
r0.02
b (slope, estimate of beta)0.03
a (intercept, estimate of alpha)0.05
Mean Square Error0.10
DF error89
t(b)0.20
p(b)0.42
t(a)0.40
p(a)0.34
Lowerbound of 95% confidence interval for beta-0.24
Upperbound of 95% confidence interval for beta0.29
Lowerbound of 95% confidence interval for alpha-0.18
Upperbound of 95% confidence interval for alpha0.27
Treynor index (mean / b)1.93
Jensen alpha (a)0.05
VaR(95%)0.13
Expected Shortfall on VaR0.16
VaR(95%)0.01
Expected Shortfall on VaR0.02
Mean0.29
SD0.72
Sharpe ratio (Glass type estimate)0.40
Sharpe ratio (Hedges UMVUE)0.40
df1991
t1.10
p0.48
Lowerbound of 95% confidence interval for Sharpe Ratio-0.31
Upperbound of 95% confidence interval for Sharpe Ratio1.11
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.31
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.11
Sortino ratio0.70
Upside Potential Ratio2.65
Upside part of mean1.08
Downside part of mean-0.79
Upside SD0.59
Downside SD0.41
N nonnegative terms1877
N negative terms115
N of observations1992
Mean of predictor0.27
Mean of criterion0.29
SD of predictor0.51
SD of criterion0.72
Covariance-0.03
r-0.07
b (slope, estimate of beta)-0.10
a (intercept, estimate of alpha)0.32
Mean Square Error0.51
DF error1990
t(b)-3.31
p(b)0.54
t(a)1.21
p(a)0.49
Lowerbound of 95% confidence interval for beta-0.17
Upperbound of 95% confidence interval for beta-0.04
Lowerbound of 95% confidence interval for alpha-0.20
Upperbound of 95% confidence interval for alpha0.83
Treynor index (mean / b)-2.75
Jensen alpha (a)0.31
Mean0.05
SD0.68
Sharpe ratio (Glass type estimate)0.07
Sharpe ratio (Hedges UMVUE)0.07
df1991
t0.20
p0.50
Lowerbound of 95% confidence interval for Sharpe Ratio-0.64
Upperbound of 95% confidence interval for Sharpe Ratio0.78
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation-0.64
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.78
Sortino ratio0.10
Upside Potential Ratio1.91
Upside part of mean0.95
Downside part of mean-0.90
Upside SD0.47
Downside SD0.50
N nonnegative terms1877
N negative terms115
N of observations1992
Mean of predictor0.14
Mean of criterion0.05
SD of predictor0.51
SD of criterion0.68
Covariance-0.03
r-0.08
b (slope, estimate of beta)-0.10
a (intercept, estimate of alpha)0.06
Mean Square Error0.47
DF error1990
t(b)-3.36
p(b)0.54
t(a)0.26
p(a)0.50
Lowerbound of 95% confidence interval for beta-0.16
Upperbound of 95% confidence interval for beta-0.04
Lowerbound of 95% confidence interval for alpha-0.42
Upperbound of 95% confidence interval for alpha0.55
Treynor index (mean / b)-0.49
Jensen alpha (a)0.06
VaR(95%)0.07
Expected Shortfall on VaR0.08
VaR(95%)0.00
Expected Shortfall on VaR0.00
Mean0
SD0
Sharpe ratio (Glass type estimate)0
Sharpe ratio (Hedges UMVUE)0
df0
t0
p0
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Sortino ratio0
Upside Potential Ratio0
Upside part of mean0
Downside part of mean0
Upside SD0
Downside SD0
N nonnegative terms131
N negative terms0
N of observations131
Mean of predictor0.87
Mean of criterion0
SD of predictor0.54
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)0
Mean Square Error0
DF error0
t(b)0
p(b)0
t(a)0
p(a)0
Lowerbound of 95% confidence interval for beta0
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha0
Upperbound of 95% confidence interval for alpha0
Treynor index (mean / b)0
Jensen alpha (a)0
Mean0
SD0
Sharpe ratio (Glass type estimate)0
Sharpe ratio (Hedges UMVUE)0
df0
t0
p0
Lowerbound of 95% confidence interval for Sharpe Ratio0
Upperbound of 95% confidence interval for Sharpe Ratio0
Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0
Sortino ratio0
Upside Potential Ratio0
Upside part of mean0
Downside part of mean0
Upside SD0
Downside SD0
N nonnegative terms131
N negative terms0
N of observations131
Mean of predictor0.71
Mean of criterion0
SD of predictor0.56
SD of criterion0
Covariance0
r0
b (slope, estimate of beta)0
a (intercept, estimate of alpha)0
Mean Square Error0
DF error0
t(b)0
p(b)0
t(a)0
p(a)0
Lowerbound of 95% confidence interval for beta0
VAR (95 Confidence Intrvl)0.07
Upperbound of 95% confidence interval for beta0
Lowerbound of 95% confidence interval for alpha0
Upperbound of 95% confidence interval for alpha0
Treynor index (mean / b)0
Jensen alpha (a)0
VaR(95%)0
Expected Shortfall on VaR0
VaR(95%)0
Expected Shortfall on VaR0

ORDER STATISTICS

Number of observations91
Minimum0.60
Quartile 11
Median1
Quartile 31
Maximum1.44
Mean of quarter 10.96
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41.07
Inter Quartile Range0
Number outliers low10
Percentage of outliers low0.11
Mean of outliers low0.91
Number of outliers high10
Percentage of outliers high0.11
Mean of outliers high1.17
Extreme Value Index (moments method)-11.51
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0.00
Extreme Value Index (regression method)0.31
VaR(95%) (regression method)0.05
Expected Shortfall (regression method)0.18
Number of observations1992
Minimum0.58
Quartile 11
Median1
Quartile 31
Maximum1.72
Mean of quarter 10.99
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41.02
Inter Quartile Range0
Number outliers low115
Percentage of outliers low0.06
Mean of outliers low0.95
Number of outliers high170
Percentage of outliers high0.09
Mean of outliers high1.05
Extreme Value Index (moments method)1.14
VaR(95%) (moments method)0.00
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations131
Minimum1
Quartile 11
Median1
Quartile 31
Maximum1
Mean of quarter 11
Mean of quarter 21
Mean of quarter 31
Mean of quarter 41
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0

DRAW DOWN STATISTICS

Number of observations3
Minimum0.14
Quartile 10.20
Median0.26
Quartile 30.33
Maximum0.40
Mean of quarter 10.14
Mean of quarter 20.26
Mean of quarter 30
Mean of quarter 40.40
Inter Quartile Range0.13
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Number of observations16
Minimum0.00
Quartile 10.06
Median0.32
Quartile 30.41
Maximum0.42
Mean of quarter 10.02
Mean of quarter 20.18
Mean of quarter 30.37
Mean of quarter 40.41
Inter Quartile Range0.34
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)-31.40
VaR(95%) (moments method)0.42
Expected Shortfall (moments method)0
Extreme Value Index (regression method)-2.29
VaR(95%) (regression method)0.42
Expected Shortfall (regression method)0.42
Number of observations0
Minimum0
Quartile 10
Median0
Quartile 30
Maximum0
Mean of quarter 10
Mean of quarter 20
Mean of quarter 30
Mean of quarter 40
Inter Quartile Range0
Number outliers low0
Percentage of outliers low0
Mean of outliers low0
Number of outliers high0
Percentage of outliers high0
Mean of outliers high0
Extreme Value Index (moments method)0
VaR(95%) (moments method)0
Expected Shortfall (moments method)0
Extreme Value Index (regression method)0
VaR(95%) (regression method)0
Expected Shortfall (regression method)0
Strat Max DD how much worse than SP500 max DD during strat life?-381050624
Max Equity Drawdown (num days)48
Last 4 Months - Pcnt Negative0.0%

COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.06
Compounded annual return (geometric extrapolation)0.05
Calmar ratio (compounded annual return / max draw down)0.13
Compounded annual return / average of 25% largest draw downs0.13
Compounded annual return / Expected Shortfall lognormal0.31
j156mfCOMBRisPar0
j157mfCOMBRisPar0
Annualized return (arithmetic extrapolation)0.06
Compounded annual return (geometric extrapolation)0.05
Calmar ratio (compounded annual return / max draw down)0.12
Compounded annual return / average of 25% largest draw downs0.12
Compounded annual return / Expected Shortfall lognormal0.62
j313dfCOMBRisPar0
j314dfCOMBRisPar0
Annualized return (arithmetic extrapolation)0
Compounded annual return (geometric extrapolation)0
Calmar ratio (compounded annual return / max draw down)0
Compounded annual return / average of 25% largest draw downs0
Compounded annual return / Expected Shortfall lognormal0

Trading record

SymbolSideQtyOpenedClosedP/L
GBP/USD short3000Apr 11, 2007Apr 18, 2007($86,450)
GBP/USD short1600Apr 3, 2007Apr 3, 2007$3,520
GBP/USD short600Mar 21, 2007Mar 25, 2007$5,640
GBP/USD long2500Feb 26, 2007Mar 21, 2007($5,400)
GBP/USD long2000Feb 19, 2007Feb 23, 2007$11,400
GBP/USD short1500Feb 19, 2007Feb 19, 2007$1,050
GBP/USD long500Feb 18, 2007Feb 18, 2007$1,050
GBP/USD short1500Feb 16, 2007Feb 16, 2007$1,650
GBP/USD long1500Feb 12, 2007Feb 14, 2007$9,750
GBP/USD short2000Feb 12, 2007Feb 12, 2007$8,600
GBP/USD short2000Feb 9, 2007Feb 9, 2007$10,000
GBP/USD long1250Feb 8, 2007Feb 8, 2007$250
GBP/USD short2750Feb 6, 2007Feb 8, 2007$12,425
GBP/USD short1250Feb 5, 2007Feb 5, 2007$6,250
GBP/USD short1250Feb 2, 2007Feb 2, 2007$3,875
GBP/USD short1250Feb 1, 2007Feb 1, 2007$2,500
GBP/USD short1250Feb 1, 2007Feb 1, 2007$2,625
GBP/USD short1250Jan 31, 2007Jan 31, 2007$5,625
GBP/USD long1250Jan 29, 2007Jan 30, 2007$3,175
GBP/USD long1000Jan 29, 2007Jan 29, 2007$1,100
GBP/USD long1000Jan 29, 2007Jan 29, 2007$1,700
GBP/USD long500Jan 26, 2007Jan 26, 2007$1,650
GBP/USD short2500Jan 14, 2007Jan 26, 2007$6,825
GBP/USD long2000Jan 3, 2007Jan 11, 2007$14,475
GBP/USD short500Jan 2, 2007Jan 3, 2007$2,750
GBP/USD long500Dec 22, 2006Dec 25, 2006$2,150
GBP/USD short500Dec 22, 2006Dec 22, 2006$2,500
GBP/USD long500Dec 22, 2006Dec 22, 2006$0
GBP/USD short500Dec 21, 2006Dec 21, 2006$2,400
GBP/USD short500Dec 20, 2006Dec 20, 2006$1,600

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.