Collective2 Collective2
Featured Strategy Iberia Capital Strategy +15.0% Cumul. Return since Apr 15, 2026 Hypothetical

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B FX

By ChrisB

Forex · Started Oct 2010

hypothetical · Annual Return (Compounded)
35.7%
Max Drawdown
51.6%
Trades
68
Win Trades
85.3%
Profit Factor
1.20
Win Months
4.2%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201016.147.533.5128.6
2011-27.97.7-12.0-12.7-18.6-7.125.8-0.077.8-10.0-4.56.9-7.4
2012-26.3-21.7-8.25.30.00.00.00.00.00.00.00.0-44.2
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
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
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 began10/25/2010
Suggested Minimum Capital$10,000
Age194 months
What it tradesForex
# Trades68
# Profitable58
% Profitable85.3%
Avg trade duration15.9 days
Max peak-to-valley drawdown51.6%
drawdown periodNov 25, 2011 - April 01, 2012
Annual return (compounded)2.8%
Avg win$579
Avg loss$2,813

Ratios

W:L ratio1.19
Sharpe Ratio0.04
Sortino Ratio0.06
Calmar Ratio0.23

CORRELATION STATISTICS

Correlation to SP500-0.11
Return Percent SP500 (cumu) during strategy life537.0%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)8.9%

Return Statistics

Ann Return (w trading costs)35.7%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)2.8%

Slump

Current Slump as Pcnt Equity128.9%
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 loss46.3%
Chance of 20% account loss9.5%
Chance of 30% account loss11.6%
Chance of 40% account loss2.3%
Chance of 50% account loss0.0%
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 Automated2.9%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$2,813
Avg Win$579
# Winners58
Sum Trade PL (losers)$28,127
Sum Trade PL (winners)$33,571
Num Months Winners8
# Losers10
% Winners85.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table192

Frequency

Avg Position Time (mins)22912.40
Avg Position Time (hrs)381.87
Avg Trade Length15.90
Last Trade Ago5271

Regression

Alpha0.01
Beta-0.13
Treynor Index-0.02

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.06
MAE:Equity, 95th Percentile Value for this strat0.21
MAE:Equity, average, losing trades0.24
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.03
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades28.34
MAE:PL (avg, all trades)1.44
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats4.85
MAE:PL - Winning Trades - this strat Percentile of All Strats33.40
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.79
Avg(MAE) / Avg(PL) - Losing trades-1.06
Hold-and-Hope Ratio0.04

RATIO STATISTICS

a (intercept, estimate of alpha)0.18
VAR (95 Confidence Intrvl)0.04

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)128
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 58 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
NZD/JPY short50Nov 17, 2011Apr 12, 2012($26)
GBP/USD short50Nov 23, 2011Mar 30, 2012($2,500)
GBP/AUD long50Nov 10, 2011Jan 17, 2012($3,464)
GBP/NZD long50Dec 12, 2011Dec 12, 2011$361
EUR/USD short50Oct 11, 2011Nov 28, 2011$1,327
EUR/AUD long50Oct 4, 2011Oct 4, 2011$191
GBP/USD short50Oct 3, 2011Oct 3, 2011$11
EUR/USD short50Sep 30, 2011Oct 3, 2011$728
NZD/JPY short50Sep 28, 2011Oct 3, 2011$3
GBP/USD short50Sep 21, 2011Sep 22, 2011$1,111
EUR/USD short50Sep 13, 2011Sep 22, 2011$58
USD/CAD long50Sep 12, 2011Sep 22, 2011$559
AUD/JPY short50Aug 18, 2011Sep 20, 2011$5
EUR/USD short50May 22, 2011Sep 9, 2011$1,362
EUR/JPY short50Aug 8, 2011Sep 9, 2011$7
GBP/JPY short50Jul 11, 2011Aug 10, 2011$10
CAD/JPY short50Jul 11, 2011Aug 5, 2011$8
EUR/NZD short50Jun 23, 2011Jul 8, 2011$674
AUD/CHF short50May 25, 2011May 30, 2011$584
EUR/NZD long50May 6, 2011May 20, 2011($1,650)
CAD/JPY short50May 4, 2011May 4, 2011$3
AUD/NZD long50May 3, 2011May 4, 2011$287
USD/JPY short50Apr 27, 2011Apr 28, 2011$1
CAD/CHF short50Apr 20, 2011Apr 26, 2011$607
GBP/USD short50Apr 1, 2011Apr 20, 2011($2,129)
AUD/NZD short50Apr 11, 2011Apr 12, 2011$274
GBP/NZD short50Mar 30, 2011Apr 8, 2011$192
GBP/JPY short50Mar 13, 2011Mar 16, 2011$6
AUD/CHF short50Mar 2, 2011Mar 11, 2011$113
GBP/CHF short50Mar 11, 2011Mar 11, 2011$372

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.