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

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Wolf Testing Site 2

By OferWolfson

Forex · Started Oct 2010

hypothetical · Annual Return (Compounded)
4.2%
Max Drawdown
19.3%
Trades
108
Win Trades
54.6%
Profit Factor
1.10
Win Months
2.6%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20102.0-3.19.17.8
20117.74.5-7.0-2.8-0.6-3.12.2-5.9-22.60.00.00.0-27.0
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
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
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
20190.00.00.00.00.00.00.00.00.00.00.00.0
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 began10/31/2010
Suggested Minimum Capital$5,000
Age193 months
What it tradesForex
# Trades108
# Profitable59
% Profitable54.6%
Avg trade duration21.9 hours
Max peak-to-valley drawdown19.3%
drawdown periodAug 09, 2011 - June 20, 2014
Annual return (compounded)0.5%
Avg win$100
Avg loss$112

Ratios

W:L ratio1.08
Sharpe Ratio-0.44
Sortino Ratio-0.60
Calmar Ratio0.07

CORRELATION STATISTICS

Correlation to SP5000.03
Return Percent SP500 (cumu) during strategy life538.2%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-35.6%

Return Statistics

Ann Return (w trading costs)4.2%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)0.5%

Slump

Current Slump as Pcnt Equity56.5%
Current Slump, time of slump as pcnt of strategy life1.0%

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 loss12.2%
Chance of 20% account loss2.4%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
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 Automated0.0%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$112
Avg Win$100
# Winners59
Sum Trade PL (losers)$5,486
Sum Trade PL (winners)$5,911
Num Months Winners5
# Losers49
% Winners54.6%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table192

Frequency

Avg Position Time (mins)1315.32
Avg Position Time (hrs)21.92
Avg Trade Length0.90
Last Trade Ago5474

Regression

Alpha-0.01
Beta0.01
Treynor Index-0.78

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02
MAE:Equity, 95th Percentile Value for this strat0.02
MAE:Equity, average, losing trades0.02
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-3.40
MAE:PL (avg, all trades)0.71
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats8.61
MAE:PL - Winning Trades - this strat Percentile of All Strats63.56
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.48
Avg(MAE) / Avg(PL) - Losing trades-1.10
Hold-and-Hope Ratio-0.29

RATIO STATISTICS

a (intercept, estimate of alpha)-0.03
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)1046
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 215 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/USD long10Sep 21, 2011Sep 22, 2011($148)
EUR/USD long20Sep 21, 2011Sep 21, 2011($73)
USD/JPY long10Sep 12, 2011Sep 14, 2011($0)
USD/JPY long10Sep 6, 2011Sep 9, 2011$0
EUR/USD long40Sep 8, 2011Sep 9, 2011($615)
GBP/USD long20Sep 4, 2011Sep 5, 2011($125)
USD/JPY long10Sep 2, 2011Sep 2, 2011$0
GBP/USD long20Aug 30, 2011Sep 1, 2011($161)
USD/JPY short10Aug 29, 2011Aug 30, 2011$0
GBP/USD long10Aug 25, 2011Aug 26, 2011$16
GBP/USD long20Aug 24, 2011Aug 24, 2011($87)
GBP/USD long30Aug 17, 2011Aug 19, 2011$368
GBP/USD long10Aug 12, 2011Aug 12, 2011$91
GBP/USD long30Aug 8, 2011Aug 10, 2011($358)
EUR/JPY long20Aug 10, 2011Aug 10, 2011($1)
GBP/USD long10Aug 4, 2011Aug 5, 2011$155
GBP/USD long20Aug 4, 2011Aug 4, 2011($101)
GBP/USD long20Aug 1, 2011Aug 1, 2011($109)
GBP/USD long20Jul 29, 2011Jul 29, 2011$253
EUR/USD long10Jul 28, 2011Jul 29, 2011($50)
EUR/USD long20Jul 27, 2011Jul 27, 2011($72)
EUR/USD long10Jul 22, 2011Jul 22, 2011$1
EUR/USD long10Jul 21, 2011Jul 21, 2011$118
EUR/USD long10Jul 17, 2011Jul 18, 2011$38
EUR/USD long10Jul 12, 2011Jul 12, 2011($92)
EUR/USD long10Jul 10, 2011Jul 11, 2011($166)
EUR/USD long10Jul 7, 2011Jul 8, 2011$25
USD/JPY short10Jul 4, 2011Jul 5, 2011$0
GBP/USD short10Jul 4, 2011Jul 4, 2011$48
EUR/USD long10Jul 1, 2011Jul 1, 2011$69

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.