Collective2 Collective2
Featured Strategy Iberia Capital Strategy Followed by live capital $29,300 Hypothetical

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FX pure view

By TimLykins

Forex · Started Mar 2011

hypothetical · Annual Return (Compounded)
43.0%
Max Drawdown
36.0%
Trades
254
Win Trades
94.1%
Profit Factor
1.60
Win Months
2.7%

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20115.2-15.19.829.316.414.3-30.00.00.00.017.9
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
20190.00.00.00.00.00.00.00.00.00.00.0
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 began3/14/2011
Suggested Minimum Capital$5,000
Age188 months
What it tradesForex
# Trades254
# Profitable239
% Profitable94.1%
Avg trade duration10.9 hours
Max peak-to-valley drawdown36.0%
drawdown periodAug 29, 2011 - Sept 12, 2011
Annual return (compounded)2.1%
Avg win$21
Avg loss$212

Ratios

W:L ratio1.59
Sharpe Ratio-0.04
Sortino Ratio-0.06
Calmar Ratio0.30

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life482.5%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)5.5%

Return Statistics

Ann Return (w trading costs)43.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)2.1%

Slump

Current Slump as Pcnt Equity50.4%
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 loss7.5%
Chance of 20% account loss0.0%
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$212
Avg Win$21
# Winners239
Sum Trade PL (losers)$3,183
Sum Trade PL (winners)$5,059
Num Months Winners6
# Losers15
% Winners94.1%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table187

Frequency

Avg Position Time (mins)656.27
Avg Position Time (hrs)10.94
Avg Trade Length0.50
Last Trade Ago5471

Regression

Alpha0
Beta0.01
Treynor Index-0.11

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.02
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.05
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 trades-9.77
MAE:PL (avg, all trades)3.39
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats63.18
MAE:PL - Winning Trades - this strat Percentile of All Strats82.55
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades3.98
Avg(MAE) / Avg(PL) - Losing trades-1.30
Hold-and-Hope Ratio-0.10

RATIO STATISTICS

a (intercept, estimate of alpha)0.07
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)14
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 418 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/USD short60Sep 13, 2011Sep 13, 2011$43
EUR/USD short60Sep 12, 2011Sep 12, 2011$79
EUR/USD long40Aug 30, 2011Sep 12, 2011($3,024)
EUR/USD short30Aug 29, 2011Aug 29, 2011$6
EUR/USD short30Aug 29, 2011Aug 29, 2011$10
EUR/USD short30Aug 29, 2011Aug 29, 2011$1
EUR/USD short30Aug 28, 2011Aug 28, 2011$11
EUR/USD short30Aug 25, 2011Aug 26, 2011$17
EUR/USD short30Aug 25, 2011Aug 25, 2011$11
EUR/USD short30Aug 19, 2011Aug 25, 2011$19
EUR/USD short30Aug 19, 2011Aug 19, 2011$14
EUR/USD short30Aug 18, 2011Aug 18, 2011$16
EUR/USD short30Aug 18, 2011Aug 18, 2011$6
EUR/USD short30Aug 18, 2011Aug 18, 2011$20
EUR/USD short30Aug 18, 2011Aug 18, 2011$21
EUR/USD short30Aug 18, 2011Aug 18, 2011$26
EUR/USD short30Aug 15, 2011Aug 18, 2011$24
EUR/USD short30Aug 15, 2011Aug 15, 2011$11
EUR/USD short30Aug 15, 2011Aug 15, 2011$12
EUR/USD short30Aug 15, 2011Aug 15, 2011($9)
EUR/USD short30Aug 15, 2011Aug 15, 2011$16
EUR/USD short60Aug 15, 2011Aug 15, 2011$33
EUR/USD short30Aug 15, 2011Aug 15, 2011$18
EUR/USD short30Aug 15, 2011Aug 15, 2011$13
EUR/USD short30Aug 14, 2011Aug 14, 2011$8
EUR/USD short30Aug 12, 2011Aug 12, 2011$45
EUR/USD short30Aug 12, 2011Aug 12, 2011$20
EUR/USD short30Aug 12, 2011Aug 12, 2011$31
EUR/USD short30Aug 12, 2011Aug 12, 2011$24
EUR/USD long30Aug 12, 2011Aug 12, 2011$18

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.