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

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By UserRemoved207

Forex · Started Aug 2011

hypothetical · Annual Return (Compounded)
35.0%
Max Drawdown
43.9%
Trades
302
Win Trades
74.8%
Profit Factor
1.20
Win Months
3.9%

About this strategy

Thanks for visiting my page. Please keep an eye on my system and if you choose to join me I hope to make your experience a rewarding one.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
201112.979.14.711.611.0162.3
2012-7.03.0-19.4-49.6-3.2-2.7-2.79.70.00.00.00.0-60.9
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 began8/30/2011
Suggested Minimum Capital$5,000
Age183 months
What it tradesForex
# Trades302
# Profitable226
% Profitable74.8%
Avg trade duration9.6 hours
Max peak-to-valley drawdown43.9%
drawdown periodJan 05, 2012 - Aug 22, 2012
Annual return (compounded)5.0%
Avg win$120
Avg loss$287

Ratios

W:L ratio1.25
Sharpe Ratio-0.05
Sortino Ratio-0.08
Calmar Ratio0.54

CORRELATION STATISTICS

Correlation to SP500-0.01
Return Percent SP500 (cumu) during strategy life522.6%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)67.9%

Return Statistics

Ann Return (w trading costs)35.0%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)5.0%

Slump

Current Slump as Pcnt Equity166.6%
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 loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 40% account loss100.0%
Chance of 50% account loss—
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)—

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$287
Avg Win$120
# Winners226
Sum Trade PL (losers)$21,783
Sum Trade PL (winners)$27,224
Num Months Winners8
# Losers76
% Winners74.8%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table182

Frequency

Avg Position Time (mins)578.63
Avg Position Time (hrs)9.64
Avg Trade Length0.40
Last Trade Ago5124

Regression

Alpha0
Beta-0.01
Treynor Index0.46

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.03
MAE:Equity, 95th Percentile Value for this strat0.33
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-48.66
MAE:PL (avg, all trades)1.88
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats75.18
MAE:PL - Winning Trades - this strat Percentile of All Strats83.12
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades1.21
Avg(MAE) / Avg(PL) - Losing trades-1.46
Hold-and-Hope Ratio-0.02

RATIO STATISTICS

a (intercept, estimate of alpha)0.20
VAR (95 Confidence Intrvl)0.02

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)230
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 435 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
GBP/JPY short100Aug 22, 2012Aug 23, 2012$1
USD/CAD long100Aug 22, 2012Aug 23, 2012$124
NZD/CAD long50Aug 20, 2012Aug 22, 2012$145
USD/JPY short50Aug 21, 2012Aug 22, 2012$1
USD/CAD long50Aug 21, 2012Aug 22, 2012$106
USD/CHF short50Aug 21, 2012Aug 22, 2012$291
AUD/USD short100Aug 22, 2012Aug 22, 2012($6)
AUD/NZD long50Aug 21, 2012Aug 22, 2012($108)
XAGUSD long10Aug 21, 2012Aug 21, 2012($0)
GBP/USD short50Aug 20, 2012Aug 21, 2012($372)
AUD/CAD long350Apr 12, 2012Apr 17, 2012($2,587)
AUD/CAD short300Apr 12, 2012Apr 12, 2012$262
AUD/CAD long300Apr 12, 2012Apr 12, 2012$369
AUD/CAD short300Apr 12, 2012Apr 12, 2012$139
AUD/CAD short300Apr 11, 2012Apr 12, 2012($1,486)
AUD/CAD long300Apr 10, 2012Apr 10, 2012$266
AUD/CAD short300Apr 10, 2012Apr 10, 2012$182
AUD/CAD short300Apr 10, 2012Apr 10, 2012$60
AUD/CAD short300Apr 10, 2012Apr 10, 2012$113
AUD/CAD long200Apr 10, 2012Apr 10, 2012$160
EUR/CHF long100Apr 5, 2012Apr 10, 2012$45
AUD/CAD short200Apr 6, 2012Apr 10, 2012$136
AUD/CAD long200Apr 6, 2012Apr 6, 2012$67
AUD/CAD short200Apr 6, 2012Apr 6, 2012($363)
AUD/CAD short200Apr 5, 2012Apr 5, 2012$59
AUD/CAD long100Apr 5, 2012Apr 5, 2012$26
AUD/CAD short100Apr 5, 2012Apr 5, 2012($23)
AUD/CAD short100Apr 4, 2012Apr 4, 2012$74
AUD/CAD long100Apr 2, 2012Apr 3, 2012($660)
AUD/CAD long100Apr 2, 2012Apr 2, 2012$24

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.