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

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Forex Marathon

By MrForexMarathon

Forex · Started Jan 2013

hypothetical · Annual Return (Compounded)
-134.4%
Max Drawdown
77.6%
Trades
125
Win Trades
55.2%
Profit Factor
0.80
Win Months
1.2%

About this strategy

Long and Short term signals , based on price Action and Market Timing with low risk .

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
20139.558.0-5.4-45.0-18.0-86.30.00.00.00.00.00.0-89.9
20140.00.00.00.00.00.00.00.0-0.40.00.00.0-0.4
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 began1/4/2013
Suggested Minimum Capital$5,000
Age167 months
What it tradesForex
# Trades125
# Profitable69
% Profitable55.2%
Avg trade duration15.0 hours
Max peak-to-valley drawdown77.6%
drawdown periodMarch 25, 2013 - June 19, 2014
Cumul. Return-45.6%
Avg win$157
Avg loss$245

Ratios

W:L ratio0.79
Sharpe Ratio-0.37
Sortino Ratio-0.40
Calmar Ratio-0.34

CORRELATION STATISTICS

Correlation to SP5000.00
Return Percent SP500 (cumu) during strategy life418.9%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-72.2%

Return Statistics

Ann Return (w trading costs)-134.4%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.5%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-6.0%

Slump

Current Slump as Pcnt Equity1632.5%
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 loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss92.0%
Chance of 40% account loss62.5%
Chance of 50% account loss27.0%
Chance of 60% account loss (Monte Carlo)7.0%
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%

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$245
Avg Win$157
# Winners69
Sum Trade PL (losers)$13,701
Sum Trade PL (winners)$10,849
Num Months Winners2
# Losers56
% Winners55.2%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table165

Frequency

Avg Position Time (mins)897.13
Avg Position Time (hrs)14.95
Avg Trade Length0.60
Last Trade Ago4848

Regression

Alpha-0.03
Beta0.01
Treynor Index-6.47

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.04
MAE:Equity, 95th Percentile Value for this strat0.09
MAE:Equity, average, losing trades0.07
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-7.08
MAE:PL (avg, all trades)0.52
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats29.23
MAE:PL - Winning Trades - this strat Percentile of All Strats67.39
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.59
Avg(MAE) / Avg(PL) - Losing trades-1.05
Hold-and-Hope Ratio-0.14

RATIO STATISTICS

a (intercept, estimate of alpha)-0.25
VAR (95 Confidence Intrvl)0.04

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)451
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 121 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
USD/CHF long100May 23, 2013Jun 6, 2013($5,171)
GBP/USD short100May 22, 2013May 22, 2013$19
AUD/USD short10May 22, 2013May 22, 2013$25
EUR/USD long100May 21, 2013May 21, 2013$506
EUR/USD short100May 21, 2013May 21, 2013$110
GBP/USD short100May 14, 2013May 14, 2013$506
GBP/JPY long30May 10, 2013May 12, 2013$0
USD/JPY long100May 10, 2013May 12, 2013$3
GBP/JPY long50May 6, 2013May 9, 2013$4
EUR/USD long50May 9, 2013May 9, 2013($354)
USD/JPY long50May 6, 2013May 7, 2013($2)
GBP/JPY short30Apr 30, 2013May 2, 2013($3)
EUR/JPY short30Apr 30, 2013May 1, 2013($2)
GBP/JPY long20Apr 25, 2013Apr 25, 2013$0
GBP/USD short90Apr 23, 2013Apr 24, 2013($164)
EUR/JPY short20Apr 23, 2013Apr 23, 2013($1)
GBP/USD short50Apr 18, 2013Apr 19, 2013($122)
AUD/JPY short50Apr 18, 2013Apr 18, 2013($1)
GBP/USD short50Apr 17, 2013Apr 18, 2013($299)
USD/JPY long50Apr 16, 2013Apr 17, 2013($3)
GBP/AUD long50Apr 17, 2013Apr 17, 2013$109
GBP/USD short50Apr 17, 2013Apr 17, 2013$4
EUR/JPY long50Apr 17, 2013Apr 17, 2013($2)
GBP/JPY long50Apr 16, 2013Apr 17, 2013($2)
USD/JPY short50Apr 16, 2013Apr 16, 2013($2)
AUD/USD short50Apr 16, 2013Apr 16, 2013($250)
EUR/JPY long50Apr 16, 2013Apr 16, 2013($2)
USD/JPY short50Apr 15, 2013Apr 15, 2013$3
EUR/USD short50Apr 15, 2013Apr 15, 2013($209)
EUR/GBP long50Apr 9, 2013Apr 9, 2013$105

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.