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Featured Strategy QUANT AI Gold and Silver Followed by live capital $16,200 Hypothetical

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This is an archived track record. This track record was archived on 1/26/20 11:48 ET. (See latest track record)
These are hypothetical performance results that have certain inherent limitations. Learn more
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TradeTest5
(126013487)

Created by: DayTrader1999 DayTrader1999
Started: 10/2019
Futures, Options
Last trade: 2,263 days ago
Trading style: Futures Short Term
Subscriptions not currently available.

Subscriptions not available

No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

Subscription terms. Subscriptions to this system cost $299.00 per month.

C2Star

C2Star is a certification program for trading strategies. In order to become "C2Star Certified," a strategy must apply tight risk controls, and must exhibit excellent performance characteristics, including low drawdowns.

You can read more about C2Star certification requirements here.

Note that: all trading strategies are risky, and C2Star Certification does not imply that a strategy is low risk.

Trading Category: Futures
Short Term
Category: Equity

Short Term

Makes short-term trades or bases analysis on short-term market movements.
3638.1%
Cumul. Return

Rate of Return Calculations

Overview

To comply with NFA regulations, we display Cumulative Rate of Return for strategies with a track record of less than one year. For strategies with longer track records, we display Annualized (Compounded) Rate of Return.

How Cumulative Rate of Return is calculated

= (Ending_equity - Starting_equity) / Starting_equity

Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in marked-to-market equity calculations.

All results are hypothetical.

(21.1%)
Max Drawdown
243
Num Trades
60.1%
Win Trades
1.9 : 1
Profit Factor
2.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                                               (3%)+151.3%+6.5%+159.5%
2020(5.3%)  -    -    -    -    -    -    -    -    -    -    -  (5.3%)
2021  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2022  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2023  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2024  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2025  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2026  -    -    -                                                        

Model Account Details

A trading strategy on Collective2. Follow it in your broker account, or use a free simulated trading account.

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Trading Record

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Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
1/23/20 18:33 @ESH0 E-MINI S&P 500 LONG 51 3307.13 1/26 11:48 3291.49 4.08%
Trade id #127193828
Max drawdown($26,675)
Time1/24/20 0:00
Quant open11
Worst price3280.50
Drawdown as % of equity-4.08%
 ($40,296)
Includes Typical Broker Commissions trade costs of $408.00
1/23/20 11:53 @ESH0 E-MINI S&P 500 SHORT 11 3314.34 1/23 18:32 3329.00 1.48%
Trade id #127183271
Max drawdown($9,712)
Time1/23/20 18:03
Quant open11
Worst price3332.00
Drawdown as % of equity-1.48%
 ($8,151)
Includes Typical Broker Commissions trade costs of $88.00
1/23/20 10:22 @ESH0 E-MINI S&P 500 SHORT 5 3310.70 1/23 11:16 3306.00 0.12%
Trade id #127175005
Max drawdown($775)
Time1/23/20 10:44
Quant open3
Worst price3315.25
Drawdown as % of equity-0.12%
 $1,135
Includes Typical Broker Commissions trade costs of $40.00
1/23/20 8:23 @ESH0 E-MINI S&P 500 SHORT 2 3314.00 1/23 9:37 3305.12 0.06%
Trade id #127170672
Max drawdown($375)
Time1/23/20 8:36
Quant open2
Worst price3317.75
Drawdown as % of equity-0.06%
 $872
Includes Typical Broker Commissions trade costs of $16.00
1/22/20 23:24 @ESH0 E-MINI S&P 500 LONG 8 3316.50 1/23 2:30 3318.50 0.27%
Trade id #127165418
Max drawdown($1,800)
Time1/23/20 1:42
Quant open8
Worst price3312.00
Drawdown as % of equity-0.27%
 $736
Includes Typical Broker Commissions trade costs of $64.00
1/22/20 19:02 @ESH0 E-MINI S&P 500 SHORT 8 3317.25 1/22 20:19 3319.25 0.11%
Trade id #127163639
Max drawdown($700)
Time1/22/20 20:18
Quant open8
Worst price3319.00
Drawdown as % of equity-0.11%
 ($864)
Includes Typical Broker Commissions trade costs of $64.00
1/21/20 19:15 @ESH0 E-MINI S&P 500 LONG 8 3322.25 1/22 16:03 3321.00 0.42%
Trade id #127134584
Max drawdown($2,800)
Time1/22/20 0:00
Quant open8
Worst price3315.25
Drawdown as % of equity-0.42%
 ($564)
Includes Typical Broker Commissions trade costs of $64.00
1/22/20 11:09 BA2024A307.5 BA Jan24'20 307.5 call LONG 10 3.95 1/22 12:41 1.92 0.32%
Trade id #127146459
Max drawdown($2,150)
Time1/22/20 12:38
Quant open10
Worst price1.80
Drawdown as % of equity-0.32%
 ($2,044)
Includes Typical Broker Commissions trade costs of $14.00
1/22/20 11:08 BA2024M307.5 BA Jan24'20 307.5 put LONG 10 3.70 1/22 12:41 6.00 0.05%
Trade id #127146370
Max drawdown($350)
Time1/22/20 11:10
Quant open10
Worst price3.35
Drawdown as % of equity-0.05%
 $2,286
Includes Typical Broker Commissions trade costs of $14.00
1/21/20 9:27 @ESH0 E-MINI S&P 500 LONG 2 3318.00 1/21 16:04 3321.50 n/a $334
Includes Typical Broker Commissions trade costs of $16.00
1/20/20 11:28 @ESH0 E-MINI S&P 500 LONG 8 3314.03 1/20 22:29 3311.75 0.17%
Trade id #127102320
Max drawdown($1,112)
Time1/20/20 22:14
Quant open8
Worst price3311.25
Drawdown as % of equity-0.17%
 ($977)
Includes Typical Broker Commissions trade costs of $64.00
1/17/20 14:11 @ESH0 E-MINI S&P 500 LONG 4 3323.50 1/17 16:00 3326.75 0.07%
Trade id #127079989
Max drawdown($450)
Time1/17/20 15:13
Quant open4
Worst price3321.25
Drawdown as % of equity-0.07%
 $618
Includes Typical Broker Commissions trade costs of $32.00
1/17/20 11:23 @ESH0 E-MINI S&P 500 SHORT 1 3319.25 1/17 12:21 3325.50 0.05%
Trade id #127066120
Max drawdown($325)
Time1/17/20 12:20
Quant open1
Worst price3325.75
Drawdown as % of equity-0.05%
 ($321)
Includes Typical Broker Commissions trade costs of $8.00
1/16/20 19:05 @ESH0 E-MINI S&P 500 LONG 2 3318.00 1/17 6:26 3325.00 0.02%
Trade id #127055783
Max drawdown($125)
Time1/16/20 20:39
Quant open2
Worst price3316.75
Drawdown as % of equity-0.02%
 $684
Includes Typical Broker Commissions trade costs of $16.00
1/16/20 18:00 @ESH0 E-MINI S&P 500 LONG 6 3316.50 1/16 18:18 3322.00 0.02%
Trade id #127055252
Max drawdown($150)
Time1/16/20 18:05
Quant open6
Worst price3316.00
Drawdown as % of equity-0.02%
 $1,602
Includes Typical Broker Commissions trade costs of $48.00
1/15/20 16:09 @ESH0 E-MINI S&P 500 LONG 4 3294.00 1/16 16:43 3308.81 0.03%
Trade id #127028495
Max drawdown($187)
Time1/15/20 16:11
Quant open3
Worst price3292.25
Drawdown as % of equity-0.03%
 $2,931
Includes Typical Broker Commissions trade costs of $32.00
1/16/20 10:06 SIG SIGNET JEWELERS LONG 100 28.91 1/16 10:07 29.29 n/a $36
Includes Typical Broker Commissions trade costs of $2.00
1/15/20 10:19 @ESH0 E-MINI S&P 500 LONG 23 3290.59 1/15 16:02 3292.00 1.61%
Trade id #127012548
Max drawdown($10,450)
Time1/15/20 15:35
Quant open23
Worst price3281.50
Drawdown as % of equity-1.61%
 $1,441
Includes Typical Broker Commissions trade costs of $184.00
1/15/20 8:55 @ESH0 E-MINI S&P 500 LONG 1 3279.00 1/15 9:32 3285.00 n/a $292
Includes Typical Broker Commissions trade costs of $8.00
1/14/20 21:20 @ESH0 E-MINI S&P 500 LONG 1 3280.00 1/15 7:05 3286.50 0.01%
Trade id #127002353
Max drawdown($87)
Time1/14/20 22:22
Quant open1
Worst price3278.25
Drawdown as % of equity-0.01%
 $317
Includes Typical Broker Commissions trade costs of $8.00
1/14/20 14:58 @ESH0 E-MINI S&P 500 SHORT 3 3285.58 1/14 16:11 3287.75 0.06%
Trade id #126996092
Max drawdown($362)
Time1/14/20 16:10
Quant open3
Worst price3288.00
Drawdown as % of equity-0.06%
 ($349)
Includes Typical Broker Commissions trade costs of $24.00
1/13/20 8:04 @ESH0 E-MINI S&P 500 LONG 11 3276.59 1/14 14:24 3284.50 0.32%
Trade id #126966356
Max drawdown($2,087)
Time1/13/20 9:43
Quant open7
Worst price3268.00
Drawdown as % of equity-0.32%
 $4,262
Includes Typical Broker Commissions trade costs of $88.00
1/10/20 15:57 @ESH0 E-MINI S&P 500 LONG 45 3266.42 1/10 16:02 3265.50 0.75%
Trade id #126951804
Max drawdown($4,875)
Time1/10/20 16:01
Quant open45
Worst price3264.25
Drawdown as % of equity-0.75%
 ($2,423)
Includes Typical Broker Commissions trade costs of $360.00
1/10/20 15:55 @ESH0 E-MINI S&P 500 SHORT 10 3265.00 1/10 15:57 3266.75 0.11%
Trade id #126951774
Max drawdown($750)
Time1/10/20 15:56
Quant open10
Worst price3266.50
Drawdown as % of equity-0.11%
 ($955)
Includes Typical Broker Commissions trade costs of $80.00
1/10/20 15:48 @ESH0 E-MINI S&P 500 LONG 17 3265.15 1/10 15:54 3265.75 0.49%
Trade id #126951661
Max drawdown($3,187)
Time1/10/20 15:51
Quant open15
Worst price3261.00
Drawdown as % of equity-0.49%
 $377
Includes Typical Broker Commissions trade costs of $136.00
1/10/20 15:45 @ESH0 E-MINI S&P 500 SHORT 5 3263.95 1/10 15:48 3265.00 0.07%
Trade id #126951593
Max drawdown($450)
Time1/10/20 15:47
Quant open5
Worst price3265.75
Drawdown as % of equity-0.07%
 ($303)
Includes Typical Broker Commissions trade costs of $40.00
1/10/20 15:39 @ESH0 E-MINI S&P 500 SHORT 8 3264.09 1/10 15:45 3263.75 0.09%
Trade id #126951485
Max drawdown($562)
Time1/10/20 15:40
Quant open8
Worst price3265.50
Drawdown as % of equity-0.09%
 $74
Includes Typical Broker Commissions trade costs of $64.00
1/10/20 15:09 @ESH0 E-MINI S&P 500 SHORT 11 3267.45 1/10 15:38 3264.75 0.13%
Trade id #126951038
Max drawdown($875)
Time1/10/20 15:13
Quant open10
Worst price3269.25
Drawdown as % of equity-0.13%
 $1,400
Includes Typical Broker Commissions trade costs of $88.00
1/10/20 13:07 @ESH0 E-MINI S&P 500 LONG 15 3274.38 1/10 15:09 3267.50 0.79%
Trade id #126948837
Max drawdown($5,162)
Time1/10/20 15:09
Quant open15
Worst price3267.50
Drawdown as % of equity-0.79%
 ($5,283)
Includes Typical Broker Commissions trade costs of $120.00
1/10/20 12:06 @ESH0 E-MINI S&P 500 SHORT 11 3272.41 1/10 13:07 3271.70 0.09%
Trade id #126947897
Max drawdown($576)
Time1/10/20 13:07
Quant open3
Worst price3276.25
Drawdown as % of equity-0.09%
 $300
Includes Typical Broker Commissions trade costs of $88.00

Statistics

  • Strategy began
    10/30/2019
  • Suggested Minimum Cap
    $250,000
  • Strategy Age (days)
    2339.55
  • Age
    78 months ago
  • What it trades
    Options, Futures
  • # Trades
    243
  • # Profitable
    146
  • % Profitable
    60.10%
  • Avg trade duration
    1.1 days
  • Max peak-to-valley drawdown
    21.06%
  • drawdown period
    Nov 07, 2019 - Nov 20, 2019
  • Cumul. Return
    145.8%
  • Avg win
    $5,516
  • Avg loss
    $4,356
  • Model Account Values (Raw)
  • Cash
    $632,721
  • Margin Used
    $0
  • Buying Power
    $632,721
  • Ratios
  • W:L ratio
    1.91:1
  • Sharpe Ratio
    0.29
  • Sortino Ratio
    4.6
  • Calmar Ratio
    9.773
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    137.66%
  • Correlation to SP500
    0.00570
  • Return Percent SP500 (cumu) during strategy life
    117.01%
  • Return Statistics
  • Ann Return (w trading costs)
    3638.1%
  • Slump
  • Current Slump as Pcnt Equity
    21.40%
  • Return Statistics
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    1.458%
  • Instruments
  • Percent Trades Options
    0.31%
  • Percent Trades Futures
    0.68%
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    1.00%
  • Instruments
  • Percent Trades Stocks
    0.01%
  • Short Options - Percent Covered
    n/a
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Instruments
  • Percent Trades Forex
    n/a
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    15.5%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    47.00%
  • Chance of 20% account loss
    12.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 60% account loss (Monte Carlo)
    n/a
  • Chance of 70% account loss (Monte Carlo)
    n/a
  • Chance of 80% account loss (Monte Carlo)
    n/a
  • Chance of 90% account loss (Monte Carlo)
    n/a
  • Automation
  • Percentage Signals Automated
    0.16%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    459
  • Popularity (Last 6 weeks)
    860
  • Popularity (7 days, Percentile 1000 scale)
    794
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $5,516
  • Avg Loss
    $4,357
  • Sum Trade PL (losers)
    $422,628.000
  • # Winners
    146
  • Num Months Winners
    2
  • Age
  • Num Months filled monthly returns table
    78
  • Win / Loss
  • Sum Trade PL (winners)
    $805,363.000
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    97
  • % Winners
    60.1%
  • Frequency
  • Avg Position Time (mins)
    1567.80
  • Avg Position Time (hrs)
    26.13
  • Avg Trade Length
    1.1 days
  • Last Trade Ago
    2252
  • Leverage
  • Daily leverage (average)
    7.06
  • Daily leverage (max)
    57.04
  • Regression
  • Alpha
    0.06
  • Beta
    0.02
  • Treynor Index
    3.22
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.01
  • MAE:Equity, losing trades only, 95th Percentile Value for this strat
    -
  • MAE:Equity, win trades only, 95th Percentile Value for this strat
    -
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    0.20
  • Avg(MAE) / Avg(PL) - All trades
    2.704
  • MAE:Equity, 95th Percentile Value for this strat
    0.00
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.01
  • Avg(MAE) / Avg(PL) - Winning trades
    0.238
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.203
  • Hold-and-Hope Ratio
    0.370
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    1.56500
  • Analysis based on DAILY values, last 6 months only
  • Ratio statistics of excess log return rates
  • VAR (95 Confidence Intrvl)
    0.09200
  • DRAW DOWN STATISTICS
  • Risk estimates based on draw downs (based on Extreme Value T
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -325697000
  • Max Equity Drawdown (num days)
    13
  • Last 4 Months - Pcnt Negative
    n/a

Strategy Description

Trade this strategy at Tradier

Summary Statistics

Strategy began
2019-10-30
Suggested Minimum Capital
$620,000
# Trades
243
# Profitable
146
% Profitable
60.1%
Correlation S&P500
0.006
Sharpe Ratio
0.29
Sortino Ratio
4.60
Beta
0.02
Alpha
0.06
Leverage
7.06 Average
57.04 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

Collective2 calculates the maximum leverage used by a strategy in each day. We then display the average of these measurements (i.e. the average daily maximum leverage) and the greatest of these measurements (maximum daily leverage).

Leverage is the ratio of total notional value controlled by a strategy divided by its Model Account equity. Generally higher leverage implies greater risk.

Example of calculation:
The Strategy buys 100 shares of stock at $12 per share.
The Model Account equity during that day is $5,000.
The leverage is: $1200 / $5,000 = 0.24

This is a useful measurement, but it should be considered in context. This measurement doesn't take into account important factors, such as when multiple positions are held that are inversely correlated. Nor does the measurement take into account the volatility of the instruments being held.

In addition, certain asset classes are inherently more leveraged than others. For example, futures contracts are highly leveraged. Forex positions are often even more leveraged than futures.

Latest Activity

subscribed on started simulation

Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.

Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.

Strategy developers can "archive" strategies at any time. This means the strategy Model Account is reset to its initial level and the trade list cleared. However, all archived track records are permanently preserved for evaluation by potential subscribers.

About the results you see on this Web site

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.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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Suggested Minimum Capital

This is our estimate of the minimum amount of capital to follow a strategy, assuming you use the smallest reasonable AutoTrade Scaling % for the strategy.