Collective2 Collective2
For your consideration Orange Cat Management Rank on Leaderboard #1 Hypothetical

Welcome to Collective2

Follow these tips for a better experience

Ok, let's start

Close
Add to Watch List Create new Watch List
Add
Enter a name for your Watch List.
Watch List name must be less than 60 characters.
You have reached the maximum number of custom Watch Lists.
You have reached the maximum number of strategies in this Watch List.
Strategy added to Watch List. Go to Watch List

Sim is unavailable for this strategy, because you've recently "Simmed" it.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Options and Emini Trader

By DayTrader1999

Futures · Futures, Options · Started Oct 2019

hypothetical · Annual Return (Compounded)
3638.1%
Max Drawdown
21.1%
Trades
243
Win Trades
60.1%
Profit Factor
1.90
Win Months
2.4%

Short Term

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2019-3.0151.36.5159.5
2020-5.30.00.00.00.00.00.00.00.00.00.00.0-5.3
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
20260.00.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began10/30/2019
Suggested Minimum Capital$250,000
Age84 months
What it tradesOptions, Futures
# Trades243
# Profitable146
% Profitable60.1%
Avg trade duration1.1 days
Max peak-to-valley drawdown21.1%
drawdown periodNov 07, 2019 - Nov 20, 2019
Cumul. Return145.8%
Avg win$5,516
Avg loss$4,357

Ratios

W:L ratio1.91
Sharpe Ratio0.28
Sortino Ratio4.40
Calmar Ratio9.15

CORRELATION STATISTICS

Correlation to SP5000.01
Return Percent SP500 (cumu) during strategy life153.5%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)137.7%

Return Statistics

Ann Return (w trading costs)3638.1%
Return Pcnt (Compound or Annual, age-based, NFA compliant)1.5%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)14.3%

Slump

Current Slump as Pcnt Equity21.4%
Current Slump, time of slump as pcnt of strategy life1.0%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.7%
Percent Trades Options0.3%
Short Options - Percent Covered0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss47.0%
Chance of 20% account loss12.0%
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%

Automation

Percentage Signals Automated0.2%

Popularity

Popularity (Today)459
Popularity (Last 6 weeks)860
Popularity (7 days, Percentile 1000 scale)794

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$4,357
Avg Win$5,516
# Winners146
Sum Trade PL (losers)$422,628
Sum Trade PL (winners)$805,363
Num Months Winners2
# Losers97
% Winners60.1%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table85

Frequency

Avg Position Time (mins)1567.80
Avg Position Time (hrs)26.13
Avg Trade Length1.10
Last Trade Ago2442

Leverage

Daily leverage (average)7.06
Daily leverage (max)57.04

Regression

Alpha0.06
Beta0.02
Treynor Index3.12

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades2.70
MAE:PL (avg, all trades)0.20
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.24
Avg(MAE) / Avg(PL) - Losing trades-1.20
Hold-and-Hope Ratio0.37

RATIO STATISTICS

a (intercept, estimate of alpha)1.50
VAR (95 Confidence Intrvl)0.09

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-325697088
Max Equity Drawdown (num days)13
Last 4 Months - Pcnt Negative0.0%

Trading record

SymbolSideQtyOpenedClosedP/L
@ES H0long51Jan 23, 2020Jan 26, 2020($40,296)
@ES H0short11Jan 23, 2020Jan 23, 2020($8,151)
@ES H0short5Jan 23, 2020Jan 23, 2020$1,135
@ES H0short2Jan 23, 2020Jan 23, 2020$872
@ES H0long8Jan 22, 2020Jan 23, 2020$736
@ES H0short8Jan 22, 2020Jan 22, 2020($864)
@ES H0long8Jan 21, 2020Jan 22, 2020($564)
BA2024A307.5 long10Jan 22, 2020Jan 22, 2020($2,044)
BA2024M307.5 long10Jan 22, 2020Jan 22, 2020$2,286
@ES H0long2Jan 21, 2020Jan 21, 2020$334
@ES H0long8Jan 20, 2020Jan 20, 2020($977)
@ES H0long4Jan 17, 2020Jan 17, 2020$618
@ES H0short1Jan 17, 2020Jan 17, 2020($321)
@ES H0long2Jan 16, 2020Jan 17, 2020$684
@ES H0long6Jan 16, 2020Jan 16, 2020$1,602
@ES H0long4Jan 15, 2020Jan 16, 2020$2,931
SIG long100Jan 16, 2020Jan 16, 2020$36
@ES H0long23Jan 15, 2020Jan 15, 2020$1,441
@ES H0long1Jan 15, 2020Jan 15, 2020$292
@ES H0long1Jan 14, 2020Jan 15, 2020$317
@ES H0short3Jan 14, 2020Jan 14, 2020($349)
@ES H0long11Jan 13, 2020Jan 14, 2020$4,262
@ES H0long45Jan 10, 2020Jan 10, 2020($2,423)
@ES H0short10Jan 10, 2020Jan 10, 2020($955)
@ES H0long17Jan 10, 2020Jan 10, 2020$377
@ES H0short5Jan 10, 2020Jan 10, 2020($303)
@ES H0short8Jan 10, 2020Jan 10, 2020$74
@ES H0short11Jan 10, 2020Jan 10, 2020$1,400
@ES H0long15Jan 10, 2020Jan 10, 2020($5,283)
@ES H0short11Jan 10, 2020Jan 10, 2020$300

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.