Important Warning about Hypothetical Results


On this page, and others within this Web site, you are going to read about trading systems and their performance. It's important that you understand that all results reported on these pages must be treated as hypothetical results.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. 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.


Warning about commission costs


Collective2 does not, by default, include commissions and execution costs when displaying hypothetical results. These costs will certainly make your actual trading results worse than the results you see here. For high-frequency trading systems, your results will be vastly worse than the results you see here.

Do you understand that this warning applies to every page of this site?


We show this warning, and block your view of a trading system's hypothetical results screen, at least once each "session" that you come to this Web site. (Specifically, we show this warning the first time you view a system page and then every 60 minutes thereafter.)

Also, this same warning is displayed at the bottom of almost every page in this Web site. So you can always scroll to the bottom of the page to see the warning again. Therefore, we will not block your view of data during each page load, or we would make this site unusable. Before you can continue, you must acknowledge that: 1) you have read this warning, and 2) you accept that - while this pop-up warning will not block your view during every page load - the warning here nevertheless applies to every page on this Web site.


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Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                               (10.4%)+59.1%+70.7%
2010+24.7%(7.1%)+17.2%                                                      

 
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Show chart:  Standard  |  Monte Carlo  |  Personalized
Technical Analysis:  Moving Average daysX

Instruments Mostly Forex; (some futures)
Strategies Market timing
System started 10/19/2009 (5 months ago)
System developer Trader Contact
(Last login to C2: 3/12/10 4:43)

Vendor has created 1 other system. Show
The name of this system has been changed 1 time. Show



Recently Closed Trades

CSV Show AutoTrade DataDetails

System creator requested that closed trades data below be delayed by seven days.

Opened ET B/S # Symbol   Price Closed Price Risk P/L
3/5/10 4:55 SELL 3 EUR/USD 1.35973 3/5 7:04 1.35855 n/a $35
3/5/10 5:28 SELL 2 GBP/USD 1.50280 3/5 7:03 1.50415 n/a ($27)
3/4/10 13:20 SELL 4 EUR/AUD 1.50780 3/5 6:30 1.50439 Low $123
3/4/10 10:32 SELL 8 AUD/USD 0.90021 3/5 4:55 0.90045 Low ($19)
3/4/10 11:03 SELL 2 EUR/USD 1.36115 3/4 11:27 1.36052 Low $12
3/4/10 10:51 SELL 2 EUR/USD 1.36075 3/4 10:54 1.36007 Low $13
3/4/10 10:49 SELL 2 GBP/USD 1.50616 3/4 10:54 1.50525 Low $18
3/4/10 10:26 SELL 3 GBP/USD 1.50625 3/4 10:28 1.50626 Low $0
3/4/10 10:10 SELL 3 EUR/USD 1.36223 3/4 10:14 1.36148 Low $22
3/4/10 10:08 SELL 3 EUR/USD 1.36208 3/4 10:09 1.36176 n/a $9
3/4/10 9:33 SELL 3 EUR/GBP 0.90280 3/4 10:07 0.90266 Low $6
3/4/10 9:31 SELL 5 EUR/CAD 1.40630 3/4 10:07 1.40483 Low $70
3/4/10 10:02 SELL 3 EUR/USD 1.36402 3/4 10:06 1.36307 Low $28
3/4/10 8:25 SELL 10 EUR/USD 1.36578 3/4 9:53 1.36336 Low $241
3/4/10 9:25 BUY 5 GBP/USD 1.51168 3/4 9:38 1.51225 Low $28

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Statistics

Analytics  
Trades957
# Profitable536 (56.0%)
Avg trade duration3.2 hours
Annual return (compounded)2052.9%
Average win$68
Average loss$61
Profit factor1.4:1
Max peak-to-valley drawdown (historical)37.95%
drawdown periodOct 19, 2009 to Oct 29, 2009
Correlation w/ S&P-0.058
Sharpe ratio2.909
C2Realism Factor 100%
Keep after worst-case slippage 99.6%
Probabilities of future account loss  
Chance of 10% account loss46.3%
Chance of 20% account loss31.0%
Chance of 30% account loss27.9%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.26
Average P/L per unit traded($28.61)


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$60 per monthDetails

Subscriptions cost $60 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



Overview

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- This overview was provided by the system developer. Collective2 has not verified it.

Model Account Status

Started$4,654
Buy Power$5,508
Cash$15,931
Equity$35
Cumulative $$10,987
Total System Equity$15,641
Margined$4,956
Open P/L$35
System vendor has delayed data by 7 days for non-subs.


Crowd Opinion

Viewed 7,066 times
Tracked by 25 people
Analyst notes 2 See