Code5y
(143059487)
Subscription terms. Subscriptions to this system cost $55.00 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.
Currencies
Focuses on currency futures.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 Annualized (Compounded) Rate of Return is calculated
= ((Ending_equity / Starting_equity) ^ (1 / age_in_years))  1
Remember that, following NFA requirements, strategy subscription costs and estimated commissions are included in markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2023  +4.3%  +0.5%  +10.2%    +2.3%  +2.7%  +3.4%  +3.4%  +1.4%  +2.3%  +2.4%  (1.1%)  +36.2% 
2024  +5.5%  (0.3%)  (5.8%)  (4.3%)  (2.2%)  (7.3%) 
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.
Started  $50,000  
Buy Power  $60,671  
Cash  $73,819  
Equity  ($1,718)  
Cumulative $  $14,652  
Total System Equity  $64,652  
Margined  $11,428  
Open P/L  ($9,166) 
Trading Record
Statistics

Strategy began1/2/2023

Suggested Minimum Cap$70,000

Strategy Age (days)501.72

Age17 months ago

What it tradesForex

# Trades182

# Profitable181

% Profitable99.50%

Avg trade duration1.9 days

Max peaktovalley drawdown13.27%

drawdown periodFeb 08, 2024  May 17, 2024

Annual Return (Compounded)18.4%

Avg win$131.60

Avg loss$1,719
 Model Account Values (Raw)

Cash$73,819

Margin Used$11,428

Buying Power$60,671
 Ratios

W:L ratio13.86:1

Sharpe Ratio0.95

Sortino Ratio1.45

Calmar Ratio1.923
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)11.81%

Correlation to SP5000.09170

Return Percent SP500 (cumu) during strategy life38.12%
 Return Statistics

Ann Return (w trading costs)18.4%
 Slump

Current Slump as Pcnt Equity15.00%
 Instruments

Percent Trades Futuresn/a
 Slump

Current Slump, time of slump as pcnt of strategy life0.20%
 Return Statistics

Return Pcnt Since TOS Statusn/a
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)0.184%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forex1.00%
 Return Statistics

Ann Return (Compnd, No Fees)20.5%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss17.50%

Chance of 20% account loss0.50%

Chance of 30% account lossn/a

Chance of 40% account lossn/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 Automatedn/a
 Risk of Ruin (MonteCarlo)

Chance of 50% account lossn/a
 Popularity

Popularity (Today)571

Popularity (Last 6 weeks)844
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score323

Popularity (7 days, Percentile 1000 scale)677
 TradesOwnSystem Certification

Trades Own System?

TOS percentn/a
 Win / Loss

Avg Loss$9,166

Avg Win$132

Sum Trade PL (losers)$9,166.000
 Age

Num Months filled monthly returns table17
 Win / Loss

Sum Trade PL (winners)$23,819.000

# Winners181

Num Months Winners11
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)22571
 Win / Loss

# Losers1

% Winners99.5%
 Frequency

Avg Position Time (mins)2709.03

Avg Position Time (hrs)45.15

Avg Trade Length1.9 days

Last Trade Ago24
 Leverage

Daily leverage (average)3.02

Daily leverage (max)7.64
 Regression

Alpha0.04

Beta0.11

Treynor Index0.43
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)2.49

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.15

Avg(MAE) / Avg(PL)  All trades4.614

MAE:Equity, losing trades only, 95th Percentile Value for this strat

MAE:Equity, win trades only, 95th Percentile Value for this strat

MAE:Equity, 95th Percentile Value for this strat0.15

Avg(MAE) / Avg(PL)  Winning trades2.638

Avg(MAE) / Avg(PL)  Losing trades1.396

HoldandHope Ratio0.188
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.24808

SD0.11719

Sharpe ratio (Glass type estimate)2.11696

Sharpe ratio (Hedges UMVUE)2.00901

df15.00000

t2.44445

p0.17712

Lowerbound of 95% confidence interval for Sharpe Ratio0.23158

Upperbound of 95% confidence interval for Sharpe Ratio3.94375

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.16567

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.85235
 Statistics related to Sortino ratio

Sortino ratio4.20220

Upside Potential Ratio5.65176

Upside part of mean0.33366

Downside part of mean0.08558

Upside SD0.12049

Downside SD0.05904

N nonnegative terms12.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations16.00000

Mean of predictor0.20822

Mean of criterion0.24808

SD of predictor0.09815

SD of criterion0.11719

Covariance0.00290

r0.25236

b (slope, estimate of beta)0.30131

a (intercept, estimate of alpha)0.18534

Mean Square Error0.01378

DF error14.00000

t(b)0.97583

p(b)0.37382

t(a)1.54096

p(a)0.30960

Lowerbound of 95% confidence interval for beta0.36095

Upperbound of 95% confidence interval for beta0.96357

Lowerbound of 95% confidence interval for alpha0.07263

Upperbound of 95% confidence interval for alpha0.44331

Treynor index (mean / b)0.82334

Jensen alpha (a)0.18534
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.23872

SD0.11622

Sharpe ratio (Glass type estimate)2.05392

Sharpe ratio (Hedges UMVUE)1.94918

df15.00000

t2.37166

p0.18334

Lowerbound of 95% confidence interval for Sharpe Ratio0.17810

Upperbound of 95% confidence interval for Sharpe Ratio3.87237

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.11409

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation3.78428
 Statistics related to Sortino ratio

Sortino ratio3.96337

Upside Potential Ratio5.41056

Upside part of mean0.32588

Downside part of mean0.08716

Upside SD0.11741

Downside SD0.06023

N nonnegative terms12.00000

N negative terms4.00000
 Statistics related to linear regression on benchmark

N of observations16.00000

Mean of predictor0.20161

Mean of criterion0.23872

SD of predictor0.09645

SD of criterion0.11622

Covariance0.00275

r0.24555

b (slope, estimate of beta)0.29589

a (intercept, estimate of alpha)0.17906

Mean Square Error0.01360

DF error14.00000

t(b)0.94776

p(b)0.37723

t(a)1.50466

p(a)0.31345

Lowerbound of 95% confidence interval for beta0.37371

Upperbound of 95% confidence interval for beta0.96549

Lowerbound of 95% confidence interval for alpha0.07618

Upperbound of 95% confidence interval for alpha0.43430

Treynor index (mean / b)0.80677

Jensen alpha (a)0.17906
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.03468

Expected Shortfall on VaR0.04804
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00971

Expected Shortfall on VaR0.02315
 ORDER STATISTICS
 Quartiles of return rates

Number of observations16.00000

Minimum0.95015

Quartile 11.01050

Median1.03067

Quartile 31.04629

Maximum1.06951

Mean of quarter 10.97380

Mean of quarter 21.02164

Mean of quarter 31.04087

Mean of quarter 41.05569

Inter Quartile Range0.03579

Number outliers low1.00000

Percentage of outliers low0.06250

Mean of outliers low0.95015

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)1.25063

VaR(95%) (regression method)0.05176

Expected Shortfall (regression method)0.05676
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations2.00000

Minimum0.02335

Quartile 10.03787

Median0.05239

Quartile 30.06691

Maximum0.08142

Mean of quarter 10.02335

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.08142

Inter Quartile Range0.02904

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.00000

VaR(95%) (moments method)0.00000

Expected Shortfall (moments method)0.00000

Extreme Value Index (regression method)0.00000

VaR(95%) (regression method)0.00000

Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.32017

Compounded annual return (geometric extrapolation)0.30555

Calmar ratio (compounded annual return / max draw down)3.75257

Compounded annual return / average of 25% largest draw downs3.75257

Compounded annual return / Expected Shortfall lognormal6.35979

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.18425

SD0.14970

Sharpe ratio (Glass type estimate)1.23084

Sharpe ratio (Hedges UMVUE)1.22824

df354.00000

t1.43274

p0.07641

Lowerbound of 95% confidence interval for Sharpe Ratio0.45622

Upperbound of 95% confidence interval for Sharpe Ratio2.91621

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.45797

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.91444
 Statistics related to Sortino ratio

Sortino ratio1.90279

Upside Potential Ratio8.94823

Upside part of mean0.86649

Downside part of mean0.68223

Upside SD0.11445

Downside SD0.09683

N nonnegative terms210.00000

N negative terms145.00000
 Statistics related to linear regression on benchmark

N of observations355.00000

Mean of predictor0.21867

Mean of criterion0.18425

SD of predictor0.12754

SD of criterion0.14970

Covariance0.00183

r0.09570

b (slope, estimate of beta)0.11232

a (intercept, estimate of alpha)0.16000

Mean Square Error0.02227

DF error353.00000

t(b)1.80633

p(b)0.03586

t(a)1.23875

p(a)0.10813

Lowerbound of 95% confidence interval for beta0.00997

Upperbound of 95% confidence interval for beta0.23462

Lowerbound of 95% confidence interval for alpha0.09384

Upperbound of 95% confidence interval for alpha0.41322

Treynor index (mean / b)1.64036

Jensen alpha (a)0.15969
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.17305

SD0.14917

Sharpe ratio (Glass type estimate)1.16011

Sharpe ratio (Hedges UMVUE)1.15765

df354.00000

t1.35040

p0.08888

Lowerbound of 95% confidence interval for Sharpe Ratio0.52664

Upperbound of 95% confidence interval for Sharpe Ratio2.84525

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.52829

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.84358
 Statistics related to Sortino ratio

Sortino ratio1.77045

Upside Potential Ratio8.79789

Upside part of mean0.85996

Downside part of mean0.68691

Upside SD0.11291

Downside SD0.09775

N nonnegative terms210.00000

N negative terms145.00000
 Statistics related to linear regression on benchmark

N of observations355.00000

Mean of predictor0.21046

Mean of criterion0.17305

SD of predictor0.12744

SD of criterion0.14917

Covariance0.00179

r0.09409

b (slope, estimate of beta)0.11013

a (intercept, estimate of alpha)0.14988

Mean Square Error0.02212

DF error353.00000

t(b)1.77557

p(b)0.03833

t(a)1.16701

p(a)0.12200

Lowerbound of 95% confidence interval for beta0.01185

Upperbound of 95% confidence interval for beta0.23211

Lowerbound of 95% confidence interval for alpha0.10270

Upperbound of 95% confidence interval for alpha0.40246

Treynor index (mean / b)1.57138

Jensen alpha (a)0.14988
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01439

Expected Shortfall on VaR0.01818
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00518

Expected Shortfall on VaR0.01100
 ORDER STATISTICS
 Quartiles of return rates

Number of observations355.00000

Minimum0.96665

Quartile 10.99770

Median1.00095

Quartile 31.00381

Maximum1.05826

Mean of quarter 10.99040

Mean of quarter 20.99960

Mean of quarter 31.00223

Mean of quarter 41.01103

Inter Quartile Range0.00611

Number outliers low26.00000

Percentage of outliers low0.07324

Mean of outliers low0.98118

Number of outliers high17.00000

Percentage of outliers high0.04789

Mean of outliers high1.02578
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.26016

VaR(95%) (moments method)0.00792

Expected Shortfall (moments method)0.01361

Extreme Value Index (regression method)0.06154

VaR(95%) (regression method)0.00932

Expected Shortfall (regression method)0.01318
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations36.00000

Minimum0.00001

Quartile 10.00129

Median0.00339

Quartile 30.01097

Maximum0.11573

Mean of quarter 10.00065

Mean of quarter 20.00225

Mean of quarter 30.00623

Mean of quarter 40.04807

Inter Quartile Range0.00968

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high6.00000

Percentage of outliers high0.16667

Mean of outliers high0.06391
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)0.18791

VaR(95%) (moments method)0.03648

Expected Shortfall (moments method)0.04824

Extreme Value Index (regression method)0.04280

VaR(95%) (regression method)0.06261

Expected Shortfall (regression method)0.09688
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.23098

Compounded annual return (geometric extrapolation)0.22258

Calmar ratio (compounded annual return / max draw down)1.92322

Compounded annual return / average of 25% largest draw downs4.63027

Compounded annual return / Expected Shortfall lognormal12.24570

0.00000

0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean0.11698

SD0.15906

Sharpe ratio (Glass type estimate)0.73547

Sharpe ratio (Hedges UMVUE)0.73122

df130.00000

t0.52006

p0.52278

Lowerbound of 95% confidence interval for Sharpe Ratio3.50739

Upperbound of 95% confidence interval for Sharpe Ratio2.03911

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.50445

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.04201
 Statistics related to Sortino ratio

Sortino ratio0.98181

Upside Potential Ratio6.80669

Upside part of mean0.81102

Downside part of mean0.92800

Upside SD0.10470

Downside SD0.11915

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.30851

Mean of criterion0.11698

SD of predictor0.10823

SD of criterion0.15906

Covariance0.00090

r0.05251

b (slope, estimate of beta)0.07716

a (intercept, estimate of alpha)0.14079

Mean Square Error0.02543

DF error129.00000

t(b)0.59719

p(b)0.46659

t(a)0.61481

p(a)0.53439

Lowerbound of 95% confidence interval for beta0.17849

Upperbound of 95% confidence interval for beta0.33282

Lowerbound of 95% confidence interval for alpha0.59387

Upperbound of 95% confidence interval for alpha0.31229

Treynor index (mean / b)1.51601

Jensen alpha (a)0.14079
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean0.12957

SD0.15924

Sharpe ratio (Glass type estimate)0.81369

Sharpe ratio (Hedges UMVUE)0.80898

df130.00000

t0.57536

p0.52520

Lowerbound of 95% confidence interval for Sharpe Ratio3.58581

Upperbound of 95% confidence interval for Sharpe Ratio1.96133

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.58253

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.96457
 Statistics related to Sortino ratio

Sortino ratio1.07652

Upside Potential Ratio6.69260

Upside part of mean0.80553

Downside part of mean0.93510

Upside SD0.10364

Downside SD0.12036

N nonnegative terms69.00000

N negative terms62.00000
 Statistics related to linear regression on benchmark

N of observations131.00000

Mean of predictor0.30250

Mean of criterion0.12957

SD of predictor0.10816

SD of criterion0.15924

Covariance0.00090

r0.05254

b (slope, estimate of beta)0.07735

a (intercept, estimate of alpha)0.15297

Mean Square Error0.02548

DF error129.00000

t(b)0.59756

p(b)0.46657

t(a)0.66761

p(a)0.53734

VAR (95 Confidence Intrvl)0.01400

Lowerbound of 95% confidence interval for beta0.17876

Upperbound of 95% confidence interval for beta0.33346

Lowerbound of 95% confidence interval for alpha0.60630

Upperbound of 95% confidence interval for alpha0.30037

Treynor index (mean / b)1.67512

Jensen alpha (a)0.15297
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.01654

Expected Shortfall on VaR0.02057
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.00787

Expected Shortfall on VaR0.01564
 ORDER STATISTICS
 Quartiles of return rates

Number of observations131.00000

Minimum0.96665

Quartile 10.99638

Median1.00041

Quartile 31.00360

Maximum1.03356

Mean of quarter 10.98735

Mean of quarter 20.99883

Mean of quarter 31.00183

Mean of quarter 41.01069

Inter Quartile Range0.00722

Number outliers low11.00000

Percentage of outliers low0.08397

Mean of outliers low0.97873

Number of outliers high6.00000

Percentage of outliers high0.04580

Mean of outliers high1.02343
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.58025

VaR(95%) (moments method)0.01070

Expected Shortfall (moments method)0.01236

Extreme Value Index (regression method)0.12245

VaR(95%) (regression method)0.01353

Expected Shortfall (regression method)0.01835
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations10.00000

Minimum0.00016

Quartile 10.00101

Median0.00258

Quartile 30.00412

Maximum0.11573

Mean of quarter 10.00045

Mean of quarter 20.00223

Mean of quarter 30.00305

Mean of quarter 40.05544

Inter Quartile Range0.00311

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high2.00000

Percentage of outliers high0.20000

Mean of outliers high0.08097
 Risk estimates based on draw downs (based on Extreme Value T

Extreme Value Index (moments method)15.47370

VaR(95%) (moments method)0.01751

Expected Shortfall (moments method)0.01751

Extreme Value Index (regression method)0.26644

VaR(95%) (regression method)0.13155

Last 4 Months  Pcnt Negative1.00%

Expected Shortfall (regression method)0.17837

Strat Max DD how much worse than SP500 max DD during strat life?353672000

Max Equity Drawdown (num days)99
 COMBINED STATISTICS

Annualized return (arithmetic extrapolation)0.09912

Compounded annual return (geometric extrapolation)0.09667

Calmar ratio (compounded annual return / max draw down)0.83527

Compounded annual return / average of 25% largest draw downs1.74369

Compounded annual return / Expected Shortfall lognormal4.70031
Strategy Description
Latest Activity
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.