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This strategy is no longer supported by its creator.
These are hypothetical performance results that have certain inherent limitations. Learn more

snake eyes

Created by:
john_calhoun
john_calhoun
Started:   05/2009
Forex
Last trade:   1,953 days ago

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

11.4%
Annual Return (Compounded)
69.5%
Max Drawdown
524
Num Trades
40.6%
Win Trades
1.1 : 1
Profit Factor
16.9%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2009                              -  +31.0%+108.0%+7.1%(27%)(21.2%)+98.6%+18.9%+284.1%
2010(40.5%)(86.6%)+80.7%(38.8%)+153.5%+22.8%+228.7%+32.7%(55.8%)(57.7%)+82.7%(32.3%)(72.3%)
2011+24.7%+27.9%(57.4%)(0.5%)+239.2%  -    -    -    -    -    -    -  +129.1%
2012  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2013  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2014  -    -    -    -    -    -    -    -  +0.2%  -    -    -  +0.2%
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -    -    -    -    -                    0.0

Model Account Details

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

Open positions are hidden from non-subscribers.

Long
Short
Both
Win
Loss
Both

Trading Record

Download CSV Show More detailsShow fewer details
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/27/11 4:29 EUR/JPY EUR/JPY SHORT 90 115.196 5/27 4:54 115.196 n/a ($90)
Includes Typical Commission and AutoTrade Fees trade costs of $90.00
5/26/11 8:40 EUR/JPY EUR/JPY SHORT 90 115.632 5/27 4:02 115.381 n/a $2,700
Includes Typical Commission and AutoTrade Fees trade costs of $90.00
5/25/11 4:25 EUR/JPY EUR/JPY LONG 90 115.306 5/25 6:09 115.306 n/a ($90)
Includes Typical Commission and AutoTrade Fees trade costs of $90.00
5/20/11 4:23 EUR/JPY EUR/JPY SHORT 75 116.881 5/23 2:38 114.881 n/a $18,278
Includes Typical Commission and AutoTrade Fees trade costs of $75.00
5/19/11 5:39 EUR/JPY EUR/JPY LONG 75 116.674 5/19 7:44 116.674 n/a ($75)
Includes Typical Commission and AutoTrade Fees trade costs of $75.00
5/18/11 5:52 EUR/JPY EUR/JPY SHORT 80 115.387 5/18 9:22 115.687 8.02%
Trade id #61512345
Max drawdown($2,952)
Time5/18/11 9:22
Quant open0
Worst price115.687
Drawdown as % of equity-8.02%
($3,032)
Includes Typical Commission and AutoTrade Fees trade costs of $80.00
5/17/11 4:37 EUR/JPY EUR/JPY LONG 8 115.701 5/17 5:57 115.701 n/a ($8)
Includes Typical Commission and AutoTrade Fees trade costs of $8.00
5/16/11 5:21 EUR/JPY EUR/JPY SHORT 9 113.956 5/16 8:06 114.256 0.86%
Trade id #61395497
Max drawdown($334)
Time5/16/11 8:06
Quant open0
Worst price114.256
Drawdown as % of equity-0.86%
($343)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
5/12/11 4:47 EUR/JPY EUR/JPY SHORT 9 114.915 5/16 3:23 114.447 1.84%
Trade id #61125564
Max drawdown($708)
Time5/12/11 13:23
Quant open-9
Worst price115.552
Drawdown as % of equity-1.84%
$511
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
5/11/11 6:12 EUR/JPY EUR/JPY LONG 9 116.573 5/11 8:02 116.546 0.08%
Trade id #60894227
Max drawdown($30)
Time5/11/11 8:02
Quant open0
Worst price116.546
Drawdown as % of equity-0.08%
($39)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
5/9/11 4:13 EUR/JPY EUR/JPY LONG 10 116.480 5/9 4:48 116.160 1.02%
Trade id #60661392
Max drawdown($396)
Time5/9/11 4:48
Quant open0
Worst price116.160
Drawdown as % of equity-1.02%
($406)
Includes Typical Commission and AutoTrade Fees trade costs of $10.00
5/6/11 4:06 EUR/JPY EUR/JPY SHORT 10 116.736 5/6 8:30 116.940 0.64%
Trade id #60602189
Max drawdown($252)
Time5/6/11 8:30
Quant open0
Worst price116.940
Drawdown as % of equity-0.64%
($262)
Includes Typical Commission and AutoTrade Fees trade costs of $10.00
5/5/11 5:36 EUR/JPY EUR/JPY SHORT 7 119.297 5/5 8:50 117.297 n/a $1,748
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
5/4/11 5:36 EUR/JPY EUR/JPY LONG 8 120.602 5/4 10:02 120.302 0.79%
Trade id #60479462
Max drawdown($298)
Time5/4/11 10:02
Quant open0
Worst price120.302
Drawdown as % of equity-0.79%
($306)
Includes Typical Commission and AutoTrade Fees trade costs of $8.00
5/3/11 4:13 EUR/JPY EUR/JPY SHORT 9 119.587 5/3 4:52 119.887 0.88%
Trade id #60417508
Max drawdown($333)
Time5/3/11 4:52
Quant open0
Worst price119.887
Drawdown as % of equity-0.88%
($342)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
4/29/11 4:17 EUR/JPY EUR/JPY SHORT 9 120.905 5/2 5:20 120.913 0.18%
Trade id #60282472
Max drawdown($70)
Time4/29/11 9:36
Quant open-9
Worst price120.969
Drawdown as % of equity-0.18%
($18)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
4/27/11 5:03 EUR/JPY EUR/JPY LONG 7 120.178 4/28 3:52 121.029 n/a $723
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
4/26/11 4:44 EUR/JPY EUR/JPY LONG 75 119.411 4/26 6:10 119.411 n/a ($75)
Includes Typical Commission and AutoTrade Fees trade costs of $75.00
4/21/11 8:13 EUR/JPY EUR/JPY SHORT 7 119.579 4/22 3:14 119.579 n/a ($7)
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
4/20/11 4:20 EUR/JPY EUR/JPY LONG 7 119.581 4/20 9:26 119.581 n/a ($7)
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
4/18/11 4:57 EUR/JPY EUR/JPY SHORT 7 118.572 4/18 5:40 118.572 n/a ($7)
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
4/15/11 4:33 EUR/JPY EUR/JPY SHORT 5 120.058 4/15 4:47 120.358 0.48%
Trade id #59834870
Max drawdown($180)
Time4/15/11 4:47
Quant open0
Worst price120.358
Drawdown as % of equity-0.48%
($185)
Includes Typical Commission and AutoTrade Fees trade costs of $5.00
4/14/11 4:13 EUR/JPY EUR/JPY SHORT 5 120.898 4/14 19:25 121.360 0.73%
Trade id #59784113
Max drawdown($276)
Time4/14/11 19:25
Quant open0
Worst price121.360
Drawdown as % of equity-0.73%
($281)
Includes Typical Commission and AutoTrade Fees trade costs of $5.00
4/13/11 4:11 EUR/JPY EUR/JPY SHORT 7 121.640 4/13 7:23 122.100 1.01%
Trade id #59727625
Max drawdown($383)
Time4/13/11 7:23
Quant open0
Worst price122.100
Drawdown as % of equity-1.01%
($390)
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
4/11/11 4:17 EUR/JPY EUR/JPY SHORT 7 122.384 4/11 18:24 122.384 0.12%
Trade id #59627201
Max drawdown($47)
Time4/11/11 10:58
Quant open-7
Worst price122.441
Drawdown as % of equity-0.12%
($7)
Includes Typical Commission and AutoTrade Fees trade costs of $7.00
4/8/11 6:54 EUR/JPY EUR/JPY LONG 9 122.978 4/8 13:33 122.528 1.26%
Trade id #59573699
Max drawdown($483)
Time4/8/11 12:59
Quant open9
Worst price122.522
Drawdown as % of equity-1.26%
($486)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
4/6/11 10:03 EUR/JPY EUR/JPY LONG 9 121.991 4/7 0:26 121.850 0.38%
Trade id #59497490
Max drawdown($149)
Time4/7/11 0:26
Quant open0
Worst price121.850
Drawdown as % of equity-0.38%
($158)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
4/5/11 4:15 EUR/JPY EUR/JPY SHORT 9 119.486 4/5 9:51 119.936 1.23%
Trade id #59449778
Max drawdown($479)
Time4/5/11 9:51
Quant open0
Worst price119.936
Drawdown as % of equity-1.23%
($488)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
4/1/11 4:47 EUR/JPY EUR/JPY LONG 9 118.569 4/4 4:43 119.400 n/a $881
Includes Typical Commission and AutoTrade Fees trade costs of $9.00
3/31/11 4:48 EUR/JPY EUR/JPY LONG 9 117.560 3/31 8:46 117.352 0.58%
Trade id #59279497
Max drawdown($226)
Time3/31/11 8:46
Quant open0
Worst price117.352
Drawdown as % of equity-0.58%
($235)
Includes Typical Commission and AutoTrade Fees trade costs of $9.00

Statistics

  • Strategy began
    5/29/2009
  • Starting Unit Size
    $10,000
  • Strategy Age (days)
    2677.06
  • Age
    89 months ago
  • What it trades
    Forex
  • # Trades
    524
  • # Profitable
    213
  • % Profitable
    40.60%
  • Avg trade duration
    4.1 hours
  • Max peak-to-valley drawdown
    69.52%
  • drawdown period
    Jan 10, 2010 - April 14, 2010
  • Annual Return (Compounded)
    11.4%
  • Avg win
    $2,120
  • Avg loss
    $1,301
  • Model Account Values (Raw)
  • Cash
    $56,991
  • Margin Used
    $0
  • Buying Power
    $56,991
  • Ratios
  • W:L ratio
    1.12:1
  • Sharpe Ratio
    0.686
  • Sortino Ratio
    1.006
  • Calmar Ratio
    0.742
  • Daily Change
  • Close PL
    $46,991
  • Closed PL (start day)
    $46,992
  • Closed PL Change $
    ($0.33)
  • Closed PL Change %
    n/a
  • Equity
    $56,991
  • Equity (start day)
    $56,992
  • Equity Change $
    ($0.33)
  • Equity Change %
    n/a
  • Return Statistics
  • Ann Return (w trading costs)
    11.4%
  • Ann Return (Compnd, No Fees)
    26.7%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 50% account loss
    100.00%
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Win
    $2,120
  • Avg Loss
    $1,301
  • # Winners
    213
  • # Losers
    311
  • % Winners
    40.6%
  • Frequency
  • Avg Position Time (mins)
    245.23
  • Avg Position Time (hrs)
    4.09
  • Avg Trade Length
    0.2 days
  • Last Trade Ago
    1950

Strategy Description

This system works well and should generate around 50% breakeven trades the rest divided between winners and losers. After much backtesting this works well over time. Start small and hang on and I think you'll be pleased.

Statistics

Strategy began
2009-05-29
Minimum Capital Required
$10,000
# Trades
524
# Profitable
213
% Profitable
40.6%
Correlation S&P500
-0.027
Sharpe Ratio
0.686

Latest

#PERSONNAME#
subscribed on #SUBSCRIBEDDATE#

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.

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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