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.

These are hypothetical performance results that have certain inherent limitations. Learn more

Aggressive Trend Scalper
(121872737)

Created by: PipMaster2018 PipMaster2018
Started: 01/2019
Forex
Last trade: Today
Trading style: Equity Trend-following

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 $193.00 per month.

Trading Category: Equity
Trend-following
Category: Equity

Trend-following

Tries to take advantage of long, medium or short-term moves that seem to play out in various markets. Typically, trend-following analysis is backward looking; that is, it attempts to recognize and profit from already-established trends.
43.0%
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.

(6.8%)
Max Drawdown
126
Num Trades
77.0%
Win Trades
2.2 : 1
Profit Factor
80.0%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019+25.3%(2.9%)+3.7%+6.0%+6.9%                                          +43.0%

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

This strategy has placed 112 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
5/23/19 4:39 USD/JPY USD/JPY SHORT 150 110.127 5/23 4:41 110.119 n/a $104
5/23/19 2:33 EUR/USD EUR/USD SHORT 150 1.11430 5/23 2:56 1.11424 n/a $90
5/22/19 16:57 EUR/USD EUR/USD SHORT 150 1.11496 5/23 1:06 1.11489 n/a $105
5/21/19 10:55 EUR/USD EUR/USD LONG 300 1.11783 5/21 10:57 1.11802 0.32%
Trade id #123753790
Max drawdown($230)
Time5/21/19 10:57
Quant open50
Worst price1.11692
Drawdown as % of equity-0.32%
$545
5/21/19 1:55 EUR/USD EUR/USD SHORT 150 1.11516 5/21 2:21 1.11509 0.15%
Trade id #123747562
Max drawdown($110)
Time5/21/19 2:06
Quant open-50
Worst price1.11543
Drawdown as % of equity-0.15%
$105
5/17/19 5:16 EUR/USD EUR/USD SHORT 150 1.11674 5/17 5:33 1.11645 0.03%
Trade id #123706778
Max drawdown($20)
Time5/17/19 5:19
Quant open-50
Worst price1.11688
Drawdown as % of equity-0.03%
$440
5/16/19 10:12 EUR/USD EUR/USD SHORT 150 1.11790 5/16 10:13 1.11782 n/a $120
5/16/19 8:32 USD/JPY USD/JPY LONG 150 109.771 5/16 8:33 109.777 n/a $82
5/15/19 5:47 EUR/USD EUR/USD SHORT 150 1.11999 5/15 6:26 1.11991 0.3%
Trade id #123675792
Max drawdown($210)
Time5/15/19 6:14
Quant open-50
Worst price1.12046
Drawdown as % of equity-0.30%
$115
5/14/19 8:15 EUR/USD EUR/USD SHORT 150 1.12198 5/14 8:16 1.12149 n/a $740
5/13/19 16:57 EUR/USD EUR/USD SHORT 175 1.12239 5/13 17:02 1.12238 n/a $10
5/13/19 8:16 EUR/USD EUR/USD LONG 150 1.12524 5/13 8:44 1.12559 0.56%
Trade id #123640624
Max drawdown($390)
Time5/13/19 8:23
Quant open50
Worst price1.12436
Drawdown as % of equity-0.56%
$525
5/13/19 8:14 USD/JPY USD/JPY SHORT 150 109.471 5/13 8:16 109.381 n/a $1,235
5/10/19 11:43 USD/JPY USD/JPY SHORT 100 109.478 5/10 12:16 109.628 1.99%
Trade id #123621419
Max drawdown($1,368)
Time5/10/19 12:16
Quant open50
Worst price109.673
Drawdown as % of equity-1.99%
($1,368)
5/9/19 9:51 EUR/USD EUR/USD LONG 150 1.12126 5/9 9:52 1.12183 n/a $850
5/9/19 9:41 EUR/USD EUR/USD LONG 150 1.12022 5/9 9:43 1.12031 0.07%
Trade id #123588607
Max drawdown($50)
Time5/9/19 9:43
Quant open100
Worst price1.12012
Drawdown as % of equity-0.07%
$130
5/9/19 3:53 EUR/USD EUR/USD SHORT 150 1.11838 5/9 4:12 1.11832 0.34%
Trade id #123584480
Max drawdown($230)
Time5/9/19 4:06
Quant open-50
Worst price1.11889
Drawdown as % of equity-0.34%
$90
5/8/19 12:15 EUR/USD EUR/USD SHORT 150 1.11903 5/8 12:16 1.11896 n/a $105
5/8/19 11:33 EUR/USD EUR/USD LONG 150 1.12118 5/8 12:11 1.12089 0.63%
Trade id #123575267
Max drawdown($435)
Time5/8/19 12:11
Quant open100
Worst price1.12028
Drawdown as % of equity-0.63%
($435)
5/7/19 7:56 EUR/USD EUR/USD SHORT 150 1.11800 5/7 7:58 1.11792 0.17%
Trade id #123553401
Max drawdown($120)
Time5/7/19 7:58
Quant open-100
Worst price1.11812
Drawdown as % of equity-0.17%
$120
5/6/19 12:17 EUR/USD EUR/USD LONG 150 1.12037 5/6 12:57 1.12044 0.41%
Trade id #123544686
Max drawdown($280)
Time5/6/19 12:32
Quant open50
Worst price1.11976
Drawdown as % of equity-0.41%
$105
5/3/19 9:14 USD/JPY USD/JPY SHORT 150 111.372 5/3 9:45 111.365 0.64%
Trade id #123518722
Max drawdown($440)
Time5/3/19 9:33
Quant open-100
Worst price111.421
Drawdown as % of equity-0.64%
$94
5/2/19 9:33 EUR/USD EUR/USD SHORT 150 1.11882 5/2 9:41 1.11861 n/a $315
5/1/19 14:40 USD/JPY USD/JPY LONG 150 111.549 5/1 14:40 111.557 n/a $103
5/1/19 10:00 USD/JPY USD/JPY SHORT 150 111.235 5/1 10:00 111.197 n/a $513
4/30/19 3:01 EUR/USD EUR/USD LONG 150 1.11919 4/30 3:02 1.11928 n/a $130
4/30/19 2:15 USD/JPY USD/JPY SHORT 150 111.430 4/30 2:30 111.401 0.13%
Trade id #123471922
Max drawdown($89)
Time4/30/19 2:17
Quant open-50
Worst price111.460
Drawdown as % of equity-0.13%
$395
4/26/19 8:30 EUR/USD EUR/USD SHORT 100 1.11198 4/26 8:30 1.11160 n/a $380
4/25/19 4:21 EUR/USD EUR/USD SHORT 150 1.11417 4/25 4:22 1.11394 n/a $350
4/24/19 13:57 USD/JPY USD/JPY LONG 150 111.982 4/24 14:04 111.989 0.03%
Trade id #123416428
Max drawdown($22)
Time4/24/19 13:59
Quant open50
Worst price111.967
Drawdown as % of equity-0.03%
$94

Statistics

  • Strategy began
    1/9/2019
  • Suggested Minimum Cap
    $70,000
  • Strategy Age (days)
    133.95
  • Age
    134 days ago
  • What it trades
    Forex
  • # Trades
    126
  • # Profitable
    97
  • % Profitable
    77.00%
  • Avg trade duration
    39.3 minutes
  • Max peak-to-valley drawdown
    6.78%
  • drawdown period
    Feb 19, 2019 - Feb 26, 2019
  • Cumul. Return
    43.0%
  • Avg win
    $427.52
  • Avg loss
    $654.66
  • Model Account Values (Raw)
  • Cash
    $72,484
  • Margin Used
    $0
  • Buying Power
    $72,484
  • Ratios
  • W:L ratio
    2.18:1
  • Sharpe Ratio
    4.32
  • Sortino Ratio
    10.35
  • Calmar Ratio
    34.339
  • CORRELATION STATISTICS
  • Correlation to SP500
    0.05430
  • Return Statistics
  • Ann Return (w trading costs)
    160.1%
  • Ann Return (Compnd, No Fees)
    173.0%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    0.50%
  • Chance of 20% account loss
    n/a
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    510
  • Popularity (Last 6 weeks)
    820
  • C2 Score
    82.6
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    0
  • Win / Loss
  • Avg Loss
    $655
  • Avg Win
    $428
  • # Winners
    97
  • # Losers
    29
  • % Winners
    77.0%
  • Frequency
  • Avg Position Time (mins)
    39.32
  • Avg Position Time (hrs)
    0.66
  • Avg Trade Length
    0.0 days
  • Last Trade Ago
    0
  • Leverage
  • Daily leverage (average)
    27.67
  • Daily leverage (max)
    67.73
  • Unknown
  • Alpha
    0.26
  • Beta
    0.09
  • Treynor Index
    2.88
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.02385
  • SD
    0.41754
  • Sharpe ratio (Glass type estimate)
    2.45206
  • Sharpe ratio (Hedges UMVUE)
    1.77431
  • df
    3.00000
  • t
    1.41570
  • p
    0.12591
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.56438
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.18583
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.90536
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.45398
  • Statistics related to Sortino ratio
  • Sortino ratio
    106.11500
  • Upside Potential Ratio
    107.84700
  • Upside part of mean
    1.04056
  • Downside part of mean
    -0.01671
  • Upside SD
    0.46693
  • Downside SD
    0.00965
  • N nonnegative terms
    3.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.30422
  • Mean of criterion
    1.02385
  • SD of predictor
    0.07372
  • SD of criterion
    0.41754
  • Covariance
    0.01093
  • r
    0.35505
  • b (slope, estimate of beta)
    2.01097
  • a (intercept, estimate of alpha)
    0.41206
  • Mean Square Error
    0.22855
  • DF error
    2.00000
  • t(b)
    0.53712
  • p(b)
    0.32247
  • t(a)
    0.29262
  • p(a)
    0.39869
  • Lowerbound of 95% confidence interval for beta
    -14.09830
  • Upperbound of 95% confidence interval for beta
    18.12020
  • Lowerbound of 95% confidence interval for alpha
    -5.64688
  • Upperbound of 95% confidence interval for alpha
    6.47101
  • Treynor index (mean / b)
    0.50913
  • Jensen alpha (a)
    0.41206
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.92758
  • SD
    0.37054
  • Sharpe ratio (Glass type estimate)
    2.50333
  • Sharpe ratio (Hedges UMVUE)
    1.81141
  • df
    3.00000
  • t
    1.44530
  • p
    0.12207
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.53332
  • Upperbound of 95% confidence interval for Sharpe Ratio
    6.25472
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.87981
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    5.50264
  • Statistics related to Sortino ratio
  • Sortino ratio
    96.09450
  • Upside Potential Ratio
    97.82650
  • Upside part of mean
    0.94430
  • Downside part of mean
    -0.01672
  • Upside SD
    0.41783
  • Downside SD
    0.00965
  • N nonnegative terms
    3.00000
  • N negative terms
    1.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    4.00000
  • Mean of predictor
    0.29779
  • Mean of criterion
    0.92758
  • SD of predictor
    0.07224
  • SD of criterion
    0.37054
  • Covariance
    0.00869
  • r
    0.32447
  • b (slope, estimate of beta)
    1.66426
  • a (intercept, estimate of alpha)
    0.43198
  • Mean Square Error
    0.18427
  • DF error
    2.00000
  • t(b)
    0.48511
  • p(b)
    0.33777
  • t(a)
    0.34188
  • p(a)
    0.38251
  • Lowerbound of 95% confidence interval for beta
    -13.09680
  • Upperbound of 95% confidence interval for beta
    16.42530
  • Lowerbound of 95% confidence interval for alpha
    -5.00459
  • Upperbound of 95% confidence interval for alpha
    5.86855
  • Treynor index (mean / b)
    0.55736
  • Jensen alpha (a)
    0.43198
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.09394
  • Expected Shortfall on VaR
    0.13287
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00198
  • Expected Shortfall on VaR
    0.00436
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    4.00000
  • Minimum
    0.99676
  • Quartile 1
    1.00783
  • Median
    1.04721
  • Quartile 3
    1.12703
  • Maximum
    1.25942
  • Mean of quarter 1
    0.99676
  • Mean of quarter 2
    1.01152
  • Mean of quarter 3
    1.08289
  • Mean of quarter 4
    1.25942
  • Inter Quartile Range
    0.11920
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period 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)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    1.00000
  • Minimum
    0.00324
  • Quartile 1
    0.00324
  • Median
    0.00324
  • Quartile 3
    0.00324
  • Maximum
    0.00324
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • 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)
    1.12518
  • Compounded annual return (geometric extrapolation)
    1.59995
  • Calmar ratio (compounded annual return / max draw down)
    493.47300
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    12.04150
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.00235
  • SD
    0.18421
  • Sharpe ratio (Glass type estimate)
    5.44121
  • Sharpe ratio (Hedges UMVUE)
    5.39814
  • df
    95.00000
  • t
    3.29367
  • p
    0.00070
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    2.09887
  • Upperbound of 95% confidence interval for Sharpe Ratio
    8.75655
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.07051
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    8.72577
  • Statistics related to Sortino ratio
  • Sortino ratio
    12.95380
  • Upside Potential Ratio
    17.73140
  • Upside part of mean
    1.37204
  • Downside part of mean
    -0.36968
  • Upside SD
    0.17728
  • Downside SD
    0.07738
  • N nonnegative terms
    60.00000
  • N negative terms
    36.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    96.00000
  • Mean of predictor
    0.22105
  • Mean of criterion
    1.00235
  • SD of predictor
    0.11132
  • SD of criterion
    0.18421
  • Covariance
    0.00136
  • r
    0.06652
  • b (slope, estimate of beta)
    0.11007
  • a (intercept, estimate of alpha)
    0.97800
  • Mean Square Error
    0.03414
  • DF error
    94.00000
  • t(b)
    0.64632
  • p(b)
    0.25982
  • t(a)
    3.17977
  • p(a)
    0.00100
  • Lowerbound of 95% confidence interval for beta
    -0.22806
  • Upperbound of 95% confidence interval for beta
    0.44820
  • Lowerbound of 95% confidence interval for alpha
    0.36732
  • Upperbound of 95% confidence interval for alpha
    1.58872
  • Treynor index (mean / b)
    9.10680
  • Jensen alpha (a)
    0.97802
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.98391
  • SD
    0.18151
  • Sharpe ratio (Glass type estimate)
    5.42079
  • Sharpe ratio (Hedges UMVUE)
    5.37788
  • df
    95.00000
  • t
    3.28131
  • p
    0.00072
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    2.07921
  • Upperbound of 95% confidence interval for Sharpe Ratio
    8.73546
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.05092
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    8.70485
  • Statistics related to Sortino ratio
  • Sortino ratio
    12.58030
  • Upside Potential Ratio
    17.34540
  • Upside part of mean
    1.35660
  • Downside part of mean
    -0.37268
  • Upside SD
    0.17372
  • Downside SD
    0.07821
  • N nonnegative terms
    60.00000
  • N negative terms
    36.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    96.00000
  • Mean of predictor
    0.21480
  • Mean of criterion
    0.98391
  • SD of predictor
    0.11149
  • SD of criterion
    0.18151
  • Covariance
    0.00125
  • r
    0.06182
  • b (slope, estimate of beta)
    0.10064
  • a (intercept, estimate of alpha)
    0.96230
  • Mean Square Error
    0.03317
  • DF error
    94.00000
  • t(b)
    0.60051
  • p(b)
    0.27481
  • t(a)
    3.17575
  • p(a)
    0.00101
  • Lowerbound of 95% confidence interval for beta
    -0.23212
  • Upperbound of 95% confidence interval for beta
    0.43340
  • Lowerbound of 95% confidence interval for alpha
    0.36066
  • Upperbound of 95% confidence interval for alpha
    1.56394
  • Treynor index (mean / b)
    9.77636
  • Jensen alpha (a)
    0.96230
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.01458
  • Expected Shortfall on VaR
    0.01918
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00254
  • Expected Shortfall on VaR
    0.00605
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    96.00000
  • Minimum
    0.97268
  • Quartile 1
    1.00000
  • Median
    1.00219
  • Quartile 3
    1.00631
  • Maximum
    1.06784
  • Mean of quarter 1
    0.99451
  • Mean of quarter 2
    1.00059
  • Mean of quarter 3
    1.00398
  • Mean of quarter 4
    1.01665
  • Inter Quartile Range
    0.00631
  • Number outliers low
    5.00000
  • Percentage of outliers low
    0.05208
  • Mean of outliers low
    0.98073
  • Number of outliers high
    7.00000
  • Percentage of outliers high
    0.07292
  • Mean of outliers high
    1.03356
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.83828
  • VaR(95%) (moments method)
    0.00424
  • Expected Shortfall (moments method)
    0.03085
  • Extreme Value Index (regression method)
    0.51596
  • VaR(95%) (regression method)
    0.00623
  • Expected Shortfall (regression method)
    0.01797
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.00127
  • Quartile 1
    0.00193
  • Median
    0.00274
  • Quartile 3
    0.02125
  • Maximum
    0.05098
  • Mean of quarter 1
    0.00152
  • Mean of quarter 2
    0.00244
  • Mean of quarter 3
    0.00303
  • Mean of quarter 4
    0.03915
  • Inter Quartile Range
    0.01932
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.16667
  • Mean of outliers high
    0.05098
  • 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)
    1.22488
  • Compounded annual return (geometric extrapolation)
    1.75060
  • Calmar ratio (compounded annual return / max draw down)
    34.33890
  • Compounded annual return / average of 25% largest draw downs
    44.71380
  • Compounded annual return / Expected Shortfall lognormal
    91.27250

Strategy Description

Aggressive Trend Scalper is a fully automated system.
No Grid, No Martingale, No over-optimization.
The EA focused on intraday short term trade only.
1. Trading paires: eurusd, usdjpy
2. Timeframe: H1
3. Tickdata Backtest report:
https://forums.collective2.com/t/aggressive-trend-scalper-tickdata-backtest-reports/12676/8
4. Entry: Every order has fixed 20 pips take profit level.
5. Exit:
①Every order has fixed 20 pips stop loss level.
②The EA could also detect potential trend reversal in very short term period, if so, it will exit the trade no matter win or loss.
6. Risk control:
I suggest every $10k balance with fixed 0.5-1.0 standard lot per trade.
In this strategy, I use fixed 6-10 standard lot per trade for $50k balance. Please adjust your scaling proportion according to this thread:
https://support.collective2.com/hc/en-us/articles/202933834-AutoTrade-Configuration-Scaling-Max-Size-Auto-Stop-Loss
7. Trading conditions of Master account:
Spread: 0.2-0.4 pip for eurusd and 0.2-0.3 pip for usdjpy
Commission: $2.0-2.5 per side per standard lot
8. If the spread of your account is higher than that level, please see another strategy and backtest report:
https://collective2.com/details/122385528
https://forums.collective2.com/t/euroscalpingpro-tickdata-backtest-reports/12684/2

Thanks,

Summary Statistics

Strategy began
2019-01-09
Suggested Minimum Capital
$70,000
# Trades
126
# Profitable
97
% Profitable
77.0%
Correlation S&P500
0.054
Sharpe Ratio
4.32
Sortino Ratio
10.35
Beta
0.09
Alpha
0.26
Leverage
27.67 Average
67.73 Maximum

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 nominal 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

#PERSONNAME#
subscribed on started simulation #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.

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.

Okay, gotcha.

Not available

This feature isn't available under your current Trade Leader Plan.

Want to see available plans and features?

Please hold...

Strategy is now visible

This strategy is now visible to the public. New subscribers will be able to follow it.

If you designate your strategy as Private, it will no longer be visible to the public.

No subscribers and simulations will be allowed. If you have subscribers, the strategy will still be visible to them.
If you have simulations, they will be stopped.

Continue to designate your strategy as Private?

Strategy is no longer visible

This strategy is no longer visible to anyone except current subscribers.

(Current subscribers will remain subscribed. You can see who is subscribed, and control their subscriptions, on your Subscriber Management screen.)

Finally, please note that you can restore public visibility at any time.

This strategy is no longer visible to the public. No subscribers will be allowed.

You can restore public visibility at any time.

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.