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HYDRO-TRADE
(124691466)

Created by: ExequorCapital ExequorCapital
Started: 07/2019
Forex
Last trade: Yesterday
Trading style: Equity Trend-following Short-term Reversal

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 $99.00 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.

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.
Short-term Reversal
Category: Equity

Short-term Reversal

Exploits the tendency of stocks with strong gains and stocks with strong losses to reverse in a short-term time frame (up to one month).
31.9%
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.

(18.5%)
Max Drawdown
100
Num Trades
72.0%
Win Trades
1.6 : 1
Profit Factor
66.7%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2019                                          +5.8%+27.4%(2.1%)                  +31.9%

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 207 trades in real-life brokerage accounts.

Download CSV
Long
Short
Both
Win
Loss
Both
Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/19/19 2:39 EUR/AUD EUR/AUD SHORT 3 1.62782 9/20 9:31 1.62491 0.35%
Trade id #125411595
Max drawdown($47)
Time9/19/19 7:15
Quant open3
Worst price1.63017
Drawdown as % of equity-0.35%
$59
9/18/19 4:47 GBP/CHF GBP/CHF SHORT 3 1.23898 9/20 9:30 1.23815 2%
Trade id #125396455
Max drawdown($263)
Time9/18/19 15:41
Quant open3
Worst price1.24774
Drawdown as % of equity-2.00%
$25
9/18/19 4:27 GBP/JPY GBP/JPY SHORT 3 134.862 9/20 9:30 134.783 1.89%
Trade id #125396302
Max drawdown($246)
Time9/20/19 2:06
Quant open3
Worst price135.750
Drawdown as % of equity-1.89%
$22
9/19/19 2:04 EUR/NZD EUR/NZD SHORT 3 1.74870 9/20 4:32 1.75994 1.58%
Trade id #125411464
Max drawdown($205)
Time9/20/19 4:30
Quant open3
Worst price1.75960
Drawdown as % of equity-1.58%
($212)
9/18/19 4:46 GBP/NZD GBP/NZD SHORT 3 1.96556 9/18 15:12 1.97823 1.79%
Trade id #125396442
Max drawdown($240)
Time9/18/19 15:04
Quant open3
Worst price1.97825
Drawdown as % of equity-1.79%
($240)
9/16/19 13:52 GBP/JPY GBP/JPY LONG 3 134.187 9/17 10:57 134.818 0.41%
Trade id #125372806
Max drawdown($55)
Time9/17/19 0:00
Quant open3
Worst price133.988
Drawdown as % of equity-0.41%
$175
9/17/19 3:26 GBP/USD GBP/USD LONG 3 1.24065 9/17 10:01 1.24403 0.32%
Trade id #125379124
Max drawdown($42)
Time9/17/19 5:41
Quant open3
Worst price1.23922
Drawdown as % of equity-0.32%
$101
9/10/19 20:57 EUR/NZD EUR/NZD SHORT 3 1.72374 9/11 7:05 1.71732 0.02%
Trade id #125297791
Max drawdown($2)
Time9/10/19 21:05
Quant open3
Worst price1.72385
Drawdown as % of equity-0.02%
$124
9/9/19 12:09 GBP/CAD GBP/CAD LONG 3 1.62485 9/10 10:10 1.62812 0.67%
Trade id #125276703
Max drawdown($88)
Time9/10/19 0:00
Quant open3
Worst price1.62097
Drawdown as % of equity-0.67%
$75
9/9/19 12:22 GBP/AUD GBP/AUD LONG 3 1.79878 9/10 9:40 1.80493 0.86%
Trade id #125277076
Max drawdown($114)
Time9/10/19 0:00
Quant open3
Worst price1.79324
Drawdown as % of equity-0.86%
$126
9/5/19 1:57 EUR/CAD EUR/CAD LONG 3 1.45708 9/6 0:02 1.46069 0.28%
Trade id #125227120
Max drawdown($37)
Time9/5/19 2:58
Quant open3
Worst price1.45545
Drawdown as % of equity-0.28%
$82
9/5/19 3:56 GBP/USD GBP/USD SHORT 3 1.22513 9/5 6:03 1.23129 1.27%
Trade id #125227906
Max drawdown($169)
Time9/5/19 5:46
Quant open3
Worst price1.23078
Drawdown as % of equity-1.27%
($185)
9/4/19 12:34 GBP/AUD GBP/AUD LONG 3 1.79446 9/4 21:39 1.79863 0.17%
Trade id #125219058
Max drawdown($21)
Time9/4/19 13:08
Quant open3
Worst price1.79339
Drawdown as % of equity-0.17%
$85
9/3/19 10:32 USD/CAD USD/CAD SHORT 3 1.33542 9/4 1:48 1.33281 0.07%
Trade id #125196773
Max drawdown($8)
Time9/3/19 10:34
Quant open3
Worst price1.33582
Drawdown as % of equity-0.07%
$59
8/30/19 13:05 EUR/USD EUR/USD LONG 6 1.09649 9/3 10:20 1.09698 1.81%
Trade id #125163521
Max drawdown($234)
Time9/3/19 6:33
Quant open6
Worst price1.09259
Drawdown as % of equity-1.81%
$29
9/2/19 21:14 AUD/USD AUD/USD LONG 3 0.67006 9/3 2:06 0.67182 0.31%
Trade id #125187468
Max drawdown($39)
Time9/2/19 23:36
Quant open3
Worst price0.66875
Drawdown as % of equity-0.31%
$53
9/2/19 10:43 GBP/AUD GBP/AUD SHORT 3 1.79282 9/3 2:06 1.78915 1.09%
Trade id #125181975
Max drawdown($140)
Time9/2/19 22:13
Quant open3
Worst price1.79979
Drawdown as % of equity-1.09%
$74
9/2/19 4:08 GBP/USD GBP/USD LONG 3 1.21200 9/3 1:47 1.20208 2.3%
Trade id #125179555
Max drawdown($296)
Time9/3/19 1:41
Quant open3
Worst price1.20211
Drawdown as % of equity-2.30%
($298)
9/2/19 10:42 GBP/NZD GBP/NZD SHORT 3 1.90906 9/2 22:47 1.91884 1.41%
Trade id #125181955
Max drawdown($179)
Time9/2/19 22:47
Quant open3
Worst price1.91854
Drawdown as % of equity-1.41%
($184)
8/29/19 13:38 GBP/JPY GBP/JPY SHORT 3 129.946 8/30 13:19 129.282 0.08%
Trade id #125146568
Max drawdown($10)
Time8/29/19 13:40
Quant open3
Worst price129.982
Drawdown as % of equity-0.08%
$187
8/29/19 13:37 GBP/CAD GBP/CAD SHORT 3 1.62108 8/30 10:54 1.62074 0.52%
Trade id #125146551
Max drawdown($70)
Time8/30/19 0:00
Quant open3
Worst price1.62421
Drawdown as % of equity-0.52%
$8
8/27/19 12:57 CHF/JPY CHF/JPY LONG 3 107.806 8/29 13:38 107.985 0.48%
Trade id #125106671
Max drawdown($65)
Time8/28/19 0:00
Quant open3
Worst price107.576
Drawdown as % of equity-0.48%
$50
8/27/19 12:54 EUR/AUD EUR/AUD SHORT 3 1.64304 8/29 2:36 1.64993 1.03%
Trade id #125106580
Max drawdown($138)
Time8/29/19 2:36
Quant open3
Worst price1.64988
Drawdown as % of equity-1.03%
($139)
8/28/19 3:50 EUR/USD EUR/USD LONG 3 1.10932 8/28 9:02 1.10753 0.34%
Trade id #125116411
Max drawdown($46)
Time8/28/19 9:02
Quant open3
Worst price1.10779
Drawdown as % of equity-0.34%
($54)
8/27/19 3:37 EUR/JPY EUR/JPY SHORT 3 117.399 8/27 12:45 117.287 0.79%
Trade id #125097441
Max drawdown($102)
Time8/27/19 5:03
Quant open3
Worst price117.762
Drawdown as % of equity-0.79%
$32
8/26/19 11:59 USD/CNH USD/CNH SHORT 3 7.16993 8/27 12:45 7.16368 0.34%
Trade id #125088251
Max drawdown($45)
Time8/27/19 0:00
Quant open3
Worst price7.18070
Drawdown as % of equity-0.34%
$26
8/27/19 4:16 GBP/JPY GBP/JPY LONG 3 129.574 8/27 12:45 129.999 0.23%
Trade id #125097661
Max drawdown($29)
Time8/27/19 5:30
Quant open3
Worst price129.470
Drawdown as % of equity-0.23%
$121
8/27/19 4:19 GBP/NZD GBP/NZD LONG 3 1.92234 8/27 12:45 1.93274 0.28%
Trade id #125097676
Max drawdown($36)
Time8/27/19 5:39
Quant open3
Worst price1.92041
Drawdown as % of equity-0.28%
$198
8/26/19 12:54 GBP/CHF GBP/CHF LONG 3 1.19800 8/27 4:16 1.20016 0.84%
Trade id #125089124
Max drawdown($110)
Time8/26/19 23:54
Quant open3
Worst price1.19440
Drawdown as % of equity-0.84%
$66
8/26/19 11:16 GBP/NZD GBP/NZD SHORT 3 1.91181 8/27 4:15 1.92194 1.81%
Trade id #125087178
Max drawdown($236)
Time8/27/19 3:22
Quant open3
Worst price1.92416
Drawdown as % of equity-1.81%
($194)

Statistics

  • Strategy began
    7/31/2019
  • Suggested Minimum Cap
    $15,000
  • Strategy Age (days)
    52.11
  • Age
    52 days ago
  • What it trades
    Forex
  • # Trades
    100
  • # Profitable
    72
  • % Profitable
    72.00%
  • Avg trade duration
    19.5 hours
  • Max peak-to-valley drawdown
    18.54%
  • drawdown period
    Aug 07, 2019 - Aug 11, 2019
  • Cumul. Return
    31.9%
  • Avg win
    $132.43
  • Avg loss
    $219.46
  • Model Account Values (Raw)
  • Cash
    $13,624
  • Margin Used
    $1,171
  • Buying Power
    $12,218
  • Ratios
  • W:L ratio
    1.55:1
  • Sharpe Ratio
    3.32
  • Sortino Ratio
    5.41
  • Calmar Ratio
    61.284
  • CORRELATION STATISTICS
  • Correlation to SP500
    -0.05770
  • Return Statistics
  • Ann Return (w trading costs)
    514.9%
  • Ann Return (Compnd, No Fees)
    643.4%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    28.50%
  • Chance of 20% account loss
    1.00%
  • Chance of 30% account loss
    n/a
  • Chance of 40% account loss
    n/a
  • Chance of 50% account loss
    n/a
  • Popularity
  • Popularity (Today)
    797
  • Popularity (Last 6 weeks)
    974
  • C2 Score
    805
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Win
    $132
  • Avg Loss
    $219
  • # Winners
    72
  • # Losers
    28
  • % Winners
    72.0%
  • Frequency
  • Avg Position Time (mins)
    1170.17
  • Avg Position Time (hrs)
    19.50
  • Avg Trade Length
    0.8 days
  • Last Trade Ago
    1
  • Leverage
  • Daily leverage (average)
    12.37
  • Daily leverage (max)
    34.63
  • Regression
  • Alpha
    0.56
  • Beta
    -0.16
  • Treynor Index
    -3.50
  • Maximum Adverse Excursion (MAE)
  • Avg(MAE) / Avg(PL) - All trades
    3.738
  • Avg(MAE) / Avg(PL) - Winning trades
    0.596
  • Avg(MAE) / Avg(PL) - Losing trades
    -1.125
  • Hold-and-Hope Ratio
    0.269
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to linear regression on benchmark
  • a (intercept, estimate of alpha)
    2.01900

Strategy Description

Summary Statistics

Strategy began
2019-07-31
Suggested Minimum Capital
$15,000
# Trades
100
# Profitable
72
% Profitable
72.0%
Correlation S&P500
-0.058
Sharpe Ratio
3.32
Sortino Ratio
5.41
Beta
-0.16
Alpha
0.56
Leverage
12.37 Average
34.63 Maximum
Summary
Higher leverage = greater risk.

More information about leverage

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 notional 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.

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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.