Collective2 Collective2

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.

You already have a live, full-featured subscription to this strategy.

Okay, no problem

Reach out to us when you are ready. You can schedule your free training session at any time by clicking the button.

Remember, this training is free, low pressure, and (we hope!) fun.

Got it

Later

You can find it here.

Got it

Video Saved for Later

You can watch this video later. Just click this button at the top of the screen whenever you're ready to watch it.

Got it

Marathon Trading

By MarathonTrading

Forex · Started Oct 2010

hypothetical · Annual Return (Compounded)
40.9%
Max Drawdown
7.4%
Trades
165
Win Trades
55.2%
Profit Factor
1.70
Win Months
5.7%

About this strategy

This system uses market orders and is suited for autotrading.
Minimum capital to trade this system is $10,000.

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2010-0.15.519.325.8
201112.16.45.3-5.31.24.10.8-4.33.6-0.3-1.90.723.3
20120.9-3.00.00.00.00.00.00.00.00.00.00.0-2.1
20130.00.00.00.00.00.00.00.00.00.00.00.00.0
20140.00.00.00.00.00.00.00.0-0.00.00.00.0-0.0
20150.00.00.00.00.00.00.00.00.00.00.00.00.0
20160.00.00.00.00.00.00.00.00.00.00.00.00.0
20170.00.00.00.00.00.00.00.00.00.00.00.00.0
20180.00.00.00.00.00.00.00.00.00.00.00.00.0
20190.00.00.00.00.00.00.00.00.00.00.00.00.0
20200.00.00.00.00.00.00.00.00.00.00.00.00.0
20210.00.00.00.00.00.00.00.00.00.00.00.00.0
20220.00.00.00.00.00.00.00.00.00.00.00.00.0
20230.00.00.00.00.00.00.00.00.00.00.00.00.0
20240.00.00.00.00.00.00.00.00.00.00.00.00.0
20250.00.00.00.00.00.00.00.00.00.00.00.00.0
20260.00.00.00.00.00.00.00.00.00.0

Statistics

Overview

Strategy began10/5/2010
Suggested Minimum Capital$50,000
Age194 months
What it tradesForex
# Trades165
# Profitable91
% Profitable55.2%
Avg trade duration12.6 hours
Max peak-to-valley drawdown7.4%
drawdown periodJuly 19, 2011 - Sept 18, 2011
Annual return (compounded)3.0%
Avg win$820
Avg loss$594

Ratios

W:L ratio1.70
Sharpe Ratio0.17
Sortino Ratio0.37
Calmar Ratio0.37

CORRELATION STATISTICS

Correlation to SP5000.02
Return Percent SP500 (cumu) during strategy life557.7%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)14.4%

Return Statistics

Ann Return (w trading costs)40.9%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)3.0%

Slump

Current Slump as Pcnt Equity8.1%
Current Slump, time of slump as pcnt of strategy life0.9%

Instruments

Percent Trades Forex1.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Percent Trades Stocks0.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%
Chance of 100% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated1.2%

Trading Style

Any stock shorts? 0/10

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$594
Avg Win$820
# Winners91
Sum Trade PL (losers)$43,970
Sum Trade PL (winners)$74,589
Num Months Winners11
# Losers74
% Winners55.2%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table192

Frequency

Avg Position Time (mins)757.05
Avg Position Time (hrs)12.62
Avg Trade Length0.50
Last Trade Ago5320

Regression

Alpha0
Beta0
Treynor Index0.48

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01
MAE:Equity, 95th Percentile Value for this strat0.01
MAE:Equity, average, losing trades0.01
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0.01
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades18.44
MAE:PL (avg, all trades)0.85
MAE:PL (avg, losing trades)—
MAE:PL - Losing Trades - this strat Percentile of All Strats17.11
MAE:PL - Winning Trades - this strat Percentile of All Strats60.80
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.52
Avg(MAE) / Avg(PL) - Losing trades-1.09
Hold-and-Hope Ratio0.05

RATIO STATISTICS

a (intercept, estimate of alpha)0.02
VAR (95 Confidence Intrvl)0.03

DRAW DOWN STATISTICS

Max Equity Drawdown (num days)61
Last 4 Months - Pcnt Negative0.0%

Trading record

Placed 298 trades in real-life brokerage accounts.

SymbolSideQtyOpenedClosedP/L
EUR/USD short180Feb 21, 2012Feb 21, 2012($313)
EUR/USD long180Feb 21, 2012Feb 21, 2012($976)
EUR/USD long160Feb 15, 2012Feb 15, 2012($1,168)
EUR/USD short200Feb 14, 2012Feb 14, 2012$264
EUR/USD long200Feb 14, 2012Feb 14, 2012$202
EUR/USD long280Feb 7, 2012Feb 8, 2012$1,553
EUR/USD short150Feb 6, 2012Feb 6, 2012($764)
EUR/USD long70Feb 3, 2012Feb 3, 2012($892)
EUR/USD long250Jan 25, 2012Jan 25, 2012($1,057)
EUR/USD long250Jan 24, 2012Jan 24, 2012$0
EUR/USD short250Jan 18, 2012Jan 18, 2012($865)
EUR/USD long250Jan 12, 2012Jan 12, 2012$418
EUR/USD short250Jan 11, 2012Jan 11, 2012$58
EUR/USD short250Jan 5, 2012Jan 5, 2012$1,333
EUR/USD short250Jan 4, 2012Jan 4, 2012$1,993
EUR/USD short100Jan 1, 2012Jan 3, 2012($834)
EUR/USD long250Dec 16, 2011Dec 16, 2011$108
EUR/USD short250Dec 14, 2011Dec 14, 2011$1,342
EUR/USD long250Dec 14, 2011Dec 14, 2011$105
EUR/USD short250Dec 8, 2011Dec 8, 2011$188
GBP/USD long250Dec 8, 2011Dec 8, 2011($940)
EUR/USD short350Nov 24, 2011Nov 24, 2011($1,242)
EUR/USD long350Nov 24, 2011Nov 24, 2011($32)
EUR/USD long30Nov 22, 2011Nov 22, 2011($22)
EUR/USD short60Nov 9, 2011Nov 17, 2011$59
USD/CAD long120Oct 25, 2011Oct 26, 2011($788)
GBP/JPY short40Oct 17, 2011Oct 20, 2011($0)
EUR/USD short60Oct 17, 2011Oct 19, 2011($392)
AUD/USD short50Oct 18, 2011Oct 18, 2011($376)
EUR/USD short50Oct 17, 2011Oct 17, 2011($8)

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.