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Featured Strategy QUANT AI Gold and Silver +33.1% Cumul. Return since Sep 23, 2025 Hypothetical

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ForexPipsnTips
(19361934)

Created by: MunawarAli MunawarAli
Started: 04/2006
Forex
Last trade: 293 days ago

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 $175.00 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.

-
Annual Return (Compounded)

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 marked-to-market equity calculations.

All results are hypothetical.

(100.0%)
Max Drawdown
3
Num Trades
33.3%
Win Trades
0.0 : 1
Profit Factor
29.6%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2006                     +14.8%+9.4%(4.4%)+0.2%+5.1%(6.4%)+2.8%+16.3%+0.3%+42.1%
2007(6.1%)+6.1%+4.0%+7.2%(4.5%)+3.4%+4.6%(0.8%)+12.1%+5.0%+1.3%(4.6%)+29.5%
2008+4.8%+4.5%+9.2%(4.2%)+0.4%+3.9%(3.2%)(22.4%)(11.6%)(39.9%)(11.2%)+39.4%(41%)
2009(26.9%)(15.1%)+27.8%+3.9%+45.9%(1.8%)+7.7%(1.2%)+3.9%+4.8%+5.8%(15%)+23.2%
2010(11.7%)(15.2%)(1.2%)(6.3%)(40.3%)+6.3%+52.2%(16.7%)+43.4%+12.5%(29.4%)+9.6%(30.4%)
2011+16.9%+6.3%+6.5%+14.8%(6.5%)(1%)+1.1%(0.6%)(21.2%)+0.8%(10.1%)(12.7%)(12.1%)
2012+8.1%+9.0%+0.9%(4.9%)(32%)+15.9%(20%)+23.0%+16.3%+2.6%(2.9%)+12.1%+14.0%
2013+2.0%(15.4%)(8.9%)+7.7%(6.5%)+3.3%+11.5%+0.7%+19.2%(0.7%)+1.4%+8.6%+19.6%
2014(8.7%)+11.7%(2.6%)+5.1%(7.4%)+4.5%(10.1%)(11%)(18.3%)(10.8%)(12.1%)(13.1%)(54.9%)
2015(61.3%)+0.2%(94.4%)+1383.9%(29.2%)+48.0%(17.4%)+27.8%(18.3%)(17.4%)(136%)(224%)(89.3%)
2016(200.6%)(18.7%)(266.7%)+49.2%(57.9%)(207.3%)(4%)(3%)(13.8%)(146.4%)(47.4%)(48.5%)(864.6%)
2017(34%)(34.1%)(16.7%)(36.1%)(46.7%)(27.6%)(174%)+44.2%(19.4%)(79.9%)+441.7%+19.3%(135.9%)
2018+142.1%(10.6%)(0.1%)(27.7%)(92.6%)+115.4%(54.2%)(134.4%)(75.3%)(251.7%)(257.2%)(10.3%)(177.8%)
2019(53.7%)(54.4%)(57.8%)(0.5%)(10.4%)(10.3%)(42.4%)(65.1%)(4.8%)(44%)(28.8%)(28.5%)(42.6%)
2020(8.7%)(38.3%)(0.1%)(35.9%)(19.3%)(15.1%)(72%)(198.9%)(161.1%)(53.9%)(215.2%)+124.7%(194.4%)
2021(0.6%)+1.6%(63.6%)+120.3%+69.1%(51.7%)(18.5%)(45.6%)(185%)(5.9%)(309.9%)(21%)(216.5%)
2022(8.5%)(19%)(62.2%)(40.9%)(11.3%)(36.5%)(9.9%)(20.5%)(14.9%)(9.3%)(24.4%)(16%)(167.4%)
2023(16.1%)(35.3%)(23%)(17.4%)(32.2%)(19.3%)(11.9%)(30.5%)(23.4%)(2.9%)(28%)(12.3%)-
2024(17.5%)(2.9%)(4.9%)(10.2%)(14.3%)(14.2%)(14.8%)(20.4%)(18.2%)(56.5%)(24%)(12.7%)(65.9%)
2025(6.9%)(3.6%)(29%)(46.9%)(3.4%)(63.6%)(110.6%)(15.1%)  -    -    -    -  -
2026  -    -    -    -    -    -                                      0.0

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

Download CSV
Long
Short
Both
Win
Loss
Both
Show More details Show Fewer details
Opened Date/TimeSymbolDescriptionSideQuantAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
4/6/06 8:57 EUR/USD EUR/USD LONG 300 1.24500 8/21/25 10:27 1.16201 9.66%
Trade id #19470801
Max drawdown($8,742)
Time9/28/22 0:00
Quant open30
Worst price0.95358
Drawdown as % of equity9.66%
 ($24,897.00)
4/6/06 8:58 GBP/USD GBP/USD LONG 100 1.74630 8/21/25 10:27 1.34343 7.85%
Trade id #19470815
Max drawdown($7,106)
Time9/26/22 0:00
Quant open10
Worst price1.03565
Drawdown as % of equity7.85%
 ($40,287.00)
4/3/06 7:00 EUR/USD EUR/USD LONG 20 1.20610 4/5 5:37 1.22460 0.01%
Trade id #19408778
Max drawdown($10)
Time4/3/06 8:29
Quant open2
Worst price1.20560
Drawdown as % of equity-0.01%
 $370.00

Statistics

  • Strategy began
    4/1/2006
  • Suggested Minimum Cap
    $100,000
  • Strategy Age (days)
    7371.37
  • Age
    246 months ago
  • What it trades
    Forex
  • # Trades
    3
  • # Profitable
    1
  • % Profitable
    33.30%
  • Avg trade duration
    4700.8 days
  • Max peak-to-valley drawdown
    100%
  • drawdown period
    Oct 24, 2020 - Sept 24, 2022
  • Annual Return (Compounded)
    0.0%
  • Avg win
    $370.00
  • Avg loss
    $32,592
  • Model Account Values (Raw)
  • Cash
    $35,186
  • Margin Used
    $0
  • Buying Power
    $35,186
  • Ratios
  • W:L ratio
    0.01:1
  • Sharpe Ratio
    -0.13
  • Sortino Ratio
    -0.17
  • Calmar Ratio
    -0.193
  • CORRELATION STATISTICS
  • Return of Strat Pcnt - Return of SP500 Pcnt (cumu)
    -584.17%
  • Correlation to SP500
    0.14750
  • Return Percent SP500 (cumu) during strategy life
    461.23%
  • Return Statistics
  • Ann Return (w trading costs)
    n/a
  • Slump
  • Current Slump as Pcnt Equity
    n/a
  • Instruments
  • Percent Trades Futures
    n/a
  • Slump
  • Current Slump, time of slump as pcnt of strategy life
    0.89%
  • Return Statistics
  • Return Pcnt Since TOS Status
    n/a
  • Return Pcnt (Compound or Annual, age-based, NFA compliant)
    n/a
  • Instruments
  • Percent Trades Options
    n/a
  • Percent Trades Stocks
    n/a
  • Percent Trades Forex
    1.00%
  • Return Statistics
  • Ann Return (Compnd, No Fees)
    -5.0%
  • 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 60% account loss (Monte Carlo)
    100.00%
  • Chance of 70% account loss (Monte Carlo)
    100.00%
  • Chance of 80% account loss (Monte Carlo)
    100.00%
  • Chance of 90% account loss (Monte Carlo)
    100.00%
  • Chance of 100% account loss (Monte Carlo)
    100.00%
  • Automation
  • Percentage Signals Automated
    25.00%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trading Style
  • Any stock shorts? 0/1
    0
  • Popularity
  • Popularity (7 days, Percentile 1000 scale)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    -
  • TOS percent
    n/a
  • Win / Loss
  • Avg Loss
    $32,592
  • Avg Win
    $370
  • Sum Trade PL (losers)
    $65,184.000
  • Age
  • Num Months filled monthly returns table
    116
  • Win / Loss
  • Sum Trade PL (winners)
    $370.000
  • # Winners
    1
  • Num Months Winners
    62
  • Dividends
  • Dividends Received in Model Acct
    0
  • Win / Loss
  • # Losers
    2
  • % Winners
    33.3%
  • Frequency
  • Avg Position Time (mins)
    6769190.00
  • Avg Position Time (hrs)
    112820.00
  • Avg Trade Length
    4700.8 days
  • Last Trade Ago
    289
  • Regression
  • Alpha
    0.00
  • Beta
    0.68
  • Treynor Index
    0.00
  • Maximum Adverse Excursion (MAE)
  • MAE:Equity, average, all trades
    0.00
  • MAE:PL - Winning Trades - this strat Percentile of All Strats
    0.54
  • MAE:PL - worst single value for strategy
    -
  • MAE:PL - Losing Trades - this strat Percentile of All Strats
    5.11
  • MAE:PL (avg, winning trades)
    -
  • MAE:PL (avg, losing trades)
    -
  • MAE:PL (avg, all trades)
    -0.17
  • MAE:Equity, average, winning trades
    0.00
  • MAE:Equity, average, losing trades
    0.00
  • Avg(MAE) / Avg(PL) - All trades
    -0.245
  • 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 strat
    0.00
  • Avg(MAE) / Avg(PL) - Winning trades
    0.027
  • Avg(MAE) / Avg(PL) - Losing trades
    -0.243
  • Hold-and-Hope Ratio
    -4.087
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    2452.52000
  • SD
    6522.70000
  • Sharpe ratio (Glass type estimate)
    0.37600
  • Sharpe ratio (Hedges UMVUE)
    0.37263
  • df
    84.00000
  • t
    1.00070
  • p
    0.15992
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.36372
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.11350
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.36595
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.11121
  • Statistics related to Sortino ratio
  • Sortino ratio
    3013.21000
  • Upside Potential Ratio
    3014.96000
  • Upside part of mean
    2453.95000
  • Downside part of mean
    -1.42554
  • Upside SD
    6522.75000
  • Downside SD
    0.81392
  • N nonnegative terms
    40.00000
  • N negative terms
    45.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    85.00000
  • Mean of predictor
    0.17392
  • Mean of criterion
    2452.52000
  • SD of predictor
    0.23472
  • SD of criterion
    6522.70000
  • Covariance
    106.17100
  • r
    0.06935
  • b (slope, estimate of beta)
    1927.18000
  • a (intercept, estimate of alpha)
    2117.35000
  • Mean Square Error
    42851100.00000
  • DF error
    83.00000
  • t(b)
    0.63332
  • p(b)
    0.26413
  • t(a)
    0.84159
  • p(a)
    0.20122
  • Lowerbound of 95% confidence interval for beta
    -4125.20000
  • Upperbound of 95% confidence interval for beta
    7979.56000
  • Lowerbound of 95% confidence interval for alpha
    -2886.64000
  • Upperbound of 95% confidence interval for alpha
    7121.34000
  • Treynor index (mean / b)
    1.27260
  • Jensen alpha (a)
    2117.35000
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -1.68219
  • SD
    6.80948
  • Sharpe ratio (Glass type estimate)
    -0.24704
  • Sharpe ratio (Hedges UMVUE)
    -0.24482
  • df
    84.00000
  • t
    -0.65748
  • p
    0.74366
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.98369
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.49105
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.98218
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.49253
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.30110
  • Upside Potential Ratio
    0.47991
  • Upside part of mean
    2.68118
  • Downside part of mean
    -4.36337
  • Upside SD
    3.85312
  • Downside SD
    5.58684
  • N nonnegative terms
    40.00000
  • N negative terms
    45.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    85.00000
  • Mean of predictor
    0.14670
  • Mean of criterion
    -1.68219
  • SD of predictor
    0.22862
  • SD of criterion
    6.80948
  • Covariance
    0.18677
  • r
    0.11997
  • b (slope, estimate of beta)
    3.57347
  • a (intercept, estimate of alpha)
    -2.20641
  • Mean Square Error
    46.25230
  • DF error
    83.00000
  • t(b)
    1.10095
  • p(b)
    0.13705
  • t(a)
    -0.84884
  • p(a)
    0.80080
  • Lowerbound of 95% confidence interval for beta
    -2.88229
  • Upperbound of 95% confidence interval for beta
    10.02920
  • Lowerbound of 95% confidence interval for alpha
    -7.37635
  • Upperbound of 95% confidence interval for alpha
    2.96353
  • Treynor index (mean / b)
    -0.47074
  • Jensen alpha (a)
    -2.20641
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.96573
  • Expected Shortfall on VaR
    0.98167
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.28436
  • Expected Shortfall on VaR
    0.54214
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    85.00000
  • Minimum
    0.00002
  • Quartile 1
    0.83275
  • Median
    0.98428
  • Quartile 3
    1.11184
  • Maximum
    17361.00000
  • Mean of quarter 1
    0.61531
  • Mean of quarter 2
    0.92273
  • Mean of quarter 3
    1.04139
  • Mean of quarter 4
    828.67900
  • Inter Quartile Range
    0.27909
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.03529
  • Mean of outliers low
    0.10300
  • Number of outliers high
    5.00000
  • Percentage of outliers high
    0.05882
  • Mean of outliers high
    3476.43000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.30449
  • VaR(95%) (moments method)
    0.41098
  • Expected Shortfall (moments method)
    0.68799
  • Extreme Value Index (regression method)
    -1.18951
  • VaR(95%) (regression method)
    0.44009
  • Expected Shortfall (regression method)
    0.46491
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    6.00000
  • Minimum
    0.03222
  • Quartile 1
    0.04072
  • Median
    0.06947
  • Quartile 3
    0.23558
  • Maximum
    1.00000
  • Mean of quarter 1
    0.03542
  • Mean of quarter 2
    0.04704
  • Mean of quarter 3
    0.09190
  • Mean of quarter 4
    0.64174
  • Inter Quartile Range
    0.19486
  • 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
    1.00000
  • 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)
    -0.14118
  • Compounded annual return (geometric extrapolation)
    -0.81403
  • Calmar ratio (compounded annual return / max draw down)
    -0.81404
  • Compounded annual return / average of 25% largest draw downs
    -1.26848
  • Compounded annual return / Expected Shortfall lognormal
    -0.82924
  • 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
    6400.75000
  • SD
    12406.70000
  • Sharpe ratio (Glass type estimate)
    0.51591
  • Sharpe ratio (Hedges UMVUE)
    0.51570
  • df
    1867.00000
  • t
    1.37756
  • p
    0.47972
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.21837
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.25005
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.21851
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.24991
  • Statistics related to Sortino ratio
  • Sortino ratio
    3876.29000
  • Upside Potential Ratio
    3881.37000
  • Upside part of mean
    6409.14000
  • Downside part of mean
    -8.39028
  • Upside SD
    12409.70000
  • Downside SD
    1.65126
  • N nonnegative terms
    953.00000
  • N negative terms
    915.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1868.00000
  • Mean of predictor
    0.36348
  • Mean of criterion
    6400.75000
  • SD of predictor
    0.55570
  • SD of criterion
    12406.70000
  • Covariance
    476.19400
  • r
    0.06907
  • b (slope, estimate of beta)
    1542.10000
  • a (intercept, estimate of alpha)
    5840.22000
  • Mean Square Error
    153274000.00000
  • DF error
    1866.00000
  • t(b)
    2.99079
  • p(b)
    0.46547
  • t(a)
    1.25857
  • p(a)
    0.48544
  • Lowerbound of 95% confidence interval for beta
    530.85200
  • Upperbound of 95% confidence interval for beta
    2553.34000
  • Lowerbound of 95% confidence interval for alpha
    -3260.62000
  • Upperbound of 95% confidence interval for alpha
    14941.10000
  • Treynor index (mean / b)
    4.15068
  • Jensen alpha (a)
    5840.22000
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.21411
  • SD
    12.48190
  • Sharpe ratio (Glass type estimate)
    -0.01715
  • Sharpe ratio (Hedges UMVUE)
    -0.01715
  • df
    1867.00000
  • t
    -0.04580
  • p
    0.50067
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -0.75118
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.71687
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -0.75117
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.71688
  • Statistics related to Sortino ratio
  • Sortino ratio
    -0.02378
  • Upside Potential Ratio
    1.97624
  • Upside part of mean
    17.79170
  • Downside part of mean
    -18.00580
  • Upside SD
    8.64081
  • Downside SD
    9.00279
  • N nonnegative terms
    953.00000
  • N negative terms
    915.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    1868.00000
  • Mean of predictor
    0.21036
  • Mean of criterion
    -0.21411
  • SD of predictor
    0.55374
  • SD of criterion
    12.48190
  • Covariance
    1.27180
  • r
    0.18401
  • b (slope, estimate of beta)
    4.14774
  • a (intercept, estimate of alpha)
    -1.08663
  • Mean Square Error
    150.60300
  • DF error
    1866.00000
  • t(b)
    8.08670
  • p(b)
    0.40800
  • t(a)
    -0.23636
  • p(a)
    0.50274
  • Lowerbound of 95% confidence interval for beta
    3.14181
  • Upperbound of 95% confidence interval for beta
    5.15368
  • Lowerbound of 95% confidence interval for alpha
    -10.10290
  • Upperbound of 95% confidence interval for alpha
    7.92967
  • Treynor index (mean / b)
    -0.05162
  • Jensen alpha (a)
    -1.08663
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.71895
  • Expected Shortfall on VaR
    0.78891
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.07031
  • Expected Shortfall on VaR
    0.15879
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    1868.00000
  • Minimum
    0.00007
  • Quartile 1
    0.97635
  • Median
    1.00000
  • Quartile 3
    1.02272
  • Maximum
    32499.00000
  • Mean of quarter 1
    0.88190
  • Mean of quarter 2
    0.99001
  • Mean of quarter 3
    1.00979
  • Mean of quarter 4
    98.83970
  • Inter Quartile Range
    0.04637
  • Number outliers low
    151.00000
  • Percentage of outliers low
    0.08084
  • Mean of outliers low
    0.73387
  • Number of outliers high
    155.00000
  • Percentage of outliers high
    0.08298
  • Mean of outliers high
    295.68700
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.78757
  • VaR(95%) (moments method)
    0.10997
  • Expected Shortfall (moments method)
    0.55537
  • Extreme Value Index (regression method)
    0.21488
  • VaR(95%) (regression method)
    0.08487
  • Expected Shortfall (regression method)
    0.14213
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    23.00000
  • Minimum
    0.00049
  • Quartile 1
    0.00492
  • Median
    0.05982
  • Quartile 3
    0.09243
  • Maximum
    1.00000
  • Mean of quarter 1
    0.00276
  • Mean of quarter 2
    0.03064
  • Mean of quarter 3
    0.07371
  • Mean of quarter 4
    0.32966
  • Inter Quartile Range
    0.08750
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    2.00000
  • Percentage of outliers high
    0.08696
  • Mean of outliers high
    0.69009
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.50266
  • VaR(95%) (moments method)
    0.31463
  • Expected Shortfall (moments method)
    0.74369
  • Extreme Value Index (regression method)
    1.03094
  • VaR(95%) (regression method)
    0.43097
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    -0.10978
  • Compounded annual return (geometric extrapolation)
    -0.19274
  • Calmar ratio (compounded annual return / max draw down)
    -0.19274
  • Compounded annual return / average of 25% largest draw downs
    -0.58467
  • Compounded annual return / Expected Shortfall lognormal
    -0.24431
  • 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
  • Mean
    80890.00000
  • SD
    46480.00000
  • Sharpe ratio (Glass type estimate)
    1.74032
  • Sharpe ratio (Hedges UMVUE)
    1.73026
  • df
    130.00000
  • t
    1.23059
  • p
    0.44635
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.04282
  • Upperbound of 95% confidence interval for Sharpe Ratio
    4.51692
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.04952
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    4.51003
  • Statistics related to Sortino ratio
  • Sortino ratio
    19564.00000
  • Upside Potential Ratio
    19571.10000
  • Upside part of mean
    80919.10000
  • Downside part of mean
    -29.15200
  • Upside SD
    46571.20000
  • Downside SD
    4.13462
  • N nonnegative terms
    70.00000
  • N negative terms
    61.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    1.87141
  • Mean of criterion
    80890.00000
  • SD of predictor
    0.70307
  • SD of criterion
    46480.00000
  • Covariance
    6392.01000
  • r
    0.19560
  • b (slope, estimate of beta)
    12931.40000
  • a (intercept, estimate of alpha)
    56689.90000
  • Mean Square Error
    2093840000.00000
  • DF error
    129.00000
  • t(b)
    2.26539
  • p(b)
    0.37627
  • t(a)
    0.86433
  • p(a)
    0.45174
  • Lowerbound of 95% confidence interval for beta
    1637.48000
  • Upperbound of 95% confidence interval for beta
    24225.40000
  • Lowerbound of 95% confidence interval for alpha
    -73077.70000
  • Upperbound of 95% confidence interval for alpha
    186458.00000
  • Treynor index (mean / b)
    6.25530
  • Jensen alpha (a)
    56689.90000
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.26693
  • SD
    38.20650
  • Sharpe ratio (Glass type estimate)
    0.00699
  • Sharpe ratio (Hedges UMVUE)
    0.00695
  • df
    130.00000
  • t
    0.00494
  • p
    0.49978
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -2.76482
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.77879
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -2.76486
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.77875
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.00964
  • Upside Potential Ratio
    4.03967
  • Upside part of mean
    111.86700
  • Downside part of mean
    -111.60000
  • Upside SD
    26.11020
  • Downside SD
    27.69210
  • N nonnegative terms
    70.00000
  • N negative terms
    61.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    131.00000
  • Mean of predictor
    1.62443
  • Mean of criterion
    0.26693
  • SD of predictor
    0.69589
  • SD of criterion
    38.20650
  • Covariance
    12.47400
  • r
    0.46917
  • b (slope, estimate of beta)
    25.75900
  • a (intercept, estimate of alpha)
    -41.57670
  • Mean Square Error
    1147.24000
  • DF error
    129.00000
  • t(b)
    6.03409
  • p(b)
    0.21267
  • t(a)
    -0.85902
  • p(a)
    0.54797
  • VAR (95 Confidence Intrvl)
    0.71900
  • Lowerbound of 95% confidence interval for beta
    17.31280
  • Upperbound of 95% confidence interval for beta
    34.20510
  • Lowerbound of 95% confidence interval for alpha
    -137.33800
  • Upperbound of 95% confidence interval for alpha
    54.18420
  • Treynor index (mean / b)
    0.01036
  • Jensen alpha (a)
    -41.57670
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.97938
  • Expected Shortfall on VaR
    0.98995
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.24208
  • Expected Shortfall on VaR
    0.50357
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    131.00000
  • Minimum
    0.00007
  • Quartile 1
    0.91002
  • Median
    1.00000
  • Quartile 3
    1.09526
  • Maximum
    32499.00000
  • Mean of quarter 1
    0.59511
  • Mean of quarter 2
    0.96319
  • Mean of quarter 3
    1.03392
  • Mean of quarter 4
    1227.01000
  • Inter Quartile Range
    0.18525
  • Number outliers low
    12.00000
  • Percentage of outliers low
    0.09160
  • Mean of outliers low
    0.24626
  • Number of outliers high
    17.00000
  • Percentage of outliers high
    0.12977
  • Mean of outliers high
    2380.73000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.28267
  • VaR(95%) (moments method)
    0.31806
  • Expected Shortfall (moments method)
    0.56645
  • Extreme Value Index (regression method)
    -1.94015
  • VaR(95%) (regression method)
    0.34342
  • Expected Shortfall (regression method)
    0.35111
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    7.00000
  • Minimum
    0.02676
  • Quartile 1
    0.07821
  • Median
    0.24955
  • Quartile 3
    0.66728
  • Maximum
    0.99998
  • Mean of quarter 1
    0.02961
  • Mean of quarter 2
    0.18676
  • Mean of quarter 3
    0.33459
  • Mean of quarter 4
    0.99997
  • Inter Quartile Range
    0.58907
  • 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
  • Last 4 Months - Pcnt Negative
    0.75%
  • Expected Shortfall (regression method)
    0.00000
  • Strat Max DD how much worse than SP500 max DD during strat life?
    -363785000
  • Max Equity Drawdown (num days)
    700
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.28556
  • Compounded annual return (geometric extrapolation)
    0.30595
  • Calmar ratio (compounded annual return / max draw down)
    0.30595
  • Compounded annual return / average of 25% largest draw downs
    0.30596
  • Compounded annual return / Expected Shortfall lognormal
    0.30906

Strategy Description

Our "Forex PipsnTips" recommendation is based on real-time market watch, as a result trade signals may be triggered on short notice. E-mail notification is available to ensure that our reccomendation reaches you before the entry quote is hit. However we offer no guarantee for the timeliness of our signals, nor for the result thereof.

Recommended trades for 10 pips are normally posted once a day. The buy/sell signals we provide for all trades should be considered as valid ONLY if the entry quote is reached AFTER the time of our signal.

When a given trade is marked as -c- it means that it has been cancelled and a new signal may come to replace it on the same day. However, once the exact entry point is reached the trade will not be cancelled, it will either meet its target or trigger a stop loss.

The entry/exit points and the results of the daily trades are analyzed according to the Bid/Ask quotes of Oanda Corp. trading platform. Please be aware that actual quotes may differ from broker to broker. We are placing a test order on our Oanda platform for each signal we send out, with the exact same values as those displayed on our website. The result we post for each trade is the actual result of this test trade, so that there should be no doubts as to whether the entry or exit points were indeed hit. We are strongly advising our subscribers to check carefully with their brokers the difference in quotes and the spread each time they are using our signals.

Our signals do include the spread. This means that when we send out a SELL signal, we will sell exactly when the "bid" quote on Oanda displays the corresponding value and buy (SL or TP) only when the "ask" quote on Oanda reaches either our SL or TP level. That means that for each trade we win we are effectively making 11.5 pips (10 pips + 1.5 spread), while for every trade we lose we are effectively losing 13.5 pips (15 pips SL - 1.5 pips spread). Of course if you are using a wider spread these values should be modified accordingly.

Please be aware that sometimes the result of our signal may not be displayed immediately after the trade is closed. However we do our best to update it as soon as possible.

There is no specific timeframe when we are sending out the 10 pips signals, that is why we are offering e-mail notification to ensure that our subscribers get the signals on time.

Our monthly and yearly objective is to have a minimum of 70% win rate. Also keep in mind that this strategy cannot produce more than 200 pips per month, and that only in the case of a highly improbable 100% win rate.

Reports of our strategys results will be made available on a monthly and yearly basis.

Summary Statistics

Strategy began
2006-04-01
Suggested Minimum Capital
$100,000
# Trades
3
# Profitable
1
% Profitable
33.3%
Correlation S&P500
0.147
Sharpe Ratio
-0.13
Sortino Ratio
-0.17
Beta
0.68
Alpha
0.00

Latest Activity

subscribed on started simulation

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.