This system has earned TradesOwnStrategy (TOS) Certification.
This means that the manager of this system trades his own strategy
in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details
Certification process started
06/03/2021
Most recent certification approved
8/27/21 12:37 ET
Trades at broker
NinjaTrader Brokerage (CQG/Phillip Capital)
Scaling percentage used
100%
# trading signals issued by system since certification
862
# trading signals executed in manager's NinjaTrader Brokerage (CQG/Phillip Capital) account
815
Percent signals followed since 06/03/2021
94.5%
This information was last updated
9/17/21 16:44 ET
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account,
the trading results presented on this Web site must still be regarded as purely hypothetical results.
This is because (among other reasons) the system developer may not have traded all signals,
particularly those that occurred before 06/03/2021,
and the system developer's results may not match the system results presented here. In addition,
not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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
underor overcompensated 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.
You may be interested to learn more technical details about
how Collective2 calculates the hypothetical results you see on this web site.
Small Account Beta
(135588316)
This system has earned TradesOwnStrategy (TOS) Certification. This means that the manager of this system trades his own strategy in a reallife, funded brokerage account.
TradesOwnStrategy (TOS) Certification Details  

Certification process started  06/03/2021 
Most recent certification approved  8/27/21 12:37 ET 
Trades at broker  NinjaTrader Brokerage (CQG/Phillip Capital) 
Scaling percentage used  100% 
# trading signals issued by system since certification  862 
# trading signals executed in manager's NinjaTrader Brokerage (CQG/Phillip Capital) account  815 
Percent signals followed since 06/03/2021  94.5% 
This information was last updated  9/17/21 16:44 ET 
Warning: System trading results are still hypothetical.
Even though the system developer is currently trading his own system in a reallife brokerage account, the trading results presented on this Web site must still be regarded as purely hypothetical results. This is because (among other reasons) the system developer may not have traded all signals, particularly those that occurred before 06/03/2021, and the system developer's results may not match the system results presented here. In addition, not all subscribers have received the same trades or prices as the system manager has. For these reasons, and others, it is extremely important you remember the following:
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 underor overcompensated 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.
You may be interested to learn more technical details about how Collective2 calculates the hypothetical results you see on this web site.
Subscription terms. You can subscribe to this system for free.
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.
Short Term
Makes shortterm trades or bases analysis on shortterm market movements.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 markedtomarket equity calculations.
All results are hypothetical.
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2021  +13.6%  (7%)  +74.6%  +26.3%  +5.7%  +146.3% 
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.
Started  $7,500  
Buy Power  $21,292  
Cash  $21,292  
Equity  $0  
Cumulative $  $13,792  
Total System Equity  $21,292  
Margined  $0  
Open P/L  $0 
Trading Record
Statistics

Strategy began5/13/2021

Suggested Minimum Cap$25,000

Strategy Age (days)128.67

Age129 days ago

What it tradesFutures

# Trades653

# Profitable247

% Profitable37.80%

Avg trade duration3.9 hours

Max peaktovalley drawdown34.81%

drawdown periodAug 19, 2021  Aug 26, 2021

Cumul. Return146.2%

Avg win$315.38

Avg loss$157.90
 Model Account Values (Raw)

Cash$21,292

Margin Used$0

Buying Power$21,292
 Ratios

W:L ratio1.22:1

Sharpe Ratio2.83

Sortino Ratio5.98

Calmar Ratio77.592
 CORRELATION STATISTICS

Return of Strat Pcnt  Return of SP500 Pcnt (cumu)138.46%

Correlation to SP5000.00100

Return Percent SP500 (cumu) during strategy life7.79%
 Return Statistics

Ann Return (w trading costs)1116.3%
 Slump

Current Slump as Pcnt Equity9.10%
 Instruments

Percent Trades Futures1.00%
 Slump

Current Slump, time of slump as pcnt of strategy life0.23%
 Return Statistics

Return Pcnt Since TOS Status200.610%
 Instruments

Short Options  Percent Covered100.00%
 Return Statistics

Return Pcnt (Compound or Annual, agebased, NFA compliant)1.462%
 Instruments

Percent Trades Optionsn/a

Percent Trades Stocksn/a

Percent Trades Forexn/a
 Return Statistics

Ann Return (Compnd, No Fees)1792.0%
 Risk of Ruin (MonteCarlo)

Chance of 10% account loss59.50%

Chance of 20% account loss21.00%

Chance of 30% account loss8.50%

Chance of 40% account loss2.00%

Chance of 60% account loss (Monte Carlo)n/a

Chance of 70% account loss (Monte Carlo)n/a

Chance of 80% account loss (Monte Carlo)n/a

Chance of 90% account loss (Monte Carlo)n/a
 Automation

Percentage Signals Automated100.00%
 Risk of Ruin (MonteCarlo)

Chance of 50% account loss0.50%
 Popularity

Popularity (Today)904

Popularity (Last 6 weeks)985
 Trading Style

Any stock shorts? 0/10
 Popularity

C2 Score696

Popularity (7 days, Percentile 1000 scale)966
 Management

No Subs Allowed Flag (1: no subs)0

Strat abandoned?0
 TradesOwnSystem Certification

Trades Own System?Yes

TOS percent100%
 Win / Loss

Avg Loss$158

Avg Win$315

Sum Trade PL (losers)$64,106.000
 AUM

AUM (AutoTrader num accounts)4
 Age

Num Months filled monthly returns table5
 Win / Loss

Sum Trade PL (winners)$77,898.000

# Winners247

Num Months Winners4
 Dividends

Dividends Received in Model Acct0
 AUM

AUM (AutoTrader live capital)56319
 Win / Loss

# Losers406

% Winners37.8%
 Frequency

Avg Position Time (mins)234.73

Avg Position Time (hrs)3.91

Avg Trade Length0.2 days

Last Trade Ago1
 Leverage

Daily leverage (average)14.16

Daily leverage (max)34.44
 Regression

Alpha0.87

Beta0.01

Treynor Index87.06
 Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0.01

MAE:PL  worst single value for strategy

MAE:PL (avg, winning trades)

MAE:PL (avg, losing trades)

MAE:PL (avg, all trades)0.89

MAE:Equity, average, winning trades0.01

MAE:Equity, average, losing trades0.01

Avg(MAE) / Avg(PL)  All trades11.132

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 strat0.01

Avg(MAE) / Avg(PL)  Winning trades0.335

Avg(MAE) / Avg(PL)  Losing trades1.312

HoldandHope Ratio0.090
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean3.83902

SD1.64030

Sharpe ratio (Glass type estimate)2.34043

Sharpe ratio (Hedges UMVUE)1.69354

df3.00000

t1.35125

p0.13474

Lowerbound of 95% confidence interval for Sharpe Ratio1.63283

Upperbound of 95% confidence interval for Sharpe Ratio6.03685

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.96168

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.34876
 Statistics related to Sortino ratio

Sortino ratio73.73580

Upside Potential Ratio75.46780

Upside part of mean3.92920

Downside part of mean0.09018

Upside SD1.80095

Downside SD0.05206

N nonnegative terms3.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.22488

Mean of criterion3.83902

SD of predictor0.05179

SD of criterion1.64030

Covariance0.00343

r0.04033

b (slope, estimate of beta)1.27725

a (intercept, estimate of alpha)3.55179

Mean Square Error4.02933

DF error2.00000

t(b)0.05708

p(b)0.47984

t(a)0.58073

p(a)0.31007

Lowerbound of 95% confidence interval for beta94.99610

Upperbound of 95% confidence interval for beta97.55060

Lowerbound of 95% confidence interval for alpha22.76350

Upperbound of 95% confidence interval for alpha29.86700

Treynor index (mean / b)3.00569

Jensen alpha (a)3.55179
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean2.81368

SD1.12972

Sharpe ratio (Glass type estimate)2.49059

Sharpe ratio (Hedges UMVUE)1.80219

df3.00000

t1.43794

p0.12301

Lowerbound of 95% confidence interval for Sharpe Ratio1.54101

Upperbound of 95% confidence interval for Sharpe Ratio6.23754

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.88614

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation5.49052
 Statistics related to Sortino ratio

Sortino ratio53.35160

Upside Potential Ratio55.08360

Upside part of mean2.90502

Downside part of mean0.09135

Upside SD1.27050

Downside SD0.05274

N nonnegative terms3.00000

N negative terms1.00000
 Statistics related to linear regression on benchmark

N of observations4.00000

Mean of predictor0.22131

Mean of criterion2.81368

SD of predictor0.05096

SD of criterion1.12972

Covariance0.00244

r0.04238

b (slope, estimate of beta)0.93946

a (intercept, estimate of alpha)2.60576

Mean Square Error1.91098

DF error2.00000

t(b)0.05999

p(b)0.47881

t(a)0.61859

p(a)0.29963

Lowerbound of 95% confidence interval for beta66.44120

Upperbound of 95% confidence interval for beta68.32010

Lowerbound of 95% confidence interval for alpha15.51900

Upperbound of 95% confidence interval for alpha20.73050

Treynor index (mean / b)2.99501

Jensen alpha (a)2.60576
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.26063

Expected Shortfall on VaR0.35033
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.01067

Expected Shortfall on VaR0.02352
 ORDER STATISTICS
 Quartiles of return rates

Number of observations4.00000

Minimum0.97227

Quartile 11.02708

Median1.15444

Quartile 31.44960

Maximum2.00784

Mean of quarter 10.97227

Mean of quarter 21.04535

Mean of quarter 31.26352

Mean of quarter 42.00784

Inter Quartile Range0.42252

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 Risk estimates for a oneperiod 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 observations1.00000

Minimum0.02773

Quartile 10.02773

Median0.02773

Quartile 30.02773

Maximum0.02773

Mean of quarter 10.00000

Mean of quarter 20.00000

Mean of quarter 30.00000

Mean of quarter 40.00000

Inter Quartile Range0.00000

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)4.73539

Compounded annual return (geometric extrapolation)16.14290

Calmar ratio (compounded annual return / max draw down)582.12000

Compounded annual return / average of 25% largest draw downs0.00000

Compounded annual return / Expected Shortfall lognormal46.07860

0.00000

0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio

Mean3.38231

SD0.86111

Sharpe ratio (Glass type estimate)3.92785

Sharpe ratio (Hedges UMVUE)3.89502

df90.00000

t2.31486

p0.01145

Lowerbound of 95% confidence interval for Sharpe Ratio0.54265

Upperbound of 95% confidence interval for Sharpe Ratio7.29198

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.52104

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.26901
 Statistics related to Sortino ratio

Sortino ratio8.35886

Upside Potential Ratio15.06890

Upside part of mean6.09745

Downside part of mean2.71514

Upside SD0.78313

Downside SD0.40464

N nonnegative terms48.00000

N negative terms43.00000
 Statistics related to linear regression on benchmark

N of observations91.00000

Mean of predictor0.19269

Mean of criterion3.38231

SD of predictor0.09495

SD of criterion0.86111

Covariance0.00330

r0.04036

b (slope, estimate of beta)0.36604

a (intercept, estimate of alpha)3.45300

Mean Square Error0.74862

DF error89.00000

t(b)0.38109

p(b)0.64798

t(a)2.33342

p(a)0.01094

Lowerbound of 95% confidence interval for beta2.27453

Upperbound of 95% confidence interval for beta1.54245

Lowerbound of 95% confidence interval for alpha0.51263

Upperbound of 95% confidence interval for alpha6.39305

Treynor index (mean / b)9.24030

Jensen alpha (a)3.45284
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio

Mean3.02014

SD0.82028

Sharpe ratio (Glass type estimate)3.68183

Sharpe ratio (Hedges UMVUE)3.65106

df90.00000

t2.16987

p0.01633

Lowerbound of 95% confidence interval for Sharpe Ratio0.30319

Upperbound of 95% confidence interval for Sharpe Ratio7.04068

Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.28290

Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation7.01922
 Statistics related to Sortino ratio

Sortino ratio7.17517

Upside Potential Ratio13.83000

Upside part of mean5.82126

Downside part of mean2.80112

Upside SD0.72327

Downside SD0.42091

N nonnegative terms48.00000

N negative terms43.00000
 Statistics related to linear regression on benchmark

N of observations91.00000

Mean of predictor0.18815

Mean of criterion3.02014

SD of predictor0.09488

SD of criterion0.82028

Covariance0.00256

r0.03284

b (slope, estimate of beta)0.28393

a (intercept, estimate of alpha)3.07356

Mean Square Error0.67969

DF error89.00000

t(b)0.30998

p(b)0.62135

t(a)2.18065

p(a)0.01592

Lowerbound of 95% confidence interval for beta2.10394

Upperbound of 95% confidence interval for beta1.53608

Lowerbound of 95% confidence interval for alpha0.27297

Upperbound of 95% confidence interval for alpha5.87414

Treynor index (mean / b)10.63700

Jensen alpha (a)3.07356
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)

VaR(95%)0.06931

Expected Shortfall on VaR0.08865
 assuming Pareto losses only (using partial moments from Sortino statistics)

VaR(95%)0.02266

Expected Shortfall on VaR0.04790
 ORDER STATISTICS
 Quartiles of return rates

Number of observations91.00000

Minimum0.88949

Quartile 10.99367

Median1.00254

Quartile 31.03242

Maximum1.28901

Mean of quarter 10.95972

Mean of quarter 20.99970

Mean of quarter 31.01764

Mean of quarter 41.07521

Inter Quartile Range0.03874

Number outliers low7.00000

Percentage of outliers low0.07692

Mean of outliers low0.91986

Number of outliers high4.00000

Percentage of outliers high0.04396

Mean of outliers high1.17250
 Risk estimates for a oneperiod unit investment (based on Ex

Extreme Value Index (moments method)0.17558

VaR(95%) (moments method)0.02457

Expected Shortfall (moments method)0.03276

Extreme Value Index (regression method)0.16056

VaR(95%) (regression method)0.04746

Expected Shortfall (regression method)0.06640
 DRAW DOWN STATISTICS
 Quartiles of draw downs

Number of observations6.00000

Minimum0.00134

Quartile 10.02250

Median0.05336

Quartile 30.20695

Maximum0.25871

Mean of quarter 10.01051

Mean of quarter 20.03095

Mean of quarter 30.07577

Mean of quarter 40.25469

Inter Quartile Range0.18445

Number outliers low0.00000

Percentage of outliers low0.00000

Mean of outliers low0.00000

Number of outliers high0.00000

Percentage of outliers high0.00000

Mean of outliers high0.00000
 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)5.42006

Compounded annual return (geometric extrapolation)20.07410

Calmar ratio (compounded annual return / max draw down)77.59230

Compounded annual return / average of 25% largest draw downs78.81690

Compounded annual return / Expected Shortfall lognormal226.43900
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess log return rates
 Statistics related to linear regression on benchmark

VAR (95 Confidence Intrvl)0.06900
 DRAW DOWN STATISTICS
 Risk estimates based on draw downs (based on Extreme Value T
 assuming Pareto losses only (using partial moments from Sortino statistics)

Last 4 Months  Pcnt Negative0.25%

Strat Max DD how much worse than SP500 max DD during strat life?302299000

Max Equity Drawdown (num days)7
Strategy Description
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 underor overcompensated 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 rescaled downward to make current goforward 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 pertrade 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.