How do you calculate Cumulative Return?

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• How do you calculate Annual Return (Compounded)?

  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) ...

• How do you calculate the monthly returns listed in the "Hypothetical monthly returns" charts?

  We look at the total strategy equity (closed P/L plus open P/L plus cash in your strategy plus the value of what you hold) and compare it at two points in time. For the "October monthly return" for example, we'll compare the equity on October 31 and ...

• What method do you use to calculate the swap rates and settlement dates for the trading record.

  Basically we calculate trade profit at the market price at the time the trade is closed. In the C2 simulation we don't wait for a settlement time. If the currency pair is not dollar-denominated then we will convert the P/L to dollars at the moment ...

• Do Strategy Stats Include Commissions & Fees?

  "Win Trades" does not include broker commissions and fees. "Cumulative Return" includes cumulative monthly subscription fees and cumulative commission costs.   Changing the Broker View: Typical Broker Commissions is the default view. To change the ...

• Do you use real-time quotes? Why can't I see real-time prices when I enter a trading signal for my system?

  Yes, Collective2 uses real-time quotes to calculate trading system results, but we are not allowed to redistribute the quotes. That is why we do not display them. So: We use real-time pricing internally to calculate your trade fills (execution ...