I don't think you are looking at the right columns. Here are the last 7 trades. There are 6 winners, 1 looser.
There is one system there that always seems to win. I think it is called "Split-strike Conversion"...
You need to sit down and crunch some of the numbers before drawing conclusions. If you are referring to the YTD trade returns: stats are: %win = 40.7 %Lose = 59.3% however, avg_win = 1,638 avg_lose = -741 Expectation thus nets out to 227.04/trade 464 trades YTD annual r YTD = 143% not a bad outlier system at all. I'd like to see them extend it to 10 YR performance stats (in addition to sampling distribution of all systems, which from my own research isn't too fantastic -what would be significant is how the out-performers continue to do over much longer time-frame).
The STATISTICS are accurate based on the data C2 receives, but that data can be grossly inaccurate and the method for corrections is woefully inadequate.
I have two of my systems listed on C2, and they trade ES, so I can only speak to that extend. From what I observed, the C2 order fills are very realistic. I've seen some people reporting the spread/execution problems here and then with their Forex systems, but for the most part, C2 appears to do a good job in tracking real time trading system performance.
C2 doesn't track anything. It simply regurgitates what it receives from it's data providers. So far, it sounds like your providers are reporting accurately, but if there is a screw-up, don't look to C2 to help you make it right.
C2 has an interesting concept but its design and implementation is seriously flawed in certain areas, particulary the administration of erroneous or inaccurate data it receives from third party trading platforms. When a system developer finds a problem with a trade, C2 will simply go to the information it received from the sender of the data to confirm that what C2 posted is in fact what it received. And that is where its responsibility begins and ends. If the trade was transmitted inaccurately or way off base, C2 doesn't care as long as it can confirm the information on its servers. So, if your data provider for some reason sends a very bad report, that report will stay on C2 regardless how far from reality it may be. C2 assumes no responsibilty for these types of errors and has no interest in curing the situation regardless who is at fault for the mistake. There is no verification so to speak on C2 other than what a data provider sends to it. That's all C2 verifies--what it does or doesn't receive. So what does this meant to the developer who is trying to market his system with a so-called "system verification" platform as C2 represent itself? Lets say, for example, he places a trade with his broker via NinjaTrader to BTO at X price and this is accurately reported to C2. Minutes later, he closes out the position at Y price ( a big profit), but Ninja has a data transmission problem or C2's server is on the whack and the STC order never gets to C2. So, as far as C2 is concerned, the developer has an open order. The developer, upon learning that the order was not transmitted to C2, must now go to C2 order entry platform and close the trade regardless if the current price has no bearing to the actual price he was filled at from Ninja. So, if he takes a big loss on C2, it will be reflected on his system stats even though this trade is complete distortion of what transpired in reality and the system he is marketing is grossly inaccurate in its representation to those who view it on C2. In this theoretical example, a big actual profit will be reported on C2 as a big actual loss. This and this alone renders C2 useless in my opinion. If C2 were a broker (which its not, although it has an auto-trade mechanism) this trade would be busted and the customer (developer) would get the proper fill. But that is not the case here and it opens a gaping hole in what both developers and subscribers need to make this business model have value. The concept of C2 is good and may be valuable some time in the future if it can become a realtime, accurate reporter of live trades and work in tandem with it's data providers to insure the accuracy of the information it's presenting to the public regardless what party is at fault if it is inaccurate.
That is the explanation. The OP was looking at the Drawdown column instead of the P/L. Now with a quick scalper system it is possible that the vendor gets small gains, but because of the slowness of C2 and/or Autotrader, the subscriber gets mostly losers, or the commission eats up the small winners, thus the theoretical and the practical profits are different... It might be possible to game the system, but if subscribers don't get similar results as it is shown, they are not gonna stick around and they should leave negative feedbacks, so in the long run it shouldn't work...
1. There are no 7000+ ACTIVE systems on C2. That number is probably all systems since the website has started. There are probably about 200 systems that are at least 3 months old, still active and profitable... 2. Sure one could enter a bunch of systems, but it costs money and time, and it also shows, so it takes even more time to cover the ownership. 3. The survivors still have to perform in the long run.