# How to reconcile Autotrade data with Hypothetical Monthly Returns

**URL:** <https://forums.collective2.com/t/how-to-reconcile-autotrade-data-with-hypothetical-monthly-returns/17097>\
**Category:** C2\
**Created:** [July 28, 2026, 6:35pm UTC](https://forums.collective2.com/t/how-to-reconcile-autotrade-data-with-hypothetical-monthly-returns/17097 "2026-07-28T18:35:26Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![LeeFischman](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/leefischman/32/21024_2.png) [@LeeFischman](https://forums.collective2.com/u/LeeFischman)\
**Post date:** [July 28, 2026, 6:35pm UTC](https://forums.collective2.com/t/how-to-reconcile-autotrade-data-with-hypothetical-monthly-returns/17097/1 "2026-07-28T18:35:26Z")

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I have read the topic “Why “hypothetical” results and performance?” but still have a question: are Hypothetical Monthly Returns built from the AutoTrade data? If yes, I understand that the Hypothetical Monthly Returns would have to be averaged from that; thus, while they are ‘hypothetical,’ they are nonetheless a “darned decent representation of reality.” Do I have this right?

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**Author:** ![JITF](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/jitf/32/10116_2.png) [@JITF](https://forums.collective2.com/u/JITF)\
**Post date:** [July 28, 2026, 11:05pm UTC](https://forums.collective2.com/t/how-to-reconcile-autotrade-data-with-hypothetical-monthly-returns/17097/2 "2026-07-28T23:05:04Z")

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Reality is on your (or my) account, everything else is hypothetical. Even average results can be off from that reality.

Simple example - two auto-traders, one always have -5$ PL per trade due to execution and another one always have +5$ PL per trade due to execution. Strategy will be reporting 0$ PL (average) per trade, but one auto-trader will be losing each trade and another one will be winning.

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**Author:** ![LeeFischman](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/leefischman/32/21024_2.png) [@LeeFischman](https://forums.collective2.com/u/LeeFischman)\
**Post date:** [July 29, 2026, 3:06pm UTC](https://forums.collective2.com/t/how-to-reconcile-autotrade-data-with-hypothetical-monthly-returns/17097/3 "2026-07-29T15:06:01Z")

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Yes, I get that. But can the “Hypothetical” returns be portrayed as kind of the best estimation of what actual returns would have been?

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**Author:** ![GaryLynn2](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/garylynn2/32/22772_2.png) [@GaryLynn2](https://forums.collective2.com/u/GaryLynn2)\
**Post date:** [July 29, 2026, 7:39pm UTC](https://forums.collective2.com/t/how-to-reconcile-autotrade-data-with-hypothetical-monthly-returns/17097/4 "2026-07-29T19:39:56Z")

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I would say that is a good description. The estimate is much better when there are autotrade subscribers, where the average fill prices are used instead of simulated fills.