Trader PnL 2017

Discussion in 'Journals' started by A2x2, Jan 9, 2017.

  1. made some dumb trades which cost me. thankfully crude oil helped me out today
     
    #21     Jan 11, 2017
    Crashed and algofy like this.
  2. Good day for me. 5 trades, all 5 profitable.

    [​IMG]
     
    #22     Jan 11, 2017
    Crashed, A2x2 and heavenskrow like this.
  3. carrer

    carrer

    40+140 pips positive.
    100 pips loss.
     
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    #23     Jan 11, 2017
  4. A2x2

    A2x2

    True. However, the trades I lost on today I missed the major moves and ended up chasing entry simply out of frustration because I kept missing my entry price. High probability of it being a losing trade and I knew it as soon as I entered. Also, didn't walk away or give it some time for the next set up after I got stopped out.. simply reacted on emotion. Got to control that!
     
    #24     Jan 11, 2017
  5. Another good day for me: 7 trades, all 7 profitable.

    [​IMG]
     
    #25     Jan 12, 2017
    A2x2 likes this.
  6. A2x2

    A2x2

    Net: -108
     
    #26     Jan 12, 2017
  7. jl1575

    jl1575

    With such success rate, why are you so modest that you trade only one contract?
     
    #27     Jan 12, 2017
  8. My leverage is carefully measured, historically tested, and formulaically optimized against the size of my trading account. Today, I ran 10 automated strategies, and 7 of them made 1 trade each. The performance of the strategies is highly correlated (which is not a good thing). This means that in all likelihood, they all are either profitable on a given day, or they are all losers on a given day.

    So, what seems to be an insanely high win rate is just a side effect of 10 different strategies trading 1 contract in almost unison. So, with regards to today's results, instead of saying "7 trades, 7 wins", I could have been much more modest, and say "1 trade, 7 contracts". In reality, the 10 different strategies are operating independently, so it's not a stretch to treat their trades separately. I hope this makes sense.
     
    Last edited: Jan 12, 2017
    #28     Jan 12, 2017
    terminator8 likes this.
  9. Gotcha

    Gotcha

    Out of curiosity, are you scaling into the trade and scaling out? And are you only scaling into winners of averaging down? Also, what would you say your win rate is. You've posted 2 great PnL's two days in a row, but how would a typical 10 or 20 day run look?
     
    #29     Jan 12, 2017
  10. The win rate is about 75%. There is no scaling in or scaling out. There is no averaging up or averaging down. Each strategy trades 1 contract, independently of other strategies. The 20 day run would likely produce a 3% return on the account. The current sequence of two active trading days is rare. On average, each strategy is likely to make just 1 trade a week.
     
    #30     Jan 12, 2017