Friday, September 29, 2017

Quarter 3 2017 Trading Results


September Trading Summary -2.6%

Net breakdown (contracts traded):
ES +$39(4), CL -$160(5), 6E -$318(9)
RESULTS FOR SEPTEMBER
Contracts:18
Net $P/L:-439
Wins:5
Losses:12
Win%:29
$Commissions:67
Avg$Win:211
Avg$Loss:-125

Past Monthly Trading Summaries - link on the right
Equity Curve - updated link on the right

Wednesday, September 27, 2017

Wed. 9/27 -1.8%

1:50pm CDT -
RESULTS FOR DAY
ES Contracts:2
Net $P/L: -293
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -293

Tuesday, September 26, 2017

Tues. 9/26 +1.0%

10:40am CDT -
RESULTS FOR DAY
ES Contracts:1
Net $P/L: 160
Wins: 1
Losses: 0
Win%:100
Avg$Win: 160
Avg$Loss: 0

Monday, September 25, 2017

Mon. 9/25 +1.1%

10:35am CDT - System testing.  Good first trade!
RESULTS FOR DAY
ES Contracts:1
Net $P/L: 172
Wins: 1
Losses: 0
Win%:100
Avg$Win: 172
Avg$Loss: 0

Thursday, September 21, 2017

Backtesting

I'm still here. No posts lately 'cause no live trades.  I was optimistic about my latest method (below) but then I backtested even further back in time and became less so.  This is the norm it seems with nearly every idea I think up.  Perhaps I expect too much?  I just want a smooth-ish equity curve without major drawdowns. It can be easy to get fooled by randomness. The quest continues...

Previous ~6 months (I had only manually backtested 4 months which looked great).  And before anyone asks, this method is not easily programmable so these results are from manually going back in the charts and recording in Excel trade results. 

Thursday, September 7, 2017

Thurs. 9/07 -1.9%

1:45pm CDT - Well I knew it was risky to hold into CL inventory report and turns out my stop WAS too tight. 
Net breakdown (contracts traded):
CL -$198(2), 6E -$117(1)
RESULTS FOR DAY
Contracts:3
Net $P/L: -314
Wins: 0
Losses: 3
Win%:0
Avg$Win:0
Avg$Loss: -105

Wednesday, September 6, 2017

Wed. 9/06 -2.1%

1:20pm CDT - Kicked right between the legs.
Net breakdown (contracts traded):
CL -$174(1), 6E -$189(2)
RESULTS FOR DAY
Contracts:3
Net $P/L: -363
Wins: 0
Losses: 3
Win%:0
Avg$Win:0
Avg$Loss: -121

Tuesday, September 5, 2017

Tues. 9/05 +0.7%

1:30pm CDT - CL saved the day from Euro chop.
Net breakdown (contracts traded):
CL +$306(1), 6E -$189(2)
RESULTS FOR DAY
Contracts:3
Net $P/L: 117
Wins: 1
Losses: 2
Win%:33
Avg$Win: 306
Avg$Loss: -95

Friday, September 1, 2017

Fri. 9/01 +0.5%

1:50pm CDT - Tough day at the office. Quit while I'm green.
Net breakdown (contracts traded):
CL -$94(1), 6E +$177(4)
RESULTS FOR DAY
Contracts:5
Net $P/L: 83
Wins: 2
Losses: 3
Win%:40
Avg$Win: 208
Avg$Loss: -111

Thursday, August 31, 2017

August Trading Summary +2.3%

Net breakdown (contracts traded):
CL +$270(28), 6E +$105(8)
RESULTS FOR AUGUST
Contracts:36
Net $P/L:372
Wins:13
Losses:22
Win%:37
$Commissions:143
Avg$Win:166
Avg$Loss:-81

Thurs. 8/31 +1.8%

1:25pm CDT - Good enough end to the month.  YTD -$2144 or -11.3%
Net breakdown (contracts traded):
CL +$14(4), 6E +$313(3)
RESULTS FOR DAY
Contracts:3
Net $P/L: 303
Wins: 2
Losses: 1
Win%:67
Avg$Win: 200
Avg$Loss: -98

Wednesday, August 30, 2017

Wed. 8/30 +2.0%

2:20pm CDT -
Net breakdown (contracts traded):
CL +$14(4), 6E +$313(3)
RESULTS FOR DAY
Contracts:7
Net $P/L: 327
Wins: 2
Losses: 4
Win%:33
Avg$Win: 296
Avg$Loss: -67

Tuesday, August 29, 2017

Tues. 8/29 -1.7%

2:10pm CDT - Easy come, easy go...
Net breakdown (contracts traded):
CL -$154(1), 6E -$125(3)
RESULTS FOR DAY
Contracts:4
Net $P/L: -279
Wins: 1
Losses: 3
Win%:25
Avg$Win: 2
Avg$Loss: -94

Monday, August 28, 2017

Mon. 8/28 +1.9%

2:20pm CDT - Another 100 tick potential after my exit...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 306
Wins: 1
Losses: 0
Win%:100
Avg$Win: 306
Avg$Loss: 0

Friday, August 25, 2017

Fri. 8/25 -1.2%

1:35pm CDT - Crappy price action to start and end the week.
RESULTS FOR DAY
CL Contracts:3
Net $P/L: -202
Wins: 1
Losses: 2
Win%:33
Avg$Win: 6
Avg$Loss: -104

Thursday, August 17, 2017

Thurs. 8/17 -1.6%

1:15pm CDT - Congrats to whoever captured ticks today. Very tough read for me with it whipping around. Taking a short vacation, back soon.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -266
Wins: 0
Losses: 4
Win%:0
Avg$Win: 0
Avg$Loss: -66

Wednesday, August 16, 2017

Wed. 8/16 +0.0%

1:25pm CDT -
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 8
Wins: 2
Losses: 1
Win%:67
Avg$Win: 71
Avg$Loss: -134

Tuesday, August 15, 2017

Tues. 8/15 -1.2%

1:45pm CDT - Had chances to lock in profits on first and last trades but was targeting a bit more.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -196
Wins: 1
Losses: 3
Win%:25
Avg$Win: 6
Avg$Loss: -67

Monday, August 14, 2017

Mon. 8/14 +2.0%

12:15pm CDT - Left lots on table. Someday this will barely bother me but not quite yet.
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 328
Wins: 2
Losses: 1
Win%:67
Avg$Win: 196
Avg$Loss: -64

Friday, August 11, 2017

Fri. 8/11 -1.6%

1:40pm CDT - 3 tries and done in morning chop.  Last one missed would have worked out nicely of course.
RESULTS FOR DAY
CL Contracts:3
Net $P/L: -262
Wins: 0
Losses: 3
Win%:0
Avg$Win: 0
Avg$Loss: -87

Thursday, August 10, 2017

Thurs. 8/10 +1.9%

1:35pm CDT - Back at it with a new system, mostly mechanical entries, discretion on trade management and exits.  Good start but who knew there was another $1000 to be had? smh
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 306
Wins: 1
Losses: 0
Win%:100
Avg$Win: 306
Avg$Loss: 0

Monday, July 31, 2017

July Trading Summary -1.5%

Net breakdown (contracts traded):
CL +$106(1), ES -$359(36)
RESULTS FOR JULY
Contracts:37
Net $P/L:-253
Wins:15
Losses:22
Win%:41
$Commissions:100
Avg$Win:69
Avg$Loss:-59

Friday, July 28, 2017

Fri. 7/28 -0.8%

2:45pm CDT - Nothing like waiting 3 hours for price to move somewhere, only to be taken out. ES is dead.  After a great start, I only netted +$37 on it this week. It is good for practicing patience but I really prefer my trades to move sooner than later.  I'm going to do more homework on my new method. 6E looked okay after a very preliminary look. We'll see...
RESULTS FOR DAY
ES Contracts:2
Net $P/L: -130
Wins: 0
Losses: 2
Win%:0
Avg$Win: 0
Avg$Loss: -65

Thursday, July 27, 2017

Thurs. 7/27 -0.9%

2:05pm CDT - No signals to enter during that move down.  Then got chopped so quit.
RESULTS FOR DAY
ES Contracts:6
Net $P/L: -154
Wins: 2
Losses: 4
Win%:33
Avg$Win: 35
Avg$Loss: -56

Wednesday, July 26, 2017

Wed. 7/26 +0.7%

3:00pm CDT -
RESULTS FOR DAY
ES Contracts:3
Net $P/L: 117
Wins: 3
Losses: 0
Win%:100
Avg$Win: 39
Avg$Loss: 0

Tuesday, July 25, 2017

Tues. 7/25 +0.7%

2:35pm CDT - Could have been more patient on the 2nd trade but had a conflicting signal to short.
RESULTS FOR DAY
ES Contracts:2
Net $P/L: 107
Wins: 2
Losses: 0
Win%:100
Avg$Win: 54
Avg$Loss: 0

Monday, July 24, 2017

Mon. 7/24 +0.6%

2:00pm CDT -
RESULTS FOR DAY
ES Contracts:1
Net $P/L: 97
Wins: 1
Losses: 0
Win%:100
Avg$Win: 97
Avg$Loss: 0

Thursday, July 20, 2017

Thurs. 7/20 -0.0%

3:05pm CDT - Scratch day, ES was dead after mid-morning.  Likely no trading tomorrow.
RESULTS FOR DAY
ES Contracts:3
Net $P/L: -8
Wins: 1
Losses: 2
Win%:33
Avg$Win: 97
Avg$Loss: -53