Thursday, November 30, 2017

November Trading Summary -2.6%

RESULTS FOR NOVEMBER
CL Contracts:14
Net $P/L:-405
Wins:2
Losses:12
Win%:14
$Commissions:55
Avg$Win:216
Avg$Loss:-70

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

Mon.-Thurs. 11/27-11/30 -2.6%

4:30pm CDT - Test traded a new method this week. Systematic entries, discretionary exits. A bit up and down as usual. Mon. -$300, Tues. +$206, Wed. +$108, Thurs. -$420. For the stats see the monthly summary in next post as I only traded these 4 days this month.  Back at it soon hopefully.

Friday, November 3, 2017

Revist

3:30pm CDT - Should be obvious to all but I've been in a rut.  Ya think?!  I haven't made many live trades of late and spend most of my time, when I'm at my desk, looking at charts with infinite combinations of settings, indicators, and such.  It takes time to find a needle in a haystack, or so I tell myself.  My expectations have certainly become inversely proportional to the time/years I've spent in this endeavor.  Every time I think of a new trading idea, scroll through charts, and record some results in Excel I run into unacceptable results.  I like to do this first before deciding to invest the time to "code" the strat but I honestly haven't coded much of anything this year besides a handful of indicators.

I need to get out of my routine. A start at that was today where I decided to revisit some past strategies I have coded.  I randomly picked a few and guessed at some settings and what instruments to run them on.  The third one in (coded 4.5 years ago), using NQ, produced the below.  Sure it's only 2 ticks gross profit per trade average but that's just with my "guesses" at settings.  Maybe there's something here?  Or somewhere else in my archives, with my lowered expectations...

Tuesday, October 31, 2017

October Trading Summary -5.1%

RESULTS FOR OCTOBER
CL Contracts:6
Net $P/L:-834
Wins:0
Losses:5
Win%:0
$Commissions:24
Avg$Win:0
Avg$Loss:-167

Monday, October 30, 2017

Mon. 10/30 -2.4%

2:50pm CDT -
RESULTS FOR DAY
CL Contracts:2
Net $P/L: -378
Wins: 0
Losses: 1
Win%:0
Avg$Win:0
Avg$Loss: -378

Wednesday, October 18, 2017

Wed. 10/18 -2.8%

12:55pm CDT - First trades this month, testing a new method. It didn't go so well. You learn so much more in 1 day trading a system live than you do in weeks of backtesting. Neither can be excluded imho.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -456
Wins: 0
Losses: 4
Win%:0
Avg$Win:0
Avg$Loss: -114

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

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