Wednesday, August 18, 2010

Wed. 8/18

2:25pm CDT - Ugly day with zero winners in all systems. 1 bean trade came within 2 ticks of target, my main CL trade and 1 of my discretionary trades went 0 ticks in my favor, and another discretionary trade stopped at BE before going to target. This was a perfect storm kind of day.

Below is my main CL system which I am going to stop trading as of now. I will continue to track it for awhile but I am just not happy with it's performance. I will be trading only ZS for the near term until I get things revamped in other areas/symbols. I've been working on a few ideas for new systems but have been lazy, with summer and all, about backtesting them thoroughly. I can't afford to be lazy (insert sound of whip cracking)!


Net breakdown (contracts traded):
ZS -$1507(16), GCL -$1719(11)
RESULTS FOR DAY
Contracts:27
Net $P/L:-3226
Wins:0
Losses:6
Win%:0
Avg$Win:0
Avg$Loss:-538

3 comments:

  1. Nope, can't afford to be lazy. I have it written on an index card on my desk a reminder that even though I work at home and have the opportunity to screw around, that this is my JOB, with every bit the requirement to be here in person, and mentally focused, as would be expected if I worked for someone else in some office somewhere. With the advantages comes the responsibility. (insert sound of whip cracking here.) Now start that backtesting.

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  2. looks like the cl system is just in a bad run .... u never knw when the streak ends and its back on feet again ehhhh!! good performance overall for the system though--- thumbs up :)

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  3. maybe excluding the CL rolloever week and inventory days will give different result?
    There's high chance the rolloever week make the CL dull, like this week

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