Monday, January 31, 2011

January Trading Summary

Net breakdown:
ZS -$1394, ZW $1247, ZC $1886, RLM -$46, GCL -$1320
RESULTS FOR JANUARY
Contracts:682
Net $P/L:373
Wins:43
Losses:79
Win%:35
$Commissions:3472
Avg$Win:786
Avg$Loss:-423
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2 comments:

  1. TuxCatFebruary 1, 2011 at 9:29 AM

    Good to see you are back.

    I have been doing R&D on ZS, but it has been going slowly since I only do it in the evenings. I bought data from CQG and am writing some code to transform it into something usable and backtestable. It is very difficult to get level-1 data for this contract, so I'll have to do with last trades. :-(

    ReplyDelete
  2. MBAGearheadFebruary 1, 2011 at 2:38 PM

    Hope you find something that works TCat - keep me posted! Thanks.

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