The goal for the year was a 100% return. Far from that, I achieved a loss of -28% or -$22,209. With futures being a zero-sum game, you could conclude that I had a lot more money taken from me by other traders than I took from them. But you would be wrong. I actually grossed +$4,880 on the year, not that there is any silver lining in that! But commissions (Clearing, NFA, & broker's commissions combined) accounted for the loss on the year.
A few more self explanatory charts below. Most interesting is the last one which shows that trades that were in the market less than 3.75 minutes generally lost money while those that lasted longer contributed to a positive P/L curve. Last year 2.75 minutes seemed to be the turning point.
There wasn't much consistency in 2011 mostly because I jumped around from system to system with some discretionary trading also in the mix. I couldn't get anything to work for any extended length of time. Who knows what 2012 will bring but I will be hard at it and will be repeating the same goal of a 100% return.
