2017 Trade Analysis

I ended the year down -$3,787 or -20%.

Here's the data:

Happy New Year to all! May we all kick ass in 2018!

Quarter 4 2017 Trading Summary -7.6%

December Trading Summary +0.0%

RESULTS FOR DECEMBER
CL Contracts:	1
Net $P/L:	5
Wins:	1
Losses:	0
Win%:	100
$Commissions:	5
Avg$Win:	5
Avg$Loss:	0

Wed. 12/20 +0.0%

1:45pm CST - Had to make a quick trade in 1 of my 2 accounts that hadn't been traded since Sept. to avoid the new $15 inactivity fee Gain Capital is now imposing! Good thing I got a tick instead of losing more than $15!  Happy Holidays to all!

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

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.

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...

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

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

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

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

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

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

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

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. 

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Former Grain Traders

No trades this week so far so in the meantime, here's a good read...
www.agriculture.com/markets/analysis/crops/sf-special-former-grain-traders-pick-themselves-up-off-the-floor

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

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

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

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

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

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

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

Wed. 7/19 +0.6%

2:15pm CDT - Guess I could have held the last trade all day for the slow climb up.

RESULTS FOR DAY
ES Contracts:	3
Net $P/L:	105
Wins:	2
Losses:	1
Win%:	67
Avg$Win:	79
Avg$Loss:	-53

Tues. 7/18 -1.0%

3:35pm CDT - 3 strikes and out.

RESULTS FOR DAY
ES Contracts:	3
Net $P/L:	-171
Wins:	0
Losses:	3
Win%:	0
Avg$Win:	0
Avg$Loss:	-57

Wed. 7/12 -0.1%

2:40pm CDT - Short break to work on some SIM/backtesting.

Net breakdown (contracts traded):
CL $106(1), ES -$118(2)

RESULTS FOR DAY
Contracts:	3
Net $P/L:	-12
Wins:	1
Losses:	2
Win%:	33
Avg$Win:	106
Avg$Loss:	-59

Tues. 7/11 -1.0%

1:50pm CDT - Didn't see that spike down coming obviously. Should have sat out the 3rd trade.  The 4th trade (long from 2417), if I had taken it, would have worked great.

RESULTS FOR DAY
ES Contracts:	3
Net $P/L:	-171
Wins:	0
Losses:	3
Win%:	0
Avg$Win:	0
Avg$Loss:	-57

Mon. 7/10 +0.3%

2:10pm CDT - Dead afternoon with just a 2 point range in past 2 hours. Good of time as any for one of my video cards to overheat and crash computer.  External fan added for now.

RESULTS FOR DAY
ES Contracts:	2
Net $P/L:	45
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	110
Avg$Loss:	-65

Fri. 7/07 -1.3%

2:00pm CDT - Nearly done after the first trade, stopped to the tick.

RESULTS FOR DAY
ES Contracts:	3
Net $P/L:	-221
Wins:	0
Losses:	3
Win%:	0
Avg$Win:	0
Avg$Loss:	-74

Thurs. 7/06 +0.6%

1:40pm CDT -

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

Wed. 7/05 +0.3%

2:05pm CDT -

RESULTS FOR DAY
ES Contracts:	2
Net $P/L:	45
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	72
Avg$Loss:	-28

Quarter 2 2017 Trading Results

June Trading Summary -1.4%

Net breakdown (contracts traded):
CL -$30(5), ES -$198(4)

RESULTS FOR JUNE
Contracts:	9
Net $P/L:	-231
Wins:	2
Losses:	7
Win%:	22
$Commissions:	30
Avg$Win:	301
Avg$Loss:	-119

Fri. 6/30 +0.6%

1:30pm CDT - One discretionary trade today to end the month on a good note. YTD -11.9% (if I had held my crude long from last week, I'd be up 4% YTD.) Hopefully will turn the ship around in the 2nd half. Happy 4th of July to all, Happy Birthday America!

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

Thurs. 6/22 +3.2%

12:25pm CDT - Overnight trade just because I thought we were oversold. I'm still working on system development. Making some progress but it's slow going. Coding is never as simple as the idea in my head.

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	506
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	506
Avg$Loss:	0

Fri. 6/02 -1.3%

1:05pm CDT - Traded the ES signals with no errors today.  Of course the next couple I didn't take per plan, worked great.  Definitely not my week.  Perhaps sim trade next week to regain some confidence. We'll see. 

RESULTS FOR DAY
ES Contracts:	2
Net $P/L:	-205
Wins:	0
Losses:	2
Win%:	0
Avg$Win:	0
Avg$Loss:	-103

Thurs. 6/01 -3.7%

11:15am CDT - Sabotaging myself to start out the month. Chopped on 3 trades prior to inventory report, then I had the brilliant idea to put in bracket orders to capture any inventory spike. F'ing brilliant. Slippage on both orders too of course just for good measure.  CL may get kicked to the curb again for awhile.

Net breakdown (contracts traded):
CL -$536(4), ES -$90(1)

RESULTS FOR DAY
Contracts:	5
Net $P/L:	-626
Wins:	0
Losses:	5
Win%:	0
Avg$Win:	0
Avg$Loss:	-126

May Trading Summary -2.8%

Net breakdown (contracts traded):
CL -$637(12), ES +$149(5)

RESULTS FOR MAY
Contracts:	17
Net $P/L:	-488
Wins:	7
Losses:	10
Win%:	41
$Commissions:	60
Avg$Win:	77
Avg$Loss:	-103

Wed. 5/31 +0.0%

12:50pm CDT - ES giveth and CL taketh away. Month flew by mostly because I barely traded. Plan to be more active in June but that depends on results over next week or so...

Net breakdown (contracts traded):
CL -$176(4), ES +$179(3)

RESULTS FOR DAY
Contracts:	7
Net $P/L:	4
Wins:	3
Losses:	4
Win%:	43
Avg$Win:	86
Avg$Loss:	-64

Tues. 5/30 -1.0%

12:55pm CDT -

Net breakdown (contracts traded):
CL -$72(3), ES -$103(1)

RESULTS FOR DAY
Contracts:	4
Net $P/L:	-174
Wins:	1
Losses:	3
Win%:	25
Avg$Win:	96
Avg$Loss:	-90