Quarter 1 2018 Trading Summary +2.4%

March Trading Summary -7.9%

Net breakdown (contracts traded):
CL -$1962(69), ES +$631(17)

RESULTS FOR MARCH
Contracts:	86
Net $P/L:	-1331
Wins:	28
Losses:	24
Win%:	54
$Commissions:	348
Avg$Win:	193
Avg$Loss:	-280

Thurs. 3/29 +1.5%

2:20pm CDT - Ending month on a high note even though I lost this month thanks to (3) $1000+ loss days on CL system early in month.  Guess I'm "incubating" that system for now.  Particularly if I can continue to string together ES days like I have this week.  For the week, net +$637.

RESULTS FOR DAY
ES Contracts:	4
Net $P/L:	224
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	76
Avg$Loss:	-3

Wed. 3/38 +1.4%

2:40pm CDT - ES was all over the place today as was my trading. Tough to hold for larger gains when price is jumping all up/down the DOM.

RESULTS FOR DAY
ES Contracts:	10
Net $P/L:	205
Wins:	6
Losses:	4
Win%:	60
Avg$Win:	120
Avg$Loss:	-128

Tues. 3/27 +1.4%

12:25pm CDT - Tried to short CL right around 8:30 CDT, kept trading my limit order price 65.91 but no fill. That would have been a nice one!  Meanwhile, testing ES live (wish I had held that last one)...

RESULTS FOR DAY
ES Contracts:	3
Net $P/L:	203
Wins:	3
Losses:	0
Win%:	100
Avg$Win:	68
Avg$Loss:	0

Mon. 3/26 +0.0%

2:45pm CDT - Not sure I can trade my CL system with +6R settings that I should trade to maximize profit.  You'll notice from Ninja summary 2 posts ago there were 27 consecutive losers during test period.  Could anyone trade through that?  I guess a robot.  Last week system, if traded, would have netted $2500/contract though.  But that was an outlier week for sure.  I did trade it today and should still be short (no exit at close).  But after being up nearly 3R, I moved stopped to BE and got stopped. I've tested BE stops and they just don't help profits at all (the way I coded it anyways). Have another idea to test and will code soon.  Also may be going live soon on ES idea I've been SIM'ing...

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	6
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	6
Avg$Loss:	0

Crash

CL System Update

3:55pm CDT - Made some progress programming my system in Ninja and have some results to further scrutinize, analyze, compare trades to actual charts, etc. Ignorance is bliss in many ways but I now have the ability to change variables, do some optimization, walkforward analysis and really decide if I'm comfortable trading this armed with plenty of data. I can say I won't be trading it the way I had for past month using a 1:1 RR ratio. There just isn't enough edge there. Keep in mind, Ninja results below do not include commission or slippage so deduct $5 or more per trade to make things more real. I did find that simply changing the targets to 4, 5, 6 RR improved results significantly. I like to see an average trade of at least 3 ticks. Anyways, that's the short update for now...

Thurs. 3/08 -6.4%

12:25pm CST - Taking a break to reassess and hopefully make progress on programming.  3 days out of last 6 with >$500 loss per contract is outside the norms and drawdown is now greater than any realized in backtest period.  YTD net -$274.

RESULTS FOR DAY
CL Contracts:	8
Net $P/L:	-1014
Wins:	1
Losses:	3
Win%:	25
Avg$Win:	232
Avg$Loss:	-415

Wed. 3/07 +1.7%

2:30pm CST - A tick or two difference on 4th trade would have been a $750 day...

RESULTS FOR DAY
CL Contracts:	10
Net $P/L:	258
Wins:	3
Losses:	2
Win%:	60
Avg$Win:	252
Avg$Loss:	-249

Tues. 3/06 -6.9%

1:50pm CST - Well 5 losers in a row certainly sucks. Let's see, at a 40% lose rate in backtesting, 0.4^5 = 1% odds of this happening (in theory, not reality).

RESULTS FOR DAY
CL Contracts:	10
Net $P/L:	-1162
Wins:	0
Losses:	5
Win%:	0
Avg$Win:	0
Avg$Loss:	-232

Mon. 3/05 +3.6%

1:35pm CST -

RESULTS FOR DAY
CL Contracts:	12
Net $P/L:	589
Wins:	4
Losses:	2
Win%:	67
Avg$Win:	282
Avg$Loss:	-269

Fri. 3/02 +2.8%

2:05pm CST - Good to bounce back a bit after yesterday. Still a game of ticks! For the week, mostly a scratch, net -$138.

RESULTS FOR DAY
CL Contracts:	8
Net $P/L:	446
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	292
Avg$Loss:	-429

In other news, found this Excel file I had done a long time ago. It's good to remember how easy it is to see patterns and trends in completely random data!  (Open in Excel and hit F9 to repopulate Chart2)

Thurs. 3/01 -6.5%

1:50pm CST - Decided to trade 2 lots for March.  The day started nicely but then ended with 4 decent losers in a row.  This was an unusually volatile day in CL, judging from the number of signals I got. I traded them all perfectly but it still sucked to sit through the last 4.  Not much you can do. Tomorrow is a new day.

RESULTS FOR DAY
CL Contracts:	20
Net $P/L:	-1085
Wins:	4
Losses:	6
Win%:	40
Avg$Win:	312
Avg$Loss:	-389