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

February Trading Summary +3.8%

Net breakdown (contracts traded):
CL +$1097(49), YM -$475(6)

RESULTS FOR FEBRUARY
Contracts:	55
Net $P/L:	622
Wins:	33
Losses:	22
Win%:	60
$Commissions:	213
Avg$Win:	130
Avg$Loss:	-167

Wed. 2/28 +2.1%

2:34pm CST -  Not bad +$1097 net after the first 14 live trading days and 49 trades with CL system. Performing about as expected so far. 

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	344
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	116
Avg$Loss:	-4

Tues. 2/27 +0.0%

1:35pm CST - Scratch day thanks to some lucky fills.

RESULTS FOR DAY
CL Contracts:	5
Net $P/L:	0
Wins:	3
Losses:	2
Win%:	60
Avg$Win:	79
Avg$Loss:	-119

Mon. 2/26 +1.0%

2:00pm CST -

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	156
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	156
Avg$Loss:	0

Fri. 2/23 +2.4%

1:25pm CST - Nice Friday! For the short week, +$494 net.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	388
Wins:	3
Losses:	0
Win%:	100
Avg$Win:	129
Avg$Loss:	0

Thurs. 2/22 -0.3%

2:45pm CST - A game of ticks. Nearly 3 winners but a small loss on day instead.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	-42
Wins:	1
Losses:	2
Win%:	33
Avg$Win:	176
Avg$Loss:	-109

Wed. 2/21 +0.8%

1:30pm CST - A 1-signal day...

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	126
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	126
Avg$Loss:	0

Tues. 2/20 +0.1%

3:30pm CST -

RESULTS FOR DAY
CL Contracts:	2
Net $P/L:	22
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	196
Avg$Loss:	-174

Fri. 2/16 +0.9%

2:00pm CST - For the week, net +$57.  Made a bit of progress coding my strat but it will not be possible, for me anyways, to code precisely what my current system rules are.  Ninjatrader makes it so hard to use limit orders in the code.  It gets very complicated.  Market orders are no problem.  I guess with President's Day Monday I have a long weekend to think about it.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	148
Wins:	2
Losses:	1
Win%:	67
Avg$Win:	146
Avg$Loss:	-144

Thurs. 2/15 +2.2%

2:10pm CST - Overperformed strat today. Missed taking a losing trade due to lunch. It pays to eat sometimes.

RESULTS FOR DAY
CL Contracts:	6
Net $P/L:	336
Wins:	4
Losses:	2
Win%:	67
Avg$Win:	159
Avg$Loss:	-149

Wed. 2/14 -2.2%

2:05pm CST - Underperformed today because I shouldn't have put first trade on (forgot it was inventory day) and skipped on a long near end of day that was a winner. Funny how that works. All the more reason to code my system. 

RESULTS FOR DAY
CL Contracts:	6
Net $P/L:	-344
Wins:	2
Losses:	4
Win%:	33
Avg$Win:	111
Avg$Loss:	-141

Tues. 2/13 +0.0%

2:55pm CST - Nothing exciting. Good system execution.

RESULTS FOR DAY
CL Contracts:	2
Net $P/L:	2
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	96
Avg$Loss:	-94

Mon. 2/12 -0.5%

2:40pm CST -

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	-86
Wins:	2
Losses:	2
Win%:	50
Avg$Win:	101
Avg$Loss:	-144

Fri. 2/09 +2.3%

1:35pm CST - Missed 2 trades while in kitchen getting lunch, 1 winner, 1 loser. Otherwise, perfect execution of system.

RESULTS FOR DAY
CL Contracts:	5
Net $P/L:	360
Wins:	4
Losses:	1
Win%:	80
Avg$Win:	136
Avg$Loss:	-184

Thurs. 2/08 -2.0%

2:35pm CST - Back to system trading... The Jan. test trades which did well carried too much risk to downside so I tweaked things so I don't add, have set entry and exit points, and 1:1 RR. Some data below (not listed but worst drawdown during backtest was $820). Backtest was manual as coding would be very very hard but perhaps I will try it at some point soon.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	-316
Wins:	1
Losses:	3
Win%:	25
Avg$Win:	146
Avg$Loss:	-154

Tues. 2/06 -3.2%

11:50am CST - Live by the sword, die by the sword. As I said yesterday, I should have sat on my hands. I was up $490 early today and didn't have the balls to hold the long that worked so well (had another $3000+ potential). Then mid-morning, I traded the chop thinking I knew something. I know nothing. Perhaps I needed this day to get me back on course to mechanically trading systems instead of gun slinging.

RESULTS FOR DAY
YM Contracts:	5
Net $P/L:	-526
Wins:	3
Losses:	2
Win%:	60
Avg$Win:	163
Avg$Loss:	-508

Mon. 2/05 +0.3%

4:30pm CST - Total gut feel on this trade at close. Moved stop too soon. Would have had +$1000 MFE 10 min. later just before the 4pm close.  We'll see how it opens and responds tomorrow. I should sit on my hands when my gut gets ideas!  Some serious money can be made on days like this though (or lost).  Still working on CL stuff - hope to resume trading soon.

RESULTS FOR DAY
YM Contracts:	1
Net $P/L:	52
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	52
Avg$Loss:	0