Net breakdown (contracts traded):
ZS $607(6), GCL -$461(7)
ZS $607(6), GCL -$461(7)
RESULTS FOR DAY | |
---|---|
Contracts: | 13 |
Net $P/L: | 146 |
Wins: | 3 |
Losses: | 5 |
Win%: | 38 |
Avg$Win: | 322 |
Avg$Loss: | -164 |
A daily chronicle of results of one retail futures trader trading my own accounts. I define myself as a day trader and generally swing for at least a few points most of the time. But I do make the occasional scalp for ticks too.
RESULTS FOR DAY | |
---|---|
Contracts: | 13 |
Net $P/L: | 146 |
Wins: | 3 |
Losses: | 5 |
Win%: | 38 |
Avg$Win: | 322 |
Avg$Loss: | -164 |
What software are you employing for your backtesting ?
ReplyDeleteMy backtesting is very crude, scrolling through charts in eSignal and recording trades in Excel. Then analyzing Excel data. Very old school and time consuming...
ReplyDeleteDude- that's your problem. Backtesting is critical and it's an art-form. You are doing it like they did in the 1970's !!
ReplyDeleteLet me know if you want to partner-up on doing some additional testing. I'm an expert at Tradestation's Easylanguage, so I can knock-out testing of simple systems very easily. All I need is data.
Thanks - I might take you up on that at some point. But my old school was is actually good for the confidence since you actually "see" every past trade, just like in real time.
ReplyDelete