Monday, October 17, 2011

Mon. 10/17

2:45pm CDT - A very slow grind down all day. Didn't get much size on due to shallow retraces but didn't take much heat on any trades either.

RESULTS FOR DAY
ES Contracts:7
Net $P/L:994
Wins:4
Losses:0
Win%:100
Avg$Win:249
Avg$Loss:0

Below is a look back I did over weekend of my results with my ES strategy for first 4 weeks (20 days) trading it. During that time I had 6 max-size stop outs which account for 89% of my losses. If I can keep those to less than 5% of my total trades, things should work well going forward. I decided not to post my backtested P/L curve that I mentioned a few weeks ago because what I've been doing in live trading is slightly different so what's the point...
Net $P/L:12549
Wins:121
Losses:61
Win%:66
Avg$Win:257
Avg$Loss:-305

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