February Trading Summary -4.3%

RESULTS FOR FEBRUARY
MNQ Contracts:	157
Net $P/L:	-439
Wins:	70
Losses:	73
Win%:	49
$Commissions:	117
Avg$Win:	22
Avg$Loss:	-27

Thurs. 2/25 +0.1%

1:50pm CST - 100% discretionary today...

RESULTS FOR DAY
MNQ Contracts:	8
Net $P/L:	+14
Wins:	3
Losses:	2
Win%:	60
Avg$Win:	15
Avg$Loss:	-15

Wed. 2/24 -2.6%

2:45pm CST - :(

RESULTS FOR DAY
MNQ Contracts:	9
Net $P/L:	-262
Wins:	1
Losses:	5
Win%:	17
Avg$Win:	9
Avg$Loss:	-54

Fri. 2/19 +0.0%

11:05am CST -

RESULTS FOR DAY
MNQ Contracts:	6
Net $P/L:	+3
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	6
Avg$Loss:	-15

Thurs. 2/18 -1.1%

3:05pm CST - At least the new Mars rover had a good day! 👽

RESULTS FOR DAY
MNQ Contracts:	8
Net $P/L:	-111
Wins:	3
Losses:	5
Win%:	38
Avg$Win:	9
Avg$Loss:	-27

Wed. 2/17 +0.7%

2:30pm CST -

RESULTS FOR DAY
MNQ Contracts:	11
Net $P/L:	+67
Wins:	8
Losses:	2
Win%:	80
Avg$Win:	17
Avg$Loss:	-35

Tues. 2/16 +0.4%

2:20pm CST - No progress on programming system (my skills need work!), but I have identified one setup that I think has the best potential and am test trading that this week with discretionary exits.  Wish I had held that 2nd one today!

RESULTS FOR DAY
MNQ Contracts:	2
Net $P/L:	+40
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	20
Avg$Loss:	0

Wed. 2/10 -1.8%

3:30pm CST - On paper, this should have been a tiny loss day but I managed to F it up going rogue on 3 trades near end of day.  Just really novice behavior that there is no excuse for.  Taking a break, will work on some programming of this system.

RESULTS FOR DAY
MNQ Contracts:	30
Net $P/L:	-189
Wins:	11
Losses:	15
Win%:	42
Avg$Win:	29
Avg$Loss:	-34

Tues. 2/09 -0.9%

3:10pm CST -

RESULTS FOR DAY
MNQ Contracts:	16
Net $P/L:	-91
Wins:	6
Losses:	10
Win%:	38
Avg$Win:	14
Avg$Loss:	-18

Mon. 2/08 +0.0%

3:25pm CST - A wheel spinning day...

RESULTS FOR DAY
MNQ Contracts:	18
Net $P/L:	+5
Wins:	9
Losses:	9
Win%:	50
Avg$Win:	16
Avg$Loss:	-15

Fri. 2/05 +1.4%

3:40pm CST - No trades yesterday, did more manual backtesting.  For past 10 trading days, if every trade taken and executed error-free with no slippage, there were 225 trades, 54.2% winners, R:R 1:1, gross ticks profit 2428, and biggest drawdown 450 ticks.  After commission this is ~8 or 9 ticks per trade average.  Seems too good to be true and normally when I backtest ideas for much great time periods, the numbers don't hold up and you are lucky to get an average profit of 2-3 ticks/trade.  We will see.

Hypothetically, each day gross was: +103, +9, +102, +594, +1145, -120, -16, +267, +181, +163

Of course my real trades this period (101 total) were less than half the available ones and with mistakes, slippage, commissions, etc., I netted 3.7 ticks/trade.  Still not bad if repeatable...

RESULTS FOR DAY
MNQ Contracts:	12
Net $P/L:	+140
Wins:	9
Losses:	3
Win%:	75
Avg$Win:	21
Avg$Loss:	-15

Wed. 2/03 +1.1%

3:00pm CST - Quit early. Better today but not sure I have any edge. Going through past 3 days system, if executed perfectly, had Mon. 23 trades -120 ticks, Tues. 17 trades, -16 ticks, Today 25 trades +267 ticks. I really should try to automate the backtesting.

RESULTS FOR DAY
MNQ Contracts:	5
Net $P/L:	+112
Wins:	4
Losses:	1
Win%:	80
Avg$Win:	35
Avg$Loss:	-27

Tues. 2/02 -1.8%

3:10pm CST - Cluster F of a Groundhog Day...  some reversals at end didn't have time to markup.

RESULTS FOR DAY
MNQ Contracts:	21
Net $P/L:	-187
Wins:	7
Losses:	13
Win%:	35
Avg$Win:	23
Avg$Loss:	-27

Mon. 2/01 +0.3%

2:40pm CST - Maybe I need to sit out the early spastic action?

RESULTS FOR DAY
MNQ Contracts:	11
Net $P/L:	+27
Wins:	4
Losses:	7
Win%:	36
Avg$Win:	59
Avg$Loss:	-30