RESULTS FOR APRIL | |
---|---|
MNQ Contracts: | 212 |
Net $P/L: | 406 |
Wins: | 104 |
Losses: | 41 |
Win%: | 72 |
$Commissions: | 185 |
Avg$Win: | 25 |
Avg$Loss: | -54 |
Friday, April 30, 2021
April Trading Summary +4.4%
Improved April
New month, new system, fully systematic, with lots of manual backtesting prior but never enough. I think I had 355 trades backtested with average gross gain of 15 ticks/trade (all either 1 or 2 lots) before I went live this month. You can't get into too much trouble with MNQ so I used that even though it sucks for commission dollar relative to NQ. Today's trades below with entire month P/L curve. Performance was about half of the backtested results with ~8 ticks/trade (1 or 2 lots) and 145 trades total. Only ~2 ticks net per contract traded. Nothing to write home about but it is something that could do well if this edge continues. Missed a number of trades too (bathroom, lunch, etc.) and generally they would have been net winners so that's a good sign. I will consider moving up to NQ in May or should may be stay with MNQ longer? I think I could program the backtesting to get more data but it would be very complicated to do so. We'll see...