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 Quah   Registered: Aug 2002 Posts: 1073 10-11-02 03:59 AM The day started off great - went downhill after lunch. For ES: +3.50, 16 trades, 10 winners, 6 losers For NQ: -2.50, 16 trades, 8 winners, 8 losers Edit/Delete • Quote • Complain
 Quah   Registered: Aug 2002 Posts: 1073 10-11-02 12:34 PM BTW - I forgot to mention that NQ is actually over 19 days, not 20. Edit/Delete • Quote • Complain
 macal425   Registered: Aug 1999 Posts: 1270 10-11-02 02:36 PM I think one way to consider the returns would be based on the risk per trade and ones individual risk tolerance based on a percentage of risk they want to take per trade. For example, with ES, the risk per trade would be \$62.50 (stop) + \$5 IB commissions, for a total of \$67.50 per trade. With a risk tolerance of 1/2% of capital per trade you would require capital of \$13500 per contract traded. This would equate to a return of 0.7% per contract, per day. Risk tolerance of 1% would give a return of 1.4% and so on. Edit/Delete • Quote • Complain
 Quah   Registered: Aug 2002 Posts: 1073 10-11-02 02:56 PM Originally posted by macal425 I think one way to consider the returns would be based on the risk per trade and ones individual risk tolerance based on a percentage of risk they want to take per trade. For example, with ES, the risk per trade would be \$62.50 (stop) + \$5 IB commissions, for a total of \$67.50 per trade. With a risk tolerance of 1/2% of capital per trade you would require capital of \$13500 per contract traded. This would equate to a return of 0.7% per contract, per day. Risk tolerance of 1% would give a return of 1.4% and so on. Excellent. That makes a lot of sense. I'll work up those numbers. Thanks. Edit/Delete • Quote • Complain
 AAAintheBeltway   Registered: Oct 2001 Posts: 14532 10-11-02 03:36 PM Am I interpreting your data correctly that the average trade is <\$7 for ES and \$10 for NQ? My experience is that those are not numbers for a tradeable system, but perhaps the extremely short duration of the trades and the globex execution system allow it to work. Edit/Delete • Quote • Complain
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