Long 1 ES Contract at 2884.50 for 30 minute bar strategy Stop order at 2854.75 Limit order at 2921.50 Exit after 130 bars Long 1 YM Contract at 25885 for 30 minute bar strategy Stop order at 25632 Limit order at 26196 Exit after 130 bars
Sorry for the late journal entry...too busy on Friday when these orders took place. Exit 1 ES at 2853 -$1579.10 Exit 1 YM at 25632 -$1269
Friday trade Long 1 YM Contract at 25799 for 30 minute bar strategy Stop order at 25458 Limit order at 26189 Exit after 130 bars
The current drawdown in context. Attached is a several year backtest of the strategy portfolio I am currently trading. I included just a few years so there would be some "definition" to the chart. Still way above trend line and not a surprising dip given the massive run up.
Nice equity curve! I think, however, that it would be more illuminating, and easier to assess the run-up and drawdown in context, if you re-posted with a log-scaled Y-axis. Also a vertical line on the chart on the date of the start of live trading, or change the color of the chart-line (not the fill, leave that the same) for actual trading vs. backtest.
Thanks! The first chart is the original linear chart with a line indicating when I actually went live. I have made several tweaks to the portfolio since I went live as my tech has improved, so the current strategy portfolio I am trading is not the exact portfolio I have traded since then , though all the portfolios have pulled from mostly the same strategy candidates. My live percentage return since the go live line is just about 30%. The second chart shows the log scale. Not as pretty as the first chart IMO.
Try the second chart with the y-axis minimum set to around $62.5k, leave the max the same. It will look much prettier! The problem with the second chart is that the starting capital at X = start-of-backtest date is too high on the X axis.