Analyze my portfolio's performance

Discussion in 'Professional Trading' started by hulton.bright, May 24, 2009.

  1. Its been 100 days since I started my new account and I decided its now time to revisit and evaluate the performance. The purpose of posting here is to see what the experts have to say.

    I would appreciate honest and critical comments to improve my performance and minimize risk at the same time. I believe experts can look through the numbers therefore I wont be providing necessary details.

    This account was used to daytrade crude oil futures. The details are below along with equity curve.

    Portfolio Performance

    Number of winning days : 68
    Number of losing days: 23
    Average Winning day: $1536
    Average Losing Day: $1253
    Average Daily Profit: $538
    Starting Balance: $$66,519
    Ending Balance: $120,863
    % Profit (over 100 days): 81.70%

    Sharpe Ratio Calculation

    Average monthly return: 14.08%
    Annualized Return: 169%
    Annualized Std, Dev: 0.68
    Current 6mo T-Bill yield: 0.29%
    Sharpe Ratio: 2.47

    The equity curve is attached below. I love to see where my performance stands compared with other traders out here.
  2. @MODS

    Please delete this topic as there were some mistakes in Sharpe ratio calculation in this one and I cant seem to edit this one
  3. garodney


    I don't think that you're very Sharpe!