Index futures automation

Discussion in 'Journals' started by hilmy83, Jul 3, 2022.

Can a fully automated trading strategy work in the long run?

  1. YES!

    56 vote(s)
    66.7%
  2. Hell naw.

    15 vote(s)
    17.9%
  3. I don't know, I got my own trading to worry about.

    13 vote(s)
    15.5%
  1. hilmy83

    hilmy83

    #831     Dec 30, 2023
  2. hilmy83

    hilmy83

    It's from the MT5 report, from jan-nov 2023.

    This is the full year jan-dec 2023. Take net proft-balance you'll have what my cost basis would be for the year. It's about 89% gain for the year.

    I think next year would be closer to 50% because I think there will be a lot less issues (hopefully)

    upload_2023-12-30_7-9-19.png
     
    #832     Dec 30, 2023
  3. hilmy83

    hilmy83

    Ok full year review:

    Balance end of Dec 2022: $10359.26
    Added: $2500 (Jan) - top off after shitty performance
    Added: $8000 (feb) - added after a decent month

    2023 Cost basis: $20859.26

    Gross:
    Jan: -$2406.36
    Feb: $845
    Mar: $803
    Apr: $1561.50
    May: $961.5
    Jun: $1136
    Jul: $929
    Aug: $8179
    Sep: $4026.50
    Oct: $2552.5
    Nov: -$1275.5
    Dec: $2126.50

    These are gross profit by the way. You can figure out my true net taking the end of the month NLV-initial balance - payments/receipts (under base currency USD)

    Net:
    Jan: -$2703.16
    Feb: $648.2
    Mar: $594.9
    Apr: $1183.64
    May: $604.3
    Jun: $912
    Jul: $811.8
    Aug: $7946.6
    Sep: $3676.5
    Oct: $1981.7
    Nov: -$1692.7
    Dec: $1722.5

    So net profit of $15686.28 or 75.2% return for 2023


    I didn't add the jan,feb statements, so here it is:

    upload_2023-12-30_7-23-0.png
    upload_2023-12-30_7-23-34.png

    And December's

    upload_2023-12-30_7-24-8.png

     
    #833     Dec 30, 2023
    Sprout likes this.
  4. hilmy83

    hilmy83

    realizing MT5 numbers are off. I think because MT5 mixes up commission with "corrections". And the fact that AMP ended the commission column later this year, this fucked the accounting up.

    Oh well, I don't give much weight to $ figures in MT5.
     
    #834     Dec 30, 2023
  5. hilmy83

    hilmy83

    Actually considering the net cash flow in Jan/Feb, my TWR is actually about 50%, in line with the backtests.

    upload_2024-1-1_9-8-5.png
     
    #835     Jan 1, 2024
  6. hilmy83

    hilmy83

    My MWR is 81.9% lol, wtf

    upload_2024-1-1_9-21-36.png
     
    #836     Jan 1, 2024
    beginner66 likes this.
  7. hilmy83

    hilmy83

    upload_2024-1-1_10-0-28.png

    Ok we will go with:

    81.9% money weighted returns for 2023.

    More accurate representation to the overall performance. I do plan to add money here and there.

    My first add would be in January.

    PS. All my net $ return figures on this post are off. Not sure wtf I was doing, it should be NLV-initial balance.

    Anyway, going forward I'll just post monthly figures/statements and using money weighted returns calculation to account for net cash flows.

    Happy new year, and secretly hoping for the markets to crash to hell :cool:
     
    Last edited: Jan 1, 2024
    #837     Jan 1, 2024
  8. hilmy83

    hilmy83

    Sorry guys, I broke CQG :D
     
    #838     Jan 4, 2024
  9. hilmy83

    hilmy83

    Per chatgpt

    upload_2024-1-12_9-43-2.png

    TWR it is..
     
    #839     Jan 12, 2024
  10. hilmy83

    hilmy83

    After years, finally . This is more stressful than trading...

    upload_2024-1-14_13-59-24.png

    upload_2024-1-14_14-0-3.png
     
    #840     Jan 14, 2024