Losing days

Discussion in 'Journals' started by Millionaire, May 14, 2017.

  1. Gotcha

    Gotcha

    You did say you would have shorted at the opening bell, which means 09:30, and the opening print I have is 2433.00. The lowest print of the day is 15 minutes later, and is 2428.25. Shorting anywhere within the first 5 minutes would have gotten you your 3 points. Perhaps you have a different definition of what you mean by shorting at the opening bell?
     
    #41     Jun 24, 2017
  2. RRY16

    RRY16

    Did the CME website go down so you couldn't get the delayed charts?
     
    #42     Jun 24, 2017
    Gotcha likes this.
  3. Millionaire

    Millionaire

    Lost -3710 GBP (-4800USD) today, current drawdown from high water mark is -11,000 GBP

    I have had 26 losing days so far this year, on average there around 48 losing days a year in the back test for this system.

    List of losing days for this year:

    -5530
    -3130
    -756
    -4379
    -265
    -2732
    -4187
    -2058
    -4974
    -103
    -2807
    -2766
    -3243
    -4107
    -3778
    -5209
    -3513
    -8699
    -4668
    -4920
    -1842
    -1988
    -3402
    -7001
    -3063
    -3710
     
    Last edited: Jul 5, 2017
    #43     Jul 5, 2017
  4. wrbtrader

    wrbtrader

    What's the average dollar amount for those 48 losing days per year ?
     
    #44     Jul 5, 2017
  5. Millionaire

    Millionaire

    Over the last six months it was -3500 GBP.

    At my current position sizing, the average losing day is expected to be -5000 GBP.

    As the account grows and shrinks my position size changes, if i double my account from current levels then my averaging losing day will be -10000 GBP (based on the back test data).
    If i have a 50% drawdown from current levels the average losing day will be -2500GBP as my position sizing will be halved as well.
     
    Last edited: Jul 5, 2017
    #45     Jul 5, 2017
  6. Overnight

    Overnight

    This is not good. Methinks you should be first in line for a delicious slice of fairy cake.
     
    #46     Jul 5, 2017
  7. Millionaire

    Millionaire

    Winning days, which i dont mention as they are not the topic of this journal, are obviously much bigger (on average) than the losing days.
    Otherwise this would all be a waste of time.
     
    #47     Jul 5, 2017
    comagnum likes this.
  8. Millionaire

    Millionaire

    Lost -1787 GBP (-2300USD) Today.
     
    #48     Jul 6, 2017
  9. Millionaire

    Millionaire

    So far this year i have had 2 losing months.

    Feb: -1800 GBP (-2300 USD)
    May: -19000 GBP (-25000 USD)
     
    #49     Jul 6, 2017
  10. You should change your avatar
     
    #50     Jul 6, 2017