performance history, net of fees

Discussion in 'Professional Trading' started by Epic, Sep 9, 2011.

  1. Epic

    Epic

    Well, I didn't think they were insanely high commissions, but they are higher than yours. About $4.00 RT. Some trades have an admittedly small profit target. My strategy can perform perfectly well with an average profit of about $100/contract.

    ($100 profit - $4 commiss) less the applicable proportion of losses averaged over the period = 5-7% depending on the level of losses during the period.
     
    #31     Sep 15, 2011