Playskool My First Trading System

Discussion in 'Journals' started by rdg, Sep 1, 2007.

  1. rdg

    rdg

    Product Traded: ER2
    Contracts: 1
    Starting Balance: 4038.83
    Ending Balance: 6909.32
    Misc Charges: -85.79
    PnL Today: 345.20
    PnL To Date: 2956.28
     
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    #91     Aug 18, 2008
  2. rdg

    rdg

    Product Traded: ER2
    Contracts: 1
    Starting Balance: 4038.83
    Ending Balance: 6774.52
    Misc Charges: -85.79
    PnL Today: -134.80
    PnL To Date: 2821.48
     
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    #92     Aug 19, 2008
  3. rdg

    rdg

    First trade after coming back from vacation and it was a good one. Happy birthday, System.

    Product Traded: ER2
    Contracts: 1
    Starting Balance: 4038.83
    Ending Balance: 8229.72
    Misc Charges: -85.79
    PnL Today: 1455.20
    PnL To Date: 4276.68
     
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    #93     Sep 9, 2008
  4. rdg

    rdg

    Yet another try with 2 contracts and yet another loss. It's time to find out if big wins beget losses to see if my money management rules need to be updated.

    Product Traded: ER2
    Contracts: 2
    Starting Balance: 4038.83
    Ending Balance: 7620.12
    Misc Charges: -85.79
    PnL Today: -609.60
    PnL To Date: 3667.08
     
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    #94     Sep 10, 2008
  5. It is not "time" it is definite. No one should be losing up to 20% of their money in one day

    It is not money management. not stop loss or profit objective problems. It is that you are WAY over-leveraged at 2 contracts.

    You should be satisfied with 1 contract for quite a while.

    At this rate, you may lose everything in ONE day. Or even in less than 30 minutes.
     
    #95     Sep 10, 2008
  6. rdg

    rdg

    First trade since moving to the ES. Hit a marginal new equity high.

    Product Traded: ES
    Contracts: 1
    Starting Balance: 4038.83
    Ending Balance: 8327.82
    Misc Charges: -85.79
    PnL Today: 707.70
    PnL To Date: 4374.78

    I don't really know how to answer this. Of course you are right that to call this "aggressive" is a bit of an understatement. But at the same time, I did the analysis to see how aggressive I could be and still have a decent shot at not blowing out. The problem is that if the trades aren't independent, some of that analysis goes out the window. I've learned a lot over the last year, so it's time to do more analysis and see if any adjustments really need to be made. I don't worry about taking an occasional massive loss (that was well defined in advance). I signed up to do that as soon as I started trading this system. The only thing that really scares me is a massive intraday gap. That is (currently) a risk I am willing to take.
     
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    #96     Sep 15, 2008
  7. rdg

    rdg

    Ok, so it's been a little over a year now. Here are a few stats of how the system has performed so far:

    Number of trades: 71
    %Profitable = 56.34

    Per Contract
    ----------------
    Profit Factor: 1.69
    Average Profit: 226.12
    Average Loss: -133.82

    Actual
    --------
    Profit Factor: 1.37
    Average Profit: 226.12
    Average Loss: -164.51

    Obviously the 4 failed attempts to increase the position size dragged down the performance. That said, I am fairly happy with how it has performed. I missed a load of signals due to other responsibilities, but I took every signal that I was available to take. Here's to bigger and better systems in the future!

    Attached is an up to date chart of the cumulative profit and and cumulative per-contract profit.
     
    #97     Sep 16, 2008
    beginner66 likes this.
  8. rdg, congrats on keeping the journal going, That in itself requires discipline. ITs also good to see what acutally happens when someone follows through on an idea that in theory should be profitable.
     
    #98     Sep 16, 2008
  9. rdg

    rdg

    Got caught in that afternoon madness.

    Product Traded: ES
    Contracts: 1
    Starting Balance: 4038.83
    Ending Balance: 7123.02
    Misc Charges: -85.79
    PnL Today: -1204.80
    PnL To Date: 3169.98
     
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    #99     Sep 17, 2008
  10. rdg

    rdg

    Product Traded: ES
    Contracts: 1
    Starting Balance: 4038.83
    Ending Balance: 8043.22
    Misc Charges: -85.79
    PnL Today: 920.20
    PnL To Date: 4090.18
     
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    #100     Sep 18, 2008