Request for feedback on my SIM Day trading results

Discussion in 'Trading' started by SimpleMeLike, May 7, 2019.

  1. qlai

    qlai

    Yes, but I am just trying to gouge the style ... There are only two ways that I know to achieve high (>70) win rate 1) have a VERY good edge (like HFTs) 2) sit through large (relative to the avg win) draw down and work the trade into BE/win(usually involves adding to losers).
    Both maybe valid/profitable, but the first is really desirable.
     
    #11     May 7, 2019
  2. No I mean look at the distribution so I can know what to expect best/worst case (more or less). So for example, the fifth percentile could be -150/trade and the 95th could be 5000. Fantasizing of course.
     
    #12     May 7, 2019
  3. qlai

    qlai

    Right, that is on closed trades basis
    ... Tells me nothing how much heat you took to get there. @Overnight insists it doesn't matter, but it matters to me ... I am chicken little :)

    sky-is-falling.jpg
     
    #13     May 7, 2019
  4. maxinger

    maxinger

    Personally I wouldn't trade the way you trade.


    your win% - I think it is quite high.

    your reward / risk ratio. It is definitely far too low.
    perhaps aim for > 3.
    Look at yesterday crude oil. reward / risk ratio was > 10.


    Basically you wanted to have high win %.
    Ended up you took low reward / risk ratio.


    You are basically doing very heavy scalping day trading where you trade hundreds of round turns.
    Mine is light scalping day trading.
    Do note that most days, crude oil movement is rather jerky spiky erratic chaotic and this should be a major consideration.
     
    #14     May 7, 2019
    SimpleMeLike likes this.
  5. Sure you can do max drawdown per trade and look at them similarly.
     
    #15     May 7, 2019
    qlai likes this.
  6. tiddlywinks

    tiddlywinks

    Sitting through "large" drawdown and/or adding to losers are not in MY arsenal or plan.
    Kinda like I don't know what I dont know. Just saying.

    But for overview of a method, I agree, seeing the Max numbers is helpful.
     
    #16     May 7, 2019
  7. Peter10

    Peter10

    If 5-10 year backtest is profitable, I think you are good.
     
    #17     May 8, 2019
  8. Thank you tiddlywinks for responding.

    Can you please help me to understand how Method 2 and Method 1 is negative?

    Thanks.
     
    #18     May 8, 2019
  9. Thanks Risepoint1879,

    Yes, I trade support and resistance levels and most (80%) of the time the Profit target (support and resistance levels) are near my entry, so that's why wins are smalls.

    Once I move up to two contracts, I plan to exit 1 contract at first profit level and manage the other contract for higher profit.
     
    #19     May 8, 2019
    Peter10 likes this.
  10. Thank you maxinger,

    Yes, I am trying to figure out how to get bigger wins or runners.
     
    #20     May 8, 2019