Close India 50 +289. It's quite clear I bet on the wrong horse for today, and I don't intend to hold over weekend. Will start the algo dumb beta harvesting after the New year anyway.
I fixed a bug in profit calculation (trades over multiple accounts got interleaved sequentially rather than chronologically) resulting in much more spikes than in reality, and financing charges weren't included resulting in about 10% more profit than in reality. Also I implemented normalized return and draw down metrics taking into account money deposited/withdrawn during the year. So here are some initial 2019 final stats not including the currently open trades: Normalized return (in USD): 37.8% Normalized max DD (in USD): -15.0% Real return in SEK before tax: 106kkr Normalized return was higher than I expected, but I've just been estimating casually prior. Attached the normalized return chart. A key chart I've not yet implemented is an adjustment of return to value of SEK, but I should be finishing that some time coming week(s). USDSEK has dropped more than 6% from peak and this matters a lot in reality. Also want to add Sharpe and beta as previously mentioned but those will take more work.