Statistical study of trading performance of professional/experienced day scalpers

Discussion in 'Professional Trading' started by ycxc16588, Dec 13, 2009.

  1. Hello, I'd like to conduct a statistical study of trading performance of professional/experienced scalpers. I'd like to use this information to improve my scalping technique.

    I am particularly interested in ES mini day scalpers.

    Here are my questions:

    (1) What is your average point gain per contract per round trip daily? This number is calculated based on net P/L dividied by total number of contract traded daily?

    (2) How many average daily scalping would you do? Initiating a trade with one contract or 10 contracts is all considered one scalp.

    (3) How long does each your scalping trade last in average? seconds to minutes?

    (4) During the day, what is the percentage of maximum drawdown on paper as compared to your average daily net P/L?

    (5) What is your target profit vs stoploss in points for average scalping trade? I often hear that many scalper would set one or slightly more than one point stoploss for 1 point profit. Is it true?

    Thank you for participating.
  2. tripleE


    you need to study statistics before you conduct a statistical study.

    do you know sampling?