System trading journal

Discussion in 'Journals' started by southall, May 7, 2012.

  1. southall


    I will journal the results of my trading system here.

    It is a day trading system on the stock index futures.

    Daily win rate is about 65%.

    Average winning day about the same size as the average losing day.

    The graph shows a sample of daily returns in % or R multiples (assuming 1% is risked per trade).

    As more than 1 trade per day is taken, the system can lose more than 1% in a day, however days of losing more than 5% in a day are very rare.

    The system averages about 25% (or 25R) per year with a 15% draw down expected in a bad year.

    There are about 110 trading days per year where at least one trade is taken.

  2. southall


    This is the sample daily win loss ratios.. it is taken from the middle of the last decade and represents about 2 and half years of trading.
    I have tested over the last ten years but have presented a random section of the back test results here as the full 10 years worth of data doesn't display very well.