Taking a poll of traders' performances

Discussion in 'Trading' started by catmango, Apr 2, 2003.

  1. I'm still working on my own system, and hope to include it as a journal some day on this forum. I wanted to ask traders out there, though, what kind of real returns have people been experiencing?

    I'm a swing trader, and I'm trying to target a .5%-1.0% return per trade (net of commissions) on an average hold of one day, and at least a 60% win rate. I don't have a standard dev target, since I don't know what can be considered typical.

    Anyway, just curious as to what kind of average returns have people been experiencing out there. It would be helpful if you could state your results (for apples-to-apples comparison) in the form of:

    # of Trades
    Avg % Return Per Trade
    Average Hold Time (in days or hours) Per Trade
    Success Rate (% of trades that were successful)
    Avg Gain (for winning trades)
    Avg Loss (for losing trades)

    Obviously you can throw in some other metrics, but I think the above are the most important.

    Thanks again to everyone, and look forward to seeing how people are performing out there!
  2. These are rough guesses on a month by month basis.

    # of Trades 25

    Avg % Return Per Trade (no idea)

    Average Hold Time (in days or hours) Per Trade less than 1 day

    Success Rate (% of trades that were successful) 20% successful

    Avg Gain (for winning trades) 1-3%

    Avg Loss (for losing trades) .2-.5% (1 in 50 loses about 3% though)

    So far, I am up 40.81% YTD as of march 31.

    Hope this helps. It doesn't really matter what your losers do. Keep em small. You only need a few good wins to really kick ass. Try to keep the # of trades small and only take your faves.

    Good luck. Look in the past forums. I think we had this discussion about 50 times. You should be able to find extra info.
  3. # of Trades (Last year)

    Avg % Return Per Trade (including losers)

    Average Hold Time (in days or hours) Per Trade
    Shortest 1d
    Longest 300d
    Ave 20d

    Success Rate (% of trades that were successful)

    Avg Gain (for winning trades)
    Don't Have
    Avg Loss (for losing trades)
    Don't Have

    Was only fully invested for about 1/3 of the year. The rest was largely in cash...serially entering/exiting positions risking only about 20% of total cash at any one time. Trading income generating stocks....

  4. # of Trades: 15 month
    Avg % Return Per Trade
    Average Hold Time (in days or hours) Per Trade: 2 days
    Success Rate (% of trades that were successful): 50%
    Avg Gain (for winning trades): 2%
    Avg Loss (for losing trades): 1%

    Started this year's trading two months ago, beginning of February

    Account up 50%, trading Single Stock Futures.

    A stock like NVLS, which has a typical daily range of 3%, can get you your 1% day, if you get good at playing it.
  5. Surprised that not very many have posted their results. I for one would want to let everyone know my performance if I were doing well. (I don't even have a system yet, which is why I'm not posting anything :D)

    Must mean that most members of the forum have not been profitable.

  6. SPY

    500 share lots

    new intraday strategy started 3/31

    6 days
    trades = 15
    8 winners 6 losers 1 flat
    avg winner = .41
    avg loser = .25
    after commission = 416.89

    I know some of the guys on this site will think I am a piker for trading small, but after blowing up twice in my trading life I feel like I need to build at least a 50 trade track record before I increase my size. I plan on adding 100 shares every week after the 50 trade mark up to 2000 shares.
    Good luck to all!
  7. Don't sweat it. Just keep doing it. I have screwed up so much it isn't funny....but that's the tuition to successful trading.

    Six years ago I was just another geek....a blacksheep at the office. Someday soon....not too far off now...the college fund will be full and I will be set...sometimes I have to pinch myself to believe that it is really working for me....

    IT CAN BE DONE!!!! Keep at it .... at all costs!

    Good luck to you!!

  8. keep in mind that this particular system has been traded since 6/1/01 to present. all % figures are based on using $20,000 equity per SP emini contract.

    # of Trades = 214
    Avg % Return Per Trade = 3.88%
    Average Hold Time (in days or hours) Per Trade = 1.36 days
    Success Rate = 50.23%
    Avg Gain (for winning trades) = $778
    Avg Loss (for losing trades) = $406
    Profit factor = 1.93
    Max. Drawdown = 16%

    i also trade other systems but this is a great one that has been very consistent. the DD is not that large at all since the trades run about 50% profitable. you have to be willing to sit through the losers, but the gains on winners outweigh nicely.

    PM me if you are interested in seeing the other systems that i use (and lease).