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You can guess since SPY (green line) is a known at the time + I posted end of equity number. Here is full 2020's with PL%.

I was trading it live thru whole 2020, the very first post in this journal contains stats. With more updates posted overtime. Below is my equity vs SPY from the first post, I was up ~54% by that point. Not only I backtested thru 2008 but early 2000s, late 90-ies and 1987 as well. I don't...

I personally haven't as I don't have good data (or time to find it) for them and it seems that US provides good diversity over companies locations and industries, as well as great liquidity. But other traders did. There are quite a few I know who are trading Australian market, as well as some in...

There is a basic flaw in those calculations. A. It is assumed that win rate is static. B. Underlying data distribution is normal. None of those are true for financial data.

There is Ref. field you can fill for each order. Put anything you want there like a strategy name. Works for both API and TWS.

Not having open positions info returned is a possibility. I've designed my automation to act on a latest version either local or broker's. That helped to mitigate that. Unfortunately outages can come in different shapes and forms. IB in particular has data outages few times a year, that's...

Sorry for delay, just got back from my vacation. The second one, typically I will have 10k+ trades in backtest over 15-20 years. And I split data into 5 years internals, so in that sense - having 2-5k per each 5 years is quite comfortable for me to make conclusions. And I'll need to see many of...

When it comes to DD and return, if correlation is sized up correctly then your return to DD ratio should improve. Typically increased return and ~same combined DD or ~same return and reduced combined DD. If trading stocks, we should be expecting majority of longs to suffer during volatility...

Shouldn't be too hard if OP is trading <1$ stocks.

As I am talking to couple of accounting firms to help me design the right corporate structure, I'd appreciate if anyone with experience will DM me. Canadian or North American experience should be most relevant. Currently I am looking at CCPC vs more complex structure with holding company to...

Glad to hear. 1. Because I have to. 2 cash accounts are tax advantageous accounts and, unfortunately, have to be cash. One has deferred taxes another is 100% tax free. I'm at a highest personal income tax bracket in my country so very eager to use anything that allows to legally reduce them...

I'm not sure if that's called sub accounts, but all 3 accounts are under the same IB credentials. They are just different types for tax purposes.

Registered accounts are 100% in USD because of convenience. Gotta have USD there to trade US stocks. Margin account is where I do hedging. By default it's 100% USD but occasionally I'd increase my CAD exposure by shorting USD.CAD (~=buy CAD). This exposure changes based on my discretion.

Good month for registered cash accounts. Accounts order as on a chart - cash 1, margin 1, cash 2. Light grey - combined equity for all strategies per account. Reddish lines are shorts, otherwise - long strategies.

I currently have 6 strategies running live. They are all different beyond just parameter values. This one is mean reversion on a longer internal. Initially I was skeptical of longer hold duration as it felt like a dumber version of something that I know works better but after running a couple...

dest said the same on a few occasions. so hopefully it's just a rage quit ;) I've seen many posts where @guru's replies were most helpful and deeply insightful for those who can understand. Though, people often struggle to understand, replies are just outside of their adjacent possible.

Before taking off for a vacation I looked at a recently launched live strategy specifically designed for a cash account and to my surprise it took off. I think it's a first time I've seen a new strategy making so much so fast. More often than not those periods will mean revert, but as discussed...

Good point. It will degrade eventually. Perhaps not something to be concerned much when launching a strategy, as this will be an unlikely reason why a strategy won't work right out the gate, assuming testing was done on 10y+ data sample.

If you're moving everything into one account, all that matters for PDT is your Net Liquidation of that account. As soon as it stays above 25k you're fine.

https://letsencrypt.org/ They support auto-renewal flow which is a great benefit.