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Actually this one is sim for the purpose of this journal, but I have almost the same real where I trade futures and options for Polish stock index as well.

A few more changes to the system that I will explain later. Closed long UsdJpy with loss -2300 Closed long sp500 with profit 2300 Closed long NASDAQ with profit 4700 Closed long DJIA 3700 Opened short GbpJpy @ 123.94 Opened short Oil @ 85.37 Opened short Gold 1630.2 Account Value 230k

Opened long DJIA @ 12405 Opened long UsdJpy @ 79.66 Account Value 238k

Opened long SP500 @ 1316.10 Account Value 238k

A few changes to the system that resulted in closing some positions and reducing others (current leverage is about 7). Closed short GbpJpy with profit +3.3k Closed long UsdChf with profit +13k Closed long GbpChf with profit +4k Closed long UsdCad with profit +3.7k Closed long Tnote10 with...

Bought NASDAQ @ 2472.85 Account Value 254k

Closed Nasdaq @ 2475.4 with profit +4k Account Value 264k

At the moment required margin is 44k. Leverage 9.94. I don't use VaR to measure risk. As for redundant positions I'm aware of this, but I want to keep everything as in the backtest.

Sigh... http://www.investorwords.com/3454/open_trade_equity.html Just this once, opened trades: Short eurusd Short eurgbp Long Nasdaq Short silver Long 10 year treasury note Long gbpchf Short audusd Short eurjpy Long usdchf Short ftse100 Short copper Long usdcad Short gbpusd...

Closed UsdJpy @ 78.69 with loss -3.4k Closed SP500 @ 1301.90 with loss -2.7k Account Value 271k

Sold GbpJpy @ 122.46 Yesterday's long is nearly at stop, will be loss about -2k. Account Value 269k

Trade sizes can be reproduced by anyone trading with this broker and probably most others MM. Platinum was closed Sunday late evening, which is when market opened. The purpose of this journal is to show that long term trend following still works. Or not as some would believe judging by my...

It's a CFD. Broker is Bossa.pl

Fair point. Platinum closed @ 1436.25. As for position size, I said earlier that I trade through Polish market maker and they allow to make trade in lots that has nothing to do with size of a contract.

Bought SP500 @ 1321.23 Closed Platinum with profit +2900 Account Value 244k

I find profit factor a bit misleading as it looks only at close price vs open price, instead looking at what happened with price in between. I have systems that have profit factor of 4+ but MAR is so bad that they can't leveraged up.

Sold GbpUsd @ 1.5693 Account Value 246k

Closed SP500 with loss -10k Closed DJIA with loss -8k Account Value 231k

Bought UsdCad @ 1.0179 Account Value 235k

I trade through Polish MM and I think they quote most liquid future. In this journal: sold - opened short bought - opened long closed - closed last one.