For those traders who keep good records

[chrisjs87]

For those among us who keep detailed records of their trades, I'm interested in gathering some data for the following:

What market(s) do you trade?
What percentage of your trades result in a profit?
What is your average risk/reward ratio?
What is your average profit/loss per trade?
What is your average holding time?
What is your average commission(round trip) on your trades?

Not entirely necessary, but if you have the time, please include the total sample size and the date range of the sample.

 

[drcha]

For those among us who keep detailed records of their trades, I'm interested in gathering some data for the following:

What market(s) do you trade?
options on ETFs
What percentage of your trades result in a profit?
64%
What is your average risk/reward ratio?
Not sure how to answer. I buy options, so limited risk, unlimited reward.
What is your average profit/loss per trade?
Average win 22%, average loss 29%; overall average return 3.64% because expectation = 0.64*.22-0.36*29=.0364
What is your average holding time?
3 weeks
What is your average commission(round trip) on your trades?
$1.50 per contract

Been trading this system since 2010 or so

Not entirely necessary, but if you have the time, please include the total sample size and the date range of the sample.

 

[shazam75]

I mainly trade the Futures market.
What percentage of your trades result in a profit?
out of 154 trades, 34% were successful
What is your average risk/reward ratio?
profit factor is 1.10
What is your average profit/loss per trade?
$3874 and avg loss is $2183
What is your average holding time?
about 2 to 3 months
What is your average commission(round trip) on your trades?
$6 (I use IB)

 

[Handle123]

For those among us who keep detailed records of their trades, I'm interested in gathering some data for the following:

What market(s) do you trade?
What percentage of your trades result in a profit?
What is your average risk/reward ratio?
What is your average profit/loss per trade?
What is your average holding time?
What is your average commission(round trip) on your trades?

Not entirely necessary, but if you have the time, please include the total sample size and the date range of the sample.

I could never answer all these questions cause how I trade, what I trade is diversified, and you be honest would take hours to compile a list, plus I don't want to share. I think some information should be kept to oneself. Ninety percent of what I do has to do with testing.

 

[chrisjs87]

I could never answer all these questions cause how I trade, what I trade is diversified, and you be honest would take hours to compile a list, plus I don't want to share. I think some information should be kept to oneself. Ninety percent of what I do has to do with testing.

Understood, no pressure! I don't have any underlying motive for asking these questions. It was just a passing curiosity.

 

[Handle123]

Understood, no pressure! I don't have any underlying motive for asking these questions. It was just a passing curiosity.

LT Dow30 plus handful ETFs/ND stocks, options, 40 commodities LT, day trade 40 futures markets-8 automated systems following 40 markets, manually oversee 14 futures, occasionally specific stocks. LT one target and then who knows, some markets can be years between signals, risk often times is less than 1%. In commodities LT winning percentages are 10-18% yearly, overall including options won't specify, in Stocks LT 55% winning trades, once at breakeven sell options and stocks must pay dividends, holding times in LT can be years including commodities(many rollovers), do spreads in Commodities which now are close to 25% of future accounts, they are often Calendar but with TA signals. LT risk to reward is often in futures less than $1000, first target is $2,000 to $10,000 depending on margin then remainder stay at breakeven stops and are never moved, exits are based on fifteen minutes before close of week, some breakeven stops been same place or area for four plus years. Trailing stops overall hurt my style of trading. I am very good at day trading ES, trading/scalping three decades, nothing ever changes, wider ranges but same patterns, fees cost more, greater risk, less volume considering ES is 90% less value than 1980s. All day trading is less than 1 to 1 reward to risk and why LT is becoming more favorable for me. Am programming my last area of trading of options, taken me two years to figure out how to trade them, they are the best instruments to trade with least risk, but that depends on one's testing. Time decay offers best rewards but know how to buy OTM can be good deal as well but winning % go down to 50%, but reward to risk often over 100%. Where the big money is testing. Want to eventually have nearly all automation.