I wrote a bot and gave it 25k to trade

I'd dare to say fundamentally important. All strategies that I've deployed so far try their best to reduce output volatility (equity curve), and in so doing they stay away from input volatility (price). This may not be a universal law, I know many traders prefer volatile phases, but this is the best I could come up with so far.
 
Thanks for the answer , though to me lower volatility can help (in essence ) profitability , if higher volatility helped ( which I doubt it would with trend following) then surely a commensurate lowering of position size would produce a smoother equity curve?
 
Furthermore, if I manage to achieve a relatively small drawdown (high recovery factor) I can make better use of leverage. So even with less trades, I can - theoretically - achieve the same effect of many smaller trades targeted at volatility. At least this is what I'm trying to achieve.
 
Last monthly IB statement follows.

monthly_report.jpg

monthly_report_2.jpg
 
Monthly results so far, 7 complete months plus half november 2019. June very good, up more than 11%. If I was using e-minis, dollars would have been multiplied by 10.

These results obviously differ from IB's, because I only take into account commissions and because I have long since given up understanding their math.

p&l.jpg
 
Last edited:
Yeh , I too have given up trying to figure the vagaries of IB account balances, so you made a small loss in may? so are you thinking of switching to eminis? Sometimes I indulge in trading mes , but now I look at it the mnq and nq seem more liquid , and smaller increments, so might join you trading this .
 
Back
Top