Index futures automation

[hilmy83]

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Last trading day of the year, a b/e day.

 

[hilmy83]

How does the $ 36,631.73 figure in post 827 correspond to $ 59.903.54 profits and $ 44,788.35 losses (net $ v15,115.19) in post 829 ?

Apologies if you've already covered this.

It's from the MT5 report, from jan-nov 2023.

This is the full year jan-dec 2023. Take net proft-balance you'll have what my cost basis would be for the year. It's about 89% gain for the year.

I think next year would be closer to 50% because I think there will be a lot less issues (hopefully)

 

[hilmy83]

Not sure how I want to report monthly pnl at this point. Initially i took out the positive outliers. But this month, i had a negative outlier. Should I leave that out?

I lost -$1275.5 this month which is due to the unexplained bot error (and my own continued stupidity) led to -3k loss on 11/13. Without that outlier, this would've been about $1700 profit, which is pretty much in line with other months.

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As @rb7 says, the bot is never going to be perfect and I have to accept that, good or bad. I think it would be problematic trying to keep up with the outliers, so might as well just give it straight.

So going forward, what you see, is what it is:

Mar: $803
Apr: $1561.50
May: $961.5
Jun: $1136
Jul: $929
Aug: $8179
Sep: $4026.50
Oct: $2552.5
Nov: -$1275.5

Daily reporting will also not be filtered from the outliers going forward. I'm just going to treat bot imperfection as a cost of business.

Ok full year review:

Balance end of Dec 2022: $10359.26
Added: $2500 (Jan) - top off after shitty performance
Added: $8000 (feb) - added after a decent month

2023 Cost basis: $20859.26

Gross:
Jan: -$2406.36
Feb: $845
Mar: $803
Apr: $1561.50
May: $961.5
Jun: $1136
Jul: $929
Aug: $8179
Sep: $4026.50
Oct: $2552.5
Nov: -$1275.5
Dec: $2126.50

These are gross profit by the way. You can figure out my true net taking the end of the month NLV-initial balance - payments/receipts (under base currency USD)

Net:
Jan: -$2703.16
Feb: $648.2
Mar: $594.9
Apr: $1183.64
May: $604.3
Jun: $912
Jul: $811.8
Aug: $7946.6
Sep: $3676.5
Oct: $1981.7
Nov: -$1692.7
Dec: $1722.5

So net profit of $15686.28 or 75.2% return for 2023


I didn't add the jan,feb statements, so here it is:

And December's

 

[hilmy83]

It's from the MT5 report, from jan-nov 2023.

This is the full year jan-dec 2023. Take net proft-balance you'll have what my cost basis would be for the year. It's about 89% gain for the year.

I think next year would be closer to 50% because I think there will be a lot less issues (hopefully)

View attachment 330664

realizing MT5 numbers are off. I think because MT5 mixes up commission with "corrections". And the fact that AMP ended the commission column later this year, this fucked the accounting up.

Oh well, I don't give much weight to $ figures in MT5.

 

[hilmy83]

Ok full year review:

Balance end of Dec 2022: $10359.26
Added: $2500 (Jan) - top off after shitty performance
Added: $8000 (feb) - added after a decent month

2023 Cost basis: $20859.26

Gross:
Jan: -$2406.36
Feb: $845
Mar: $803
Apr: $1561.50
May: $961.5
Jun: $1136
Jul: $929
Aug: $8179
Sep: $4026.50
Oct: $2552.5
Nov: -$1275.5
Dec: $2126.50

These are gross profit by the way. You can figure out my true net taking the end of the month NLV-initial balance - payments/receipts (under base currency USD)

Net:
Jan: -$2703.16
Feb: $648.2
Mar: $594.9
Apr: $1183.64
May: $604.3
Jun: $912
Jul: $811.8
Aug: $7946.6
Sep: $3676.5
Oct: $1981.7
Nov: -$1692.7
Dec: $1722.5

So net profit of $15686.28 or 75.2% return for 2023


I didn't add the jan,feb statements, so here it is:

View attachment 330667
View attachment 330668

And December's

View attachment 330669

Actually considering the net cash flow in Jan/Feb, my TWR is actually about 50%, in line with the backtests.

 

[hilmy83]

Actually considering the net cash flow in Jan/Feb, my TWR is actually about 50%, in line with the backtests.

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My MWR is 81.9% lol, wtf

 

[hilmy83]

My MWR is 81.9% lol, wtf

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Ok we will go with:

81.9% money weighted returns for 2023.

More accurate representation to the overall performance. I do plan to add money here and there.

My first add would be in January.

Ok full year review:

Balance end of Dec 2022: $10359.26
Added: $2500 (Jan) - top off after shitty performance
Added: $8000 (feb) - added after a decent month

2023 Cost basis: $20859.26

Gross:
Jan: -$2406.36
Feb: $845
Mar: $803
Apr: $1561.50
May: $961.5
Jun: $1136
Jul: $929
Aug: $8179
Sep: $4026.50
Oct: $2552.5
Nov: -$1275.5
Dec: $2126.50

These are gross profit by the way. You can figure out my true net taking the end of the month NLV-initial balance - payments/receipts (under base currency USD)

Net:
Jan: -$2703.16
Feb: $648.2
Mar: $594.9
Apr: $1183.64
May: $604.3
Jun: $912
Jul: $811.8
Aug: $7946.6
Sep: $3676.5
Oct: $1981.7
Nov: -$1692.7
Dec: $1722.5

So net profit of $15686.28 or 75.2% return for 2023


I didn't add the jan,feb statements, so here it is:

View attachment 330667
View attachment 330668

And December's

View attachment 330669

PS. All my net $ return figures on this post are off. Not sure wtf I was doing, it should be NLV-initial balance.

Anyway, going forward I'll just post monthly figures/statements and using money weighted returns calculation to account for net cash flows.

Happy new year, and secretly hoping for the markets to crash to hell

 

[hilmy83]

Sorry guys, I broke CQG

 

[hilmy83]

Actually considering the net cash flow in Jan/Feb, my TWR is actually about 50%, in line with the backtests.

View attachment 330838

Per chatgpt

TWR it is..

 

[hilmy83]

After years, finally . This is more stressful than trading...