Trader P/L 2012

Quote from d08:

My performance for 2012. It was a pretty hard year. In the context of the max. drawdown, the return is clearly not good enough. I did make my minimum return goal (40%) but that's about it. This one's dedicated to our buddy marketsurfer, "Yes we can".

I echo the thoughts of sellindexvol66, paper traders and posters who just write some numbers should post in a separate thread - a blotter or image verification is necessary.
Oddly enough, ET mods often clean up some threads very aggressively (Neke's journal comes to mind), yet ignore other threads.

Thankfully the holidays are over and we can continue with the regular programming!
More...


seriously?,

paper traders, posting their results?, wow, that must be desperate, as well as self defeating, what with this is an honesty thread and whatever is reported, has no correlation to reality, other than to one's self....
 
Quote from limitdown:

seriously?,

paper traders, posting their results?, wow, that must be desperate, as well as self defeating, what with this is an honesty thread and whatever is reported, has no correlation to reality, other than to one's self....
More...

I guess u did not run through this thread last half of yr....lots of nonsense that does not belong here..,so sad.

I hope in 2013 guys will understand this is a blotter thread a bit better. Happy new year.
 
Quote from Lintagoose:

Echo the sentiment of previous posters...this was a pretty tough year for the most part. Luckily, there were a couple of 'bonus' days in there (i.e. Knight blowoup, ETN/CBE closing) to bring it up to good level.

Year: $534,995.12
Best Day: $158,205.79
Worst Day: -26,260.46
Best Month: $165,163.86
Worst Month: -$12,948.12

No statistics or returns apply for this b/c its a prop account. Maintenance equity is between $50-75k.

2nd half of the year picked up a lot. Most, great days/months were in 2nd half. Overall, a lot more big losing days to counter less great big winning days than previous years.

Looking forward to seeing some other numbers and to a great 2013.
More...

Looks like you averaged the net profit of about three quarters of a cent per share. Is that right?
 
Sounds about right. I don't really pay attention to this metric anymore b/c it doesn't affect my take home. I employ many different strategies...some of which are for large blocks of shares that skew this metric from what it might be otherwise. If a strategy produces cash flow and is consistent its alright by me.
 
I had a disappointing December (-0.77%) but decent annual return (30% with a monthly sharpe of 2.0).

I don't understand people's obsession with screenshots but here you go. I could have easily edited the HTML to get any numbers I wanted :)
 

Attachments

trader 2012 performance

best month was march @ +23.19% worst was may @ -2.39%.

struggled also oct -2.37%, nov was -.08%, dec was +1.37%

ytd-2012-1-2-20137-59-11AM_zps6caf1b67.jpg


of course i have optimism for 2013; and good luck to other fellow traders. happy new year.

frank
 
Ggreat job, sellingindexvol.

My 2012 performance. First Col is multistrategy hedge fund index. Second is SPX. Third is mine. Included cumulative Acct Equity chart for easy comparison.

I probably should trade a bit more aggressively.

njrookie
 

Attachments

Quote from sellindexvol66:

trader 2012 performance

best month was march @ +23.19% worst was may @ -2.39%.

struggled also oct -2.37%, nov was -.08%, dec was +1.37%

ytd-2012-1-2-20137-59-11AM_zps6caf1b67.jpg


of course i have optimism for 2013; and good luck to other fellow traders. happy new year.

frank
More...

Clearly you've got to work on your drawdowns. 2.45% is just way too high. I wouldn't be comfortable with anything above 2% :)

Also, stop having those huge months. They ruin your sharpe. You'll never catch up with macintosh.

I do have a question, do you make more money in quiet months or in volatile ones? I can't quite tell. Is it normal for you to have flattish months half of the time and huge months the other half of the time?
 
t0pw61.jpg


Pretty good year in risk and dollar terms but PnL distribution was unusually skewed. 90% of the profits came over 5-6 months, the rest was mostly noise.

Best/Worst Day: 184k/-161k
Best/Worst Month: 677k/-384k
Contracts traded: 273k
 
You must log in or register to reply here.
Back
Top