Trading ES, reverse trade based stops

romik · Mar 30, 2015

romik said:
Short 2050.25 -4.25

Total: +56.75 (7w,9l,1b/e)

Delayed call due to being placed at night GMT.

Long 2056 -5.75

Total: +51 (7w,10l,1b/e)

romik · Mar 30, 2015

romik said:
Delayed call due to being placed at night GMT.

Long 2056 -5.75

Total: +51 (7w,10l,1b/e)

Short 2061.5 +5.5

Total: +56.5 (8w,10l,1b/e)

romik · Mar 30, 2015

+16.5
+0
+2.75
+5.25
-2.75
-3
-1.75
-3.5
-4.5
+9.75
-3
+37.75
+11
+2.5
-1.75
-4.25
-4.25
-5.75
+5.5

romik · Mar 30, 2015

romik said:
Short 2061.5 +5.5

Total: +56.5 (8w,10l,1b/e)

Long 2071.5 -10

Total: +46.5 (8w,11l,1b/e)

romik · Mar 30, 2015

romik said:
Long 2071.5 -10

Total: +46.5 (8w,11l,1b/e)

Short 2074.25 +2.75

Total: +49.25 (9w 11l,1b/e)

romik · Mar 31, 2015

romik said:
Short 2074.25 +2.75

Total: +49.25 (9w 11l,1b/e)

Long 2070 +4.25

Total: +53.5 (10w,11l,1b/e)

romik · Mar 31, 2015

romik said:
Long 2070 +4.25

Total: +53.5 (10w,11l,1b/e)

Short 2066 -4

Total: +49.5 (10w,12l,1b/e)

Buy1Sell2 · Mar 31, 2015

romik said:
+16.5
+0
+2.75
+5.25
-2.75
-3
-1.75
-3.5
-4.5
+9.75
-3
+37.75
+11
+2.5
-1.75
-4.25
-4.25
-5.75
+5.5

Great performance and testament to the fact that the larger winners can more than offset the smaller losses and be profitable--even with a losing winning percentage. Congrats!

jj1111 · Mar 31, 2015

I'd also add, 2 trades make up basically all of the return, which goes along with "take every signal" and "you'll never know distribution of returns."

Btw, at what point will this test end?

romik · Apr 1, 2015

romik said:
Short 2066 -4

Total: +49.5 (10w,12l,1b/e)

Long 2048.25 +17.75

Total: +67.25