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what is your expectancy and what products do you trade?


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what is your expectancy and what products do you trade?

  #11 (permalink)
 
Fadi's Avatar
 Fadi 
Luxembourg
 
Experience: Advanced
Platform: NinjaTrader
Broker: IB / Kinetick
Trading: ES, CL
Posts: 485 since Apr 2012
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I would be real curious to see how those statistics would help you in your trading

My figures show as follows:
- avg. win per trade $1,722.45
- avg. loss per trade -$803.44
- winning probability 41.67%
- max consecutive number of losing trades 7

I risk more or less 1% of the total capital in the trading account; and do not let maintenance margin exceed 15% of that same capital.

The instruments that I watch and trade are the following:
ES, NQ, YM, NKD, 6E, 6J, 6B, 6A, ZT, ZF, ZN, ZB, GC, HG, SI, PL, CL, NG, HO, RB, ZC, ZS, ZW, LE
But most of my trading is concentrated around the ES, ZB, CL and GC.

These figures are for the past 4 years of trading, so a little more than 500 trades in total.

Hope that helps.

Cheers
Fadi

Successful people will do what unsuccessful people won't or can't do!
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  #12 (permalink)
 
deaddog's Avatar
 deaddog 
Prince George BC Canada
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Fadi View Post
I would be real curious to see how those statistics would help you in your trading

My figures show as follows:
- avg. win per trade $1,722.45
- avg. loss per trade -$803.44
- winning probability 41.67%
- max consecutive number of losing trades 7

I risk more or less 1% of the total capital in the trading account; and do not let maintenance margin exceed 15% of that same capital.

Cheers
Fadi

Nice  

I am not sure those stats will help my trading as such however if I was trading that system it would certainly give me the confidence to increase my capital or increase my risk per trade.

"The days when I keep my gratitude higher than my expectations, I have really good days" RW Hubbard
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  #13 (permalink)
 
Fadi's Avatar
 Fadi 
Luxembourg
 
Experience: Advanced
Platform: NinjaTrader
Broker: IB / Kinetick
Trading: ES, CL
Posts: 485 since Apr 2012
Thanks Given: 667
Thanks Received: 648



deaddog View Post
Nice  

I am not sure those stats will help my trading as such however if I was trading that system it would certainly give me the confidence to increase my capital or increase my risk per trade.

theoretically yes but it didn't work for me though... every time I've increased capital and risk per trade I've failed...
It is something psychological of course more than anything else.

Maybe I will reach there one day.
But for now, I am happy with those 80k more or less in trading account, and skimming the gains on a regular basis and into my bank account.

Successful people will do what unsuccessful people won't or can't do!
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  #14 (permalink)
 
deaddog's Avatar
 deaddog 
Prince George BC Canada
Legendary Market Wizard
 
Experience: Advanced
Platform: National Bank Direct
Broker: NBD/BMO/Questrade
Trading: Stocks
Frequency: Every few days
Duration: Weeks
Posts: 1,311 since May 2013
Thanks Given: 185
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Fadi View Post
theoretically yes but it didn't work for me though... every time I've increased capital and risk per trade I've failed...
It is something psychological of course more than anything else.

Maybe I will reach there one day.
But for now, I am happy with those 80k more or less in trading account, and skimming the gains on a regular basis and into my bank account.

At least you know where the problem is. The system seems sound.
You might try only increasing your risk per trade by a little. Say to 1.1% rather than 1%

"The days when I keep my gratitude higher than my expectations, I have really good days" RW Hubbard
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  #15 (permalink)
 
mfbreakout's Avatar
 mfbreakout 
BOSTON, MA
Market Wizard
 
Experience: Advanced
Platform: Tradestation, TOS
Trading: ES, CL, GC
Posts: 7,254 since Oct 2010
Thanks Given: 3,478
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Fadi View Post
I would be real curious to see how those statistics would help you in your trading

My figures show as follows:
- avg. win per trade $1,722.45
- avg. loss per trade -$803.44
- winning probability 41.67%
- max consecutive number of losing trades 7

I risk more or less 1% of the total capital in the trading account; and do not let maintenance margin exceed 15% of that same capital.

The instruments that I watch and trade are the following:
ES, NQ, YM, NKD, 6E, 6J, 6B, 6A, ZT, ZF, ZN, ZB, GC, HG, SI, PL, CL, NG, HO, RB, ZC, ZS, ZW, LE
But most of my trading is concentrated around the ES, ZB, CL and GC.

These figures are for the past 4 years of trading, so a little more than 500 trades in total.

Hope that helps.

Cheers
Fadi

Very nice stats. Matches more or less my record over 10,000 trades ( Live+SIM) with CL, TF, GC, NG, CC, ZS, ZW, NKD, PL, SI, PA. My intra day draw down tends to be high till the FAT LADY sings since my stop loss are quite wide and so are targets. I tend to add to my position. Besides individual trade i look at portfolio ( i typcally have 3-5 trades on at one time- day trading mostly) risk and adjust acordingly.

Cheers



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