Monday 25 November 2013

Summary for Trades Opened : August 2013 & September 2013

I am now showing daily updates as trades open and close.  There is nothing special about the trades opened in August or September, they just look like more of July so I will just show the summaries

August
I opened 6 Trades - 2 wins and 4 Losses so Win Rate 33.33%
The average win was 2.28 R and Average Loss 0.59 R so Win : Loss Ratio of 3.87 : 1
Expectancy 0.37

September
I opened 11 Trades - 4 Wins and 11 Losses so Win Rate 36.36%
The average win was 1.93 R and Average Loss 0.66 R so Win : Loss Ratio of 2.94 : 1
Expectancy 0.28

The financial YTD
24 Trades - 11 Wins and 13 Losses - Win Rate 45.83%
Average win - 1.93 R and Average Loss -  0.66 R so Win : Loss Ratio of 3.16 : 1
Expectancy 0.54

So while July was abnormally good, August and September pretty much bought it back to approximately where I would expect it to be.  October still has 5 open positions and none of them have much open profit yet.  I hope I won't be able to report the October results until the remaining trades close with enormous profits.

So after the Jul, Aug and Sep blocks were all closed the distribution chart looks like this


A number of full 1 R losses and 'empty' trades have crept into the picture as the US funding crisis caused a dip in the market.  Even so the Win : Loss ratio has managed to keep the returns so far in positive territory.

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