Review of last 6 weeks: sells have been expensive
27 April 2019| Setup | # of Trades | Total PnL EUR / % / R | Average R/winner | Losses (#) and % | Reached 1 to 1, reversed b4 2 to 1 | Achieved => 2:1 (#) % | Achieved =>5:1 (#) % | Pnl w BE at 1:1, 50% at 2:1 and 100% at 5:1 | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|
| All trades | 528 | -7,148 / -8.26% (-7.9R) | 1.3 | 318 (60.2%) | 86 (16.2%) | 169 (53%) | 80 (15%) | -273+169+200 =96 | +103R* |
| Opened between 9:00 and 11:00 | 422 | 15,722 / 17.8% (+17.5R) | 1.5 | 258 (61.1%) | 69 (16.3%) | 143 (33%) | 77 (18.2%) | -210+143+192.5 =125 | +108R* |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed (BE trade) | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| 3Min Bolli | 82 | 19,337 / 21.5% (+21.5R) | 1.56 | 37 (45%) | 9 (10.9%) | 36 (43%) | 21 (25%) | 14 (17%) | -37+36+(2.5x21) =51.5 | +30R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| Gap fill fade | 24 | 7,083 (7.5%) (+7.9R) | 1.78 | 10 (42%) | 4 (17%) | 10 (42%) | 4 (17%) | 4 (5%) | -7+10+(2.5x4) =13 | +5.1R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| Imp-Corr structure | 6 | 2,939 (3.2%) +3.3R | 2.1 | 3 (50%) | 0 (0%) | 3 (50%) | 1 (17%) | 0 (0%) | -3+3+(2.5x1) = 2.5 | -0.8R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed # (%) | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| J-Lo and Igloo | 17 | 4,027 (3.67%) +4.5R | 2.33 | 4 (23%) | 8 (47%) | 5 (29%) | 4 (23%) | 1 (6%) | -4+5+(2.5x4) = 11R | 6.5R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1, reversed b4 2:1 | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| Triangles and R-B-Ts | 17 | 9,845 (10.5%) (+10.9R) | 3.88 | 6 (35%) | 4 (23%) | 7 (41%) | 5 (29%) | 2 (12%) | -6+7+(2.5x5) = 13.5R | 2.6R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| V-shaped 3-legs Rev | 4 | 2,335 (2.7%) +2.6R | 2.49 | 3 (75%) | 0 (0%) | 2 (50%) | 1 (25%) | 1 (25%) | -3+2+(2.5x1) = 1.5 | -1.1R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| Breaks of KLs and TLs | 45 | -11,007 (-9.99%) -12.23R | 0.55 | 28 (62%) | 7 (16%) | 10 (22%) | 4 (9%) | 0 (0%) | -22+10+(2.5x4) = -2R | -10.23R |
| Setup | # of Trades | Total PnL EUR (%) R=1% | Average R/winner | Losses # (%) | Reached 1:1 & reversed | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl using standard TP strategy | Theoretical PnL vs. Actual PnL |
|---|---|---|---|---|---|---|---|---|---|---|
| Break back in | 5 | 6,215 (7.1%) +6.9R | 3 | 2 (40%) | 1 (20%) | 3 (60%) | 2 (40%) | 0 (0%) | -2+3+(2.5x2) = 6R | -0.9R |
| # of Trades | Total Actual PnL EUR ( %) R @ 900 risk/trade | Actual Average R/winner | Actual Losses # (%) | Reached 1:1, reversed b4 2:1 | Achieved => 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl w BE at 1:1, 50% at 2:1 and 100% at 5:1 | Theoretical PnL vs. Actual PnL | |
|---|---|---|---|---|---|---|---|---|---|---|
| R3/S3 fade | 2 | 463 0.5%) (+0.5R) | 1.8 | 1 (50%) | 0 (0%) | 1 (50%) | 0 (0%) | 0 (0%) | -1+1+(2.5x0) = 0R | -0.5R |
| # of Trades | Total Actual PnL EUR ( %) R @ 900 risk/trade | Actual Average R/winner | Actual Losses # (%) | Achieved =>1:1, 2:1 # (%) | Achieved =>5:1 # (%) | Achieved 10:1 +# (%) | Pnl w BE at 1:1, 50% at 2:1 and 100% at 5:1 | Theoretical PnL vs. Actual PnL | |
|---|---|---|---|---|---|---|---|---|---|
| Jigsaw, cash open spike | 17 | +636 (+0.9%) (+0.6R) | 1.2 | 9 (53%) | 4 (23%) | 4 (23%) | 2 (11%) | 0 (0%) | -9+4+(2.5x2) = 0R |
These are the results for trading between mid-Oct 2018 to end-Feb 2019, opening trades between 9:00 and 11:00 every working day
