Sep 122011

As I previously wrote, my vacation period was a time for deep reflection on my trading.  I used a lot of my time relaxing at the beach to go over my trading plan in great detail.  And I made a number of changes, including removing many charts that I was using.  This was out of necessity as my 17″ notebook limited the number of charts.  But when I came back I continued with this minimalist approach.  The results are nothing short of remarkable.  Mind-blowing really.

Here are the real money results since this refined minimalist vacation period:

Frankly these are the best stats I’ve ever had.  I’ve always had a high win rate but this seems too high to me.  I’m going to keep an eye on it and see if it continues.

I’m seeing real improvement in my trading and I hope it will continue as I increase size this week.




  4 Responses to “Trading stats since trading plan refinement”

  1. Wow!
    But absolutely great is that you have been now consistently profitable for about 5 months.
    How about publishing the stats for May thru September?


  2. I don’t mind sharing this but the problem is several times Ninja gave me incorrect results. For example if one cancels a ninjatrader strategy (by clicking on the red X on the DOM, which I’ve done accidently more than one time and occassionally intentionally because I can’t move my stops/targets fast enough) then the results are completely incorrect. For example it shows a 36 pt win that I’m absolutely positive I never had. That totally distorts the results. Here is an example:

    This is actually why I was keeping a detailed trade log in excel, exporting my results from my broker (instead of Ninja). But that got to be a lot of work for very little benefit so I stopped and now I just record the daily profit and if I traded well (far more important IMHO).

    In the past month, I haven’t noticed this and so I can share the stats of the last month because they’re correct.

  3. Michael,

    Awesome stats — I think if you uncheck “Grouop trades by ATM strategy” this will give you the correct results you are looking for. I have had this happen before and this did the trick.

  4. Josh – That did fix it. Ninja has some serious bugs so I’m not sure how much I trust it.

    Here are stats from 5/1 to present for ES only real money only:

    and equity curve:

    Those stats don’t include a few trades done through IB.

    I’m open to comments, suggestions, and criticism. It helps me improve.

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