01 Aug
Above are the results since inception of May 19, 2008, from the mean reversion strategy (RSI2).
The strategy is holding one position, which is marked to market, in the above results.
I have still not had the entire equity allotted to this strategy in the market. The cash is available for positions at least 2x larger than [...]
Posted in Strategy Trading Results by: Woodshedder
22 Comments
29 Jun
It was another difficult period to be buying strength, yet the strategy turned out another profitable week. It did register the first loss since May 19th, yet it was very small. I was uncomfortable being long, and therefore took half positions. I also closed out the trades early due to going out of town, and my overwhelming [...]
Posted in Strategy Trading Results by: Woodshedder
6 Comments
21 Jun
Only two strategy trades placed this week. The trades are still open.
P/L for the week is ($62.61)
Results since Inception
Return on Initial Capital: 4.37%
Annual Rate of Return: 48.39%
Posted in Strategy Trading Results by: Woodshedder
1 Comment
13 Jun
TradeStation Performance Summary
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All Trades
Total Net Profit
$351.45
Gross Profit
$351.45
Gross Loss
$0.00
Profit Factor
n/a
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Â
Roll Over Credit
$0.00
Open Position P/L
$0.00
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Select Total Net Profit
$351.45
Select Gross Profit
$351.45
Select Gross Loss
$0.00
Select Profit Factor
n/a
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Adjusted Total Net Profit
$234.30
Adjusted Gross Profit
$234.30
Adjusted Gross Loss
$0.00
Adjusted Profit Factor
n/a
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Total Number of Trades
9
Percent Profitable
100.00%
Winning Trades
9
Losing Trades
0
Even Trades
0
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Avg. Trade Net Profit
$39.05
Avg. Winning Trade
$39.05 [...]
Posted in Strategy Trading Results by: Woodshedder
14 Comments