November trade statistics

 

I generated trade statistics report from my November’s monthly statement: tradestaticsreport_20061101_20061128.txt
It shows:

 

  1. Trades entered between 13:00 – 13:59 ET time-frame lost $-8887 in total.
  2. Trades hold for less than 5 minutes contributed profit $9099, equal to 88% of total net gain.
  3. Trades hold longer than 2 hour lost $-6782.
  4. Overnight positions lost $-5960.

 

Basically my afternoon trading result is poor. The win ratio for trades entered after 12PM ET is below 60% while win ratio before 12PM is ~80%.

Comparing to October statistics, one improvement is that trades which hold-time longer than 1 hour but less than 2 hour is in positive zone.

This entry was posted on , 2006年12月6日 at 3:50 下午 and is filed under Monthly Statistics. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

4条回应 to “November trade statistics”

  1. Phileo Says:
    十二月 6, 2006 5:47 下午于5:47 下午

    Hi zbs,

    Other than occasionally holding a position overnight, are you doing anything different in the afternoon session as compared with the morning session ?

  2. ZBS Says:
    十二月 6, 2006 6:12 下午于6:12 下午

    I do not aware anything different in my afternoon trading. Maybe I need to look more closely with my trades.

  3. peter Says:
    十二月 7, 2006 5:04 上午于5:04 上午

    I also use IB. Is this trade report available for IB users?

    Thanks.

  4. ZBS Says:
    十二月 7, 2006 6:05 上午于6:05 上午

    Peter,

    This report is generated by my own small program. Check my post here http://bstrader.wordpress.com/2006/11/07/ib-toolbox-trade-statistics-evaluator/ for this tool. If you want to use it too, send me an email, and I can forward the tool to u.

    IB is working on statement (beta) too, hope they will add some of the information in there.

    zbs

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