Trader Performance 2006 - 2009

This is a discussion on Trader Performance 2006 - 2009 within the General Trading Chat forums, part of the Reception category; I have been trading for many years and because it is the New Year and all. I thought I would ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Jan 13, 2010, 4:54pm   #1
D70
Joined Nov 2009
Trader Performance 2006 - 2009

I have been trading for many years and because it is the New Year and all. I thought I would post some actual trading results.

I am constantly surprised by how secretive people are about their trading results. The only thing people are generous with is their comment and criticism. So here you go, something of substance. A real trading history from one of my FX strategies.

Maybe I will start a new trend!

www.tradingthehardway.com
D70 is offline   Reply With Quote
Old Jan 24, 2010, 10:53pm   #2
 
elitejets's Avatar
Joined Dec 2008
Re: Trader Performance 2006 - 2009

Thanks for sharing
elitejets is offline   Reply With Quote
Old Jan 25, 2010, 10:07am   #3
 
donaldduke's Avatar
Joined Jan 2004
Re: Trader Performance 2006 - 2009

What happened in Nov 07?

66% down month..
donaldduke is offline   Reply With Quote
Old Jan 26, 2010, 3:06pm   #4
D70
Joined Nov 2009
Re: Trader Performance 2006 - 2009

D70 started this thread
Quote:
Originally Posted by donaldduke View Post
What happened in Nov 07?

66% down month..
Hi Donaldduke,
This specific trading model was running a larger than normal risk % per trade and as you know, November 2007 was pretty much the eye of the storm! Hence the drawdown.

I was also, at that point in 2007, well ahead of expectation on the model so was expecting a "hit", as it were
D70 is offline   Reply With Quote
Old Jan 26, 2010, 3:46pm   #5
 
montmorencyt2w's Avatar
Joined May 2008
Re: Trader Performance 2006 - 2009

Quote:
Originally Posted by D70 View Post
I have been trading for many years and because it is the New Year and all. I thought I would post some actual trading results.

I am constantly surprised by how secretive people are about their trading results. The only thing people are generous with is their comment and criticism.
Generous to a fault aren't we?!

Yes, thanks for sharing. As well as Nov 2007 (Ouch!), what happened in 2009?
Seemed to go downhill after January.

Presumably you have other strategies? Maybe you were concentrating on them instead.
__________________
Regards,
Mike
--
Still learning my trade.

Just because it worked, it doesn't mean that it works.
Think of losing trades as your training fees.
montmorencyt2w is offline   Reply With Quote
Old Jan 26, 2010, 5:39pm   #6
D70
Joined Nov 2009
Re: Trader Performance 2006 - 2009

D70 started this thread
Quote:
Originally Posted by montmorencyt2w View Post
Generous to a fault aren't we?!

Yes, thanks for sharing. As well as Nov 2007 (Ouch!), what happened in 2009?
Seemed to go downhill after January.

Presumably you have other strategies? Maybe you were concentrating on them instead.
Hi Montmorencyt2w,
I wasnt too bothered with Nov 2007. I had other strategies that filled this gap. I still think that a drawdown is part and parcel of almost any strategy, maybe not to the depth that I took mine but I wasnt too fussed. I probably could have sucked in the risk quicker but that wasnt really the goal, the goal was to run the method.

And as you have pointed out, the 2009 era caused me most concern because I could see my advantage slowly being eroded. Hence I wrapped it up and stopped trading this method.

Last edited by D70; Jan 26, 2010 at 5:45pm.
D70 is offline   Reply With Quote
Old Jan 26, 2010, 6:05pm   #7
 
Martinghoul's Avatar
Joined Feb 2009
Re: Trader Performance 2006 - 2009

Quick questions for you...

Firstly, it's not great when you have side-pockets, i.e. "other strategies that filled this gap", as you put it. Looks just a bit suspect.

Secondly, have you tried to calculate your achieved (ex-post) Sharpe ratio? As someone who has been trading many years, you should be able to quantify your performance well, I expect.
__________________
"Insofar as I may be heard by anything, which may or may not care what I say, I ask, if it matters, that you be forgiven for anything you may have done or failed to do which requires forgiveness."
Martinghoul is offline   Reply With Quote
Old Jan 26, 2010, 6:36pm   #8
 
montmorencyt2w's Avatar
Joined May 2008
Re: Trader Performance 2006 - 2009

Quote:
Originally Posted by D70 View Post
Hi Montmorencyt2w,
I wasnt too bothered with Nov 2007. I had other strategies that filled this gap. I still think that a drawdown is part and parcel of almost any strategy, maybe not to the depth that I took mine but I wasnt too fussed. I probably could have sucked in the risk quicker but that wasnt really the goal, the goal was to run the method.

And as you have pointed out, the 2009 era caused me most concern because I could see my advantage slowly being eroded. Hence I wrapped it up and stopped trading this method.

Thanks for the update.
As an outsider, and not knowing the background, purely from the numbers, it looks rather as though you never quite recovered from that loss in Nov 2007.

Still, if it's any small consolation, for a chastening experience I have just spent an hour or so reviewing an old, semi-dormant account of mine, and the wins and losses over a year or more. It was "only" a few thousand in both directions, not tens of thousands like you, but still a roller coaster, and lots of lessons in how not to do it. I could give a masterclass in that, although I'd still be my own worst pupil.
__________________
Regards,
Mike
--
Still learning my trade.

Just because it worked, it doesn't mean that it works.
Think of losing trades as your training fees.
montmorencyt2w is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
Ideas for increasing trader performance trader_dante First Steps 191 Jan 19, 2011 10:14am
TraderDNA trader performance log Directional Educational Resources 0 May 8, 2008 7:18pm

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)