Algo trading with detailed justification


Junior member
29 0
August 2021. Slow development of scalping on a PAMM account: a turnover of 206 million euros.

The gain for the calendar month was +28.21%.

Busy with research, the portfolio has not been recalculated for several months. Therefore, the result is significantly lower than the market gave.

Investments were reduced six times - a large investor decided to take a break.

In August 2021, the PAMM account’s trading turnover amounted to 206 million euros. The brokerage commission was paid 5163 euros, swaps - 2873 euros.

The quality of execution of trade orders.

FillRate = 73.5%. Accordingly, 26.5% of limit trading orders were rejected when attempting to execute - rejections.
The average time for filling limit orders by the aggregator is about (did not measure exactly) 100 milliseconds.
The average duration of rejections is about (did not measure exactly) 1000 milliseconds.
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