WIN RATE 70% AND 1:1 R/R - ANYONE EXPERIENCE THIS

lmf21734

Newbie
4 0
Dear All

This message are for those who have systems which are around 70% win rate R:R of 1:1 and where you do around 30 trades per week,

My trading has been going well for 2 months experiencing mostly winning days but in the last 7 days I have experienced 5 losing days which is by far the longest days losing streak and not something i saw in the back testing. Is it normal for a 70% win rate system to go through likea 5-7 days of losses where I am trading about 3-4 trades per day and where the system is operating like a 30% system. Nothing has changed in terms of anything. Just keen to know whether anyone else experiences this type of variance.

Now I understand randomness and that after making £25,000 in last 6o days that I shouldnt be complaining but man when you hit 5 days where it seems like everything is broken, its still a shock to the system.

-£500
£450
£365
-£540
-£250
-£125 (reduced positon sizing by 50% due to a rule which comes in after 2 straight days of losses)
-£250 (reduced positon sizing by 50% due to a rule which comes in after 2 straight days of losses)

Just to help here are my statistics so far for the last 65 days

Number of individual trades268
Number of winning trades187
Number of losing trades81
Winning trade percentage69.78%
Losing trade percentage30.22%
Average Trades Per Day3.88
Number of trading days69
Number of winning days55
Number of losing days13
Break Even Days1
Percentage of winning days79.71%
Percentage of losing days18.84%
Value of winning trades£42,500.00
Value of losing trades£18,480.00
Net Profit£24,020.00
Profit Factor2.30
Value of winning days£29,820.00
Value of losing days£4,665.00
Net Profit£25,155.00
Profit to loss ratio (Day)6.39
Average value of winning trades£227.27
Average value of losing trades£228.15
Average Reward to Risk per Trade1.00
Average value of winning day£542.18
Average value of losing day£358.85
Average Reward to Risk per Day1.51
Average per day so far£364.57
Statistical Expectancy Per Trade89.63


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lmf21734

Newbie
4 0
Dear All

This message are for those who have systems which are around 70% win rate R:R of 1:1 and where you do around 30 trades per week,

My trading has been going well for 2 months experiencing mostly winning days but in the last 7 days I have experienced 5 losing days which is by far the longest days losing streak and not something i saw in the back testing. Is it normal for a 70% win rate system to go through likea 5-7 days of losses where I am trading about 3-4 trades per day and where the system is operating like a 30% system. Nothing has changed in terms of anything. Just keen to know whether anyone else experiences this type of variance.

Now I understand randomness and that after making £25,000 in last 6o days that I shouldnt be complaining but man when you hit 5 days where it seems like everything is broken, its still a shock to the system.

-£500
£450
£365
-£540
-£250
-£125 (reduced positon sizing by 50% due to a rule which comes in after 2 straight days of losses)
-£250 (reduced positon sizing by 50% due to a rule which comes in after 2 straight days of losses)

Just to help here are my statistics so far for the last 65 days

Number of individual trades268
Number of winning trades187
Number of losing trades81
Winning trade percentage69.78%
Losing trade percentage30.22%
Average Trades Per Day3.88
Number of trading days69
Number of winning days55
Number of losing days13
Break Even Days1
Percentage of winning days79.71%
Percentage of losing days18.84%
Value of winning trades£42,500.00
Value of losing trades£18,480.00
Net Profit£24,020.00
Profit Factor2.30
Value of winning days£29,820.00
Value of losing days£4,665.00
Net Profit£25,155.00
Profit to loss ratio (Day)6.39
Average value of winning trades£227.27
Average value of losing trades£228.15
Average Reward to Risk per Trade1.00
Average value of winning day£542.18
Average value of losing day£358.85
Average Reward to Risk per Day1.51
Average per day so far£364.57
Statistical Expectancy Per Trade89.63


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apologies there was a slight error with value of winning days/losing days..Its about 1k more than it should be but the data should still give you a general idea about the strategy which i kicked of real time at beginning of June
 

BearBull Trading

Junior member
10 1
Re: "....Nothing has changed in terms of anything..."

Are you constantly solely trading a specific market(s)?...If so, which one(s) ?

Markets experience different volatility, volume etc at different times of the year, days of the week, time of the day etc which will effect what condition you are trying to exploit. For example, Its not unusual that a strategy thats worked great at one time of year may have different results during periods like summer/Christmas holidays.

Most people seriously under estimate the number & length of losing streaks even with a high win rate system. I think the important thing is if during the "bad times" that you have something in place so your account is not churned into decimation. eg. reducing size, having a daily "cut off" etc.

A trader/method/ system doesn't have to exploit every market condition, it just has to tread water when the conditions its trying to exploit aren't there. Eg. it makes money exploiting a trend, but flatlines (win a bit, lose a bit) whilst the market is rangebound.

Without knowing your method/system or the markets you are trading I dont see anything unusual in the change of win % .
 
 
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