Additional charts detailing the performance metrics are shown here.
The individual trades that make up these metrics are listed here.
The assumptions/parameters used are disclosed below.
|Total no. trades||400|
|No. winning trades||126|
|No. losing trades||274|
|Win %age ratio||31.50%|
|Average win (£)||1,927.04|
|Average loss (£)||(542.51)|
|Average win (R)||1.97|
|Average loss (R)||(0.41)|
|Expectancy per trade (£)||235.40|
|Overall Win R performance||284.09|
|Overall Loss R performance||(110.04)|
|Overall R performance||+174.05|
|Expectancy per trade (R)||0.34|
|Risk: Reward Ratio (per trade)||1.19|
|Overall R performance (closed trades)||+174.05|
|Overall R performance (open trades)||+0.00|
|%age return (open trades)||0.00%|
|%age return (all trades)||470.80%|
|%age return (closed trades)||470.80%|
|Calmar ratio (closed trades)||2.43|
|Risk: Reward Ratio (winners)||1.97|
|Risk: Reward Ratio (losers)||(0.41)|
|Average trade length (weeks)||2.00|
|Average trade length - winners (weeks)||5.00|
|Average trade length - losers (weeks)||1.00|
|Average %age move from entry (winners)||13.68%|
|Average %age move from entry (losers)||-2.91%|
Please note the assumptions/parameters when reviewing the performance:
- The starting equity at July 2012 was £20,000;
- The results have been achieved using spreadbetting as the method of trading;
- Fixed fractional risk management of 2% risk per trade (calculated on cash equity only);
- No pyramiding of existing positions;
- The trades taken are based on the basic method set out in my e-book;
- All trades taken/called in real-time, with entry prices, initial stops taken, as well as exits, are disclosed in the private members twitter feed in the mentoring programme;
Please note that your own returns may vary, depending on the exact timing of the entries and exits and may depend on your own preferred trading method or platform, slippage, well as your own risk parameters.
Finally, please refer to my disclaimer.