Friday, October 15, 2010

IMPORTANT - changes to the performance log

I have now added some summary statistics to the performance log, showing overall winning percentage, the expectancy calculated on winning and losing trades, and the average length of each trade (based in weeks).

From there, I have added a NEW tab showing the projected performance for 12 months for a portfolio following the listed trades, after making a number of assumptions and parameters for risk, etc.

In addition, the expectancy per trade has been reduced by 50% - not that I am projecting such a drop in performance going forward!

The projections will be automatically updated when the history log is updated.

As with all these kinds of projections, as the number of trades (sample size) recorded in the log increases, the projected performance will settle down.

As always, any comments are welcome.

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