METRICS


In Market Wizards, Ed Seykota referred to his performance record on a "model account" starting with $5,000 in 1972.

Below are the detailed performance statistics covering the trades taken from 01 January 2020 based on a model account starting with £20,000. This record will be generally updated at the end of each week.

As the number of trades taken starts to grow then the R and equity curve charts, underwater charts and other graphs will be uploaded.

Performance metrics

List of completed trades

Please note the assumptions/parameters when reviewing the performance record: 
  • The starting equity 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); and
  • No pyramiding of existing positions

Spreadbetting is a leveraged product. Similar performance can be achieved by using CFD's.

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 and transaction costs, as well as your own risk parameters.


Finally, please refer to my disclaimer.

For detailed performance statistics and a list of trades taken covering the period July 2012 up to April 2017 using the same trading rules and parameters, please go here.