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There are no open positions going into the open for Thursday, February 16th.
There are no pending purchase orders going into the open for Thursday, February 16th.
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1-Year Rolling Performance
Historical, rolling, 1-year performance is as follows. The numbers will be different than previous blog entries because this is a ROLLING snapshot -- the period shown below is 2/17/2016 to 2/16/2017:
| Summary | Value |
| Total Return | $9,555.36 |
| Total Realized Return | $9,555.36 |
| Gross Profit | $12,449.10 |
| Gross Loss | ($2,893.74) |
| Open Trade P/L | $0.00 |
| Number of Trades | 179 |
| Number of Winning Trades | 135 |
| Number of Losing Trades | 44 |
| % Profitable | 75.42% |
| Average Trade | $53.38 |
| Average Trade (%) | 0.86% |
| Standard Deviation Trade | $135.04 |
| Standard Deviation Trade (%) | 1.62% |
| Largest Winning Trade | $664.90 |
| Largest Losing Trade | ($561.36) |
| Profit Factor | 4.3 |
| Average Win / Average Loss | 1.4 |
| Sharpe Ratio | 0.2819 |
| K-Ratio | 0.581 |
| Return Retracement Ratio | 20.3135 |
| Compounded Annual Return | 16.41% |
| Compounded Monthly Return | 1.26% |
| Average Annual Return | $4,777.68 |
| Average Annual Return (%) | 8.01% |
| Average Monthly Return | $735.03 |
| Average Monthly Return (%) | 1.18% |
| Percent Days Profitable | 44.27% |
| Percent Months Profitable | 76.92% |
| Percent Years Profitable | 100.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $775.42 |
| Total Commissions | $775.42 |
Rolling snapshots are far more accurate of an indicator, especially when combined, because they provide a "what if I start right now" view of strategies. This is my intend with posting this on a day-by-day entry.
Go back through older blog entries to review the consistency of the 1-year rolling snapshots.
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As with all my ramblings, you are responsible for your own investment decisions and I am not. Please do your own diligence, and please take ownership for your actions.
Regards,
pgd
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As with all my ramblings, you are responsible for your own investment decisions and I am not. Please do your own diligence, and please take ownership for your actions.
Regards,
pgd
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