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There are no new purchase orders for the open.
There are no new sell orders for the open.
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1-Year Rolling Performance
Historical, rolling, annualized 3-month performance from the 3-month backscan is as follows. The numbers will be different than previous blog entries because this is a ROLLING snapshot -- the period shown below is 12/24/2016 to 3/23/2017. This 3-month lookback is a change from previous reporting and I am changing the process to be more accurate of "strategies in play". Roughly multiply the values by 4 to get an annual value (dollars and trades only; the other percentage metrics are accurate for the time period and need no multiplication).
| Summary | Value |
| Total Return | $834.66 |
| Total Realized Return | $1,116.07 |
| Gross Profit | $1,574.13 |
| Gross Loss | ($458.06) |
| Open Trade P/L | ($281.41) |
| Number of Trades | 44 |
| Number of Winning Trades | 30 |
| Number of Losing Trades | 14 |
| % Profitable | 68.18% |
| Average Trade | $25.37 |
| Average Trade (%) | 0.48% |
| Standard Deviation Trade | $55.73 |
| Standard Deviation Trade (%) | 1.03% |
| Largest Winning Trade | $132.30 |
| Largest Losing Trade | ($156.56) |
| Profit Factor | 3.44 |
| Average Win / Average Loss | 1.6 |
| Sharpe Ratio | 0.105 |
| K-Ratio | 0.2062 |
| Return Retracement Ratio | 6.0271 |
| Compounded Annual Return | 6.39% |
| Compounded Monthly Return | 0.51% |
| Average Annual Return | $417.33 |
| Average Annual Return (%) | 0.73% |
| Average Monthly Return | $208.67 |
| Average Monthly Return (%) | 0.36% |
| Percent Days Profitable | 44.07% |
| Percent Months Profitable | 50.00% |
| Percent Years Profitable | 50.00% |
| Commissions on Futures | $0.00 |
| Commissions on Currencies | $0.00 |
| Commissions on Equities | $192.49 |
| Total Commissions | $192.49 |
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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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