Saturday, September 18, 2010

Profiling Returns

Quick Stats of trades so far with a chart of returns...

Max drawdown on 30,000 capital was -1117.94 and 3.7% which is well within my risk parameters.
My returns to date however have underperformed the market at 4.3% - below risk free rate and sucking balls.
My hit rate is 52% but I think I've violated a lot of my risk/reward limits experimenting with convergent trades - which has affected risk.
I also started off the trades with a bearish bias - which was on the backdrop of a 60% run-up in equities - the fact that I am in the green I is definitely a positive.
I have started to trade currencies and commodities based on my limited but growing macro views -and I think this will reduce correlation (i.e risk) in my portfolio in the coming months.

Let's just say I got a lot of work to do...