The month of March generated $24,562 in trading profit on 1 contract/market for all signals generated by the program:
Total Signals in March: 19
Wins/Losses: 7/12
Win %: 36.84%
Avg $ Win: 5,917
Avg $ Loss: -1390
Avg $ Win/Avg $ Loss: 4.25x
Largest $ Win: 17,287
Largest $ Loss: -3175
Monthly Drawdown: -7875
You can see a breakdown of all trades posted in the ‘Portfolio’ tab.
I will re-emphasize how important it is to HOLD all winning trades until the extent of the move (reversal), to ensure long term profitability as a short-intermediate term trend trader: March monthly Win Rate = 36% only. So, I’m winning 1 in 3 trades, but check out the Win/Loss ratio = 4.25x. For every dollar lost (risked), I won $4.25 back. That is why I take all signals, because it is a challenging endeavor to know with certainty which signals will manifest as asymmetric winners — I have no way of really knowing which signal is going to move big — so I take all of them. These are the type of stats, where reproducible have the makings to pull out lots of profit from the markets. A system that keeps you in a winning trade and gets right out of losers — that the secret, moreso than win rate.
Futures Trading 