Analyze my intraday strategy results

iTrade

Well-Known Member
#1
Hi,

I want feedback on the results of my trading strategy. I have a custom .net program to simulate trades as per my strategy on intraday data. I need feedback because of the huge volume of trades generated, and whether the profit justifies these trades.

For 2011 and 2012 nse data, for 50 stocks that form part of NSE 50 , here are the results [I have verified results manually as well for most of the trades]:

Total number of trades: 19,878
Total profit (after deducting brokerage & [email protected]% per trade): Rs. 18,53,508

Max loss in a day: -18,839
Max profit in a day: 51,935

Month wise profit summary:




Lets keep aside the following facts from the debate:
1. Ignore the capital required to trade for now.
2. Number of trades done per day vary from 10 to 40, and only one trade per stock
3. Whether to trade manual or some sort of automation is required is a different thing
4. Didn't take into account any slippages.


Please comment.
 

rh6996

Well-Known Member
#2
My opinion for what it is worth :
Ignoring the points that you listed, your strategy looks stunning to me. Though I feel that the maximum CAPITAL involved in these trades is of vital importance as thats what decides how good the returns are.
One may think that this is not of much importance as the Trades are all Intraday but I feel it is of Prime importance.
As you do not wish to discuss other things which can drastically change the Profit scenario, I am ignoring the same.
 

iTrade

Well-Known Member
#3
My opinion for what it is worth :
Ignoring the points that you listed, your strategy looks stunning to me. Though I feel that the maximum CAPITAL involved in these trades is of vital importance as thats what decides how good the returns are.
One may think that this is not of much importance as the Trades are all Intraday but I feel it is of Prime importance.
As you do not wish to discuss other things which can drastically change the Profit scenario, I am ignoring the same.
Hi - Yes, regarding CAPITAL, I assume that using 10x leverage provided any my broker, I would still need 10-12 lakhs to start trading on this. My stoploss is fixed and I can change the base capital if my reduce my stoploss which would reduce the profits as well and vice-a-versa.
Also, I wrote about ignoring these things because some forum members take the discussion away from what should be actually discussed. You seem knowledgeable and I am open to your thoughts and further comments. Pls ask if you need any info or have anything to comment.
 
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