Augubhai's ORB System

augubhai

Well-Known Member
#72
Today's trade:

V1:
Short @ 4909, Exit EOD @ 4981.5
1 trade, -72.5 points, -1.48%
Cumulative: 8 trades, -2.32%

V2:
Short @ 4909, Exit at SL @ 4938.5
1 trade, -29.5 points, -0.60%
Cumulative: 8 trades, -1.38%

V3:
Short @ 4909, Exit at SL @ 4938.5
1 trade, -29.5 points, -0.60%
Cumulative: 8 trades, +0.32%

V4:
Short @ 4909, SAR to long 4938.5, Exit EOD @ 4981.5
2 trades, +13.5 points, +0.28%
Cumulative: 17 trades, +1.60%

The % profit/loss is calculated on the initial entry. Costs, slippages and brokerages need to be deducted. For NF, slippages are usually less than 1 point per trade.

 

augubhai

Well-Known Member
#73
Was not before the terminal today.... Taken all values from PIB charts

Today's trade:

V1:
Short @ 4960, Exit EOD @ 4934.65
1 trade, +25.35 points, +0.51%
Cumulative: 9 trades, -1.81%

V2:
Short @ 4960, Exit EOD @ 4934.65
1 trade, +25.35 points, +0.51%
Cumulative: 9 trades, -0.87%

V3:
Short @ 4960, Exit at SL @ 4949.8
1 trade, +10.2 points, +0.21%
Cumulative: 9 trades, +0.53%

V4:
Short @ 4960, SAR to long 4949.8, SAR to short @ 4920.05, Exit EOD @ 4934.65
3 trades, -34.15 points, -0.69%
Cumulative: 20 trades, +0.91%

The % profit/loss is calculated on the initial entry. Costs, slippages and brokerages need to be deducted. For NF, slippages are usually less than 1 point per trade.

 

trader.trends

Well-Known Member
#75
Augubhai,

Cumulative points will have more meaning than %. Since you are calculating % on entry price and entry price keeps changing with every trade, cumulative % does not have any meaning.
 

augubhai

Well-Known Member
#76
Augubhai,

Cumulative points will have more meaning than %. Since you are calculating % on entry price and entry price keeps changing with every trade, cumulative % does not have any meaning.
Ok... I will post the cumulative points as well.

The reason for the cumulative % was that it shows the risk-reward ratio clearly, since the SL parameters are based on %. For example, the risk in V2 is always 0.6%.... so dividing the cumulative % gain/loss, shows your average gain/loss on a risk of 0.6%. (brokerage + slippage can be deducted from the average %)

Just minor semantics, i guess...
 

augubhai

Well-Known Member
#77
Today's trade:

V1:
Short @ 4909.3, Exit EOD @ 5016
1 trade, -106.7 points, -2.17%
Cumulative: 10 trades, -195.5 points, -3.98%

V2:
Short @ 4909.3, Exit at SL @ 4938.8
1 trade, -29.5 points, -0.60%
Cumulative: 10 trades, -71.5 points, -1.47%

V3:
Short @ 4909.3, Exit at SL @ 4938.8
1 trade, -29.5 points, -0.60%
Cumulative: 10 trades, -3.8 points, +0.07%

V4:
Short @ 4909.3, SAR to long 4938.8, Exit EOD @ 5016
2 trades, +47.7 points, +0.97%
Cumulative: 22 trades, +126.6 points, +1.88%

The % profit/loss is calculated on the initial entry. Costs, slippages and brokerages need to be deducted. For NF, slippages are usually less than 1 point per trade.





Will add image later (Imageshack is down right now)
 

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