Portfolio statistics
we started with $500,000
made a total of 402 round trip trades (804 IN/OUT)
so about 8 a week
total turnover was $11,508,000
so about 23 times
average holding period about 16 days
average trade was $28,627, about 5% of the total
average gain on trades was 3.0% or about $861 profit per trade
296 trades, 74% were profitable
106, 26% were at a loss
average profit per profitable trade was $2,608
average loss was $4,038
so our profitable "hit rate" was good but we did not cut our losses
6 trades over 50% gain, best was 75%
17 25-50% gain
82 10-25%
191 0-10%
50 0 to -10%
32 -10 to -20%
24 -20 to -53%
7 trades +$10,000 to 29,200
33 5000-10000
57 2500-5000
109 1000-2500
90 0-1000
25 0 to -1000
21 -1000 to -2500
28 -2500 to -5000
24 -5000 to -10000
8 -10000 to -287000
the worst 32 totaled -$295,000
the worst 8 was $123,000
so cutting losses fast would have made a huge difference
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