Wednesday, January 23, 2008

EA Trading (Day 45): +26.4%

Performance since start (20 November 2007 - 23 January 2008): +26.4%

After a shaky start, my expert advisor was back on track.

Here is the results 45 trading days later:

Figure 1: Highest trading account balance at the end of day 45.


Figure 2: Risk control algorithm in place on day 27; since then, the biggest one-day loss was -12.8%, the biggest one-day gain was 15.34%, with 13 winning days and 7 losing days.


Figure 3: Based on a simple calculation, the trading account is currently yielding around 0.37 -0.59% per trading day so far. Is it possible to achieve a daily average return of 1-2% in the long run? I need to find a bench mark against which the performance of my EA can be judged. At the moment, I should do my best to maintain performance consistency under varying market conditions.

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