02/15 09:39 - Performance report analysis on mini-silver YI part 3

We continue the performance report analysis on mini-silver (YI) futures contract. Today we see one of the most important parameters: average trade net profit ...

Performance report analysis on mini-silver YI part 3

We continue the performance report analysis on mini-silver (YI) futures contract. Today we see one of the most important parameters: the average trade net profit.
The average trade net profit is the division between gross profit and total number of trades. This parameter answers to question about real-application of trading systems: is this system "tradable"? In other way, have the system a sufficient dimension for real application in the markets? The trading systems need to have an adequate considerable profits and the average trade net profit helps the reader to understand this value. Remember to subtract, by average trade net profit, the cost of commissions and ipothetical slippage.

Below you can see our opened positions on basis portfolio:

The signals of the day are:

Signals

  • Buy 1 @AD @ 1.0181 Stop Market
    5/7/2012 9:16:29 AM
  • Buy to Cover 1 @AD @ 1.0181 Stop Market
    5/7/2012 9:16:29 AM
  • Buy to Cover 1 @AD @ 0.9974 Limit
    5/7/2012 9:16:29 AM
  • Buy to Cover 1 @QM @ 108.125 Stop Market
    4/28/2012 2:45:48 AM
  • Buy to Cover 1 @QM @ 100.050 Limit
    4/28/2012 2:45:48 AM
  • Buy 1 @E7 @ 1.3397 Stop Market
    4/28/2012 2:46:09 AM
  • Sell Short 1 @E7 @ 1.3115 Stop Market
    4/28/2012 2:46:09 AM
  • Sell 1 @AD @ 1.0595 Limit
    4/28/2012 2:46:39 AM
  • Sell 1 @AD @ 1.0295 Stop Market
    4/28/2012 2:46:39 AM
  • Sell Short 1 @AD @ 1.0295 Stop Market
    4/28/2012 2:46:39 AM
  • Sell Short 1 @YI @ 30.551 Stop Market
    4/28/2012 8:56:59 AM
  • Buy 1 @E7 @ 1.3320 Stop Market
    4/27/2012 8:38:49 AM
  • Sell Short 1 @E7 @ 1.3134 Stop Market
    4/27/2012 8:38:49 AM
  • Sell 1 @AD @ 1.0587 Limit
    4/27/2012 8:39:13 AM
  • Sell Short 1 @AD @ 1.0249 Stop Market
    4/27/2012 8:39:13 AM
  • Sell 1 @AD @ 1.0249 Stop Market
    4/27/2012 8:39:13 AM
  • Sell Short 1 @YI @ 30.241 Stop Market
    4/27/2012 8:39:14 AM
  • Buy to Cover 1 @YI @ 31.672 Stop Market
    4/24/2012 11:08:34 AM
  • Buy to Cover 1 @YI @ 28.380 Limit
    4/24/2012 11:08:34 AM
  • Buy to Cover 1 @YI @ 28.503 Limit
    4/25/2012 9:03:30 AM
  • Buy to Cover 1 @YI @ 31.141 Stop Market
    4/26/2012 8:47:46 AM
  • Buy to Cover 1 @YI @ 28.293 Limit
    4/26/2012 8:47:46 AM
  • Buy to Cover 1 @QM @ 108.80 Stop Market
    4/23/2012 12:07:31 PM
  • Buy to Cover 1 @QM @ 98.78 Limit
    4/23/2012 12:07:31 PM
  • Buy to Cover 1 @YI @ 31.67 Stop Market
    4/23/2012 12:07:59 PM
  • Buy to Cover 1 @YI @ 28.56 Limit
    4/23/2012 12:07:59 PM
  • Sell Short 1 @YI @ 31.105 Stop Market
    4/21/2012 8:46:28 AM
  • Buy to Cover 1 @QM @ 110.68 Stop Market
    4/19/2012 3:37:14 PM
  • Buy to Cover 1 @QM @ 98.40 Limit
    4/19/2012 3:37:14 PM
  • Sell 1 @AD @ 1.06 Limit
    4/19/2012 3:37:26 PM