Looking back trading phases: a graph of my trade performance past 3 months.

Now that I accumulated enough trading records, I wanted to take time to look at the trading performance in numbers, and compare with the change in risk exposure. Then interpret the phases I was in through out the profitable and unprofitable.

The blue graph is my trading performance from August 10 to November 11 of this year. As you can see, I made almost 20% in the first two months, and kept losing afterwards down to 12% before I decided to stop trading to wait for the profitable market.

The tri-color gauge indicates how agressively I was trading: the number roughtly tells how many percentage of my capital I was exposing to the risk for one trade. Risk exposure was between 0.5% to 4.5%. I was of course based on Rational Move Risk Control Spreadsheet to determine the risk exposure.

Past 3 months, I was almost entirely trading in EURUSD. So, I put EURUSD daily chart of the period for comparison. The market had a clear directionality up in September and it is no surprise that this period coincides the period of my best performance.

I had the first warning on September 29: it was the day I took loss for the first time in many trades. After this, my trade got hit and miss. I finally got a big win, but followed by a biggest loss in 3 months because of the increased betting size. As a retrospect, this is the time I should have stopped, and watch the market massaged out until it goes in to the next biggest trend called USD strength, which I think it’s finally coming in a few weeks.

Real time trading tweets

The plan in the article may get rejected any time, so please check out my tweets on Twitter.

Current risk exposure:

Rational Move always use stop loss orders, and this is the worse case potential loss over the capital for the currently open positions. This is unrealized loss is less or equal to the risk exposure.

Capital growth

From recent 100 trades (%) The growth right before the 1st trade is set to 0%.
About this graph


From recent 100 trades (%)
About this graph

Total returns

Since inception
(Aug 10, 2009)
Year-to-date Quarter-to-date
0% 0% 0%
This is a normalized value: the return on each trade is normalized against the capital just before the trade execution. This way, it is eliminating the effect by the capital change from deposits and withdrawals. The calculation thus reflects the trading performance of each trade. The value does not contain unrealized profits and losses. RM's trading strategy never risks more than 5% of the present capital. Not including subtraction by tax.

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June 2019
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