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Net Winning % on short &/or long
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Net Winning % on short &/or long

  #1 (permalink)
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Net Winning % on short &/or long

Afternoon all (from GMT+0),

Just curious as to other people experiences. I've found in my own process that certain strategies perform better or worse at different times certainly but also crucially that they tend to be skewed to perform either better/worse for taking long positions or short positions but not consistently both.

So for example if I'm trading a MA cross in a particular market that it will be a lot more profitable on one side of the market (without necessarily it being the case that it's because the market is trending).

For me this is a useful metric in seeing perhaps ways that taking longs/short in a strategy can subtly differ. Especially visible if you re a discretionary trader but critical to tuning your strategy if you are a mechanical trader (which I'm not at this moment).

Kindly reply to the thread with your comments and answering the following three points:

1 - What are your net winning %'s of trades taken long vs short?

Win % on shorts =

Win % on longs =

2 - In what market have you seen this? and

Market =

3 - Really briefly summarize on the general strategy.

Strategy =



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  #3 (permalink)
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Kindly reply to the thread with your comments and answering the following three points:

1 - What are your net winning %'s of trades taken long vs short?

Win % on shorts = 90%

Win % on longs = 58%

2 - In what market have you seen this? and

Market = /es

3 - Really briefly summarize on the general strategy.

Strategy = a momentum base scalping strategy I would say best resembles my method. My profit targets are 2 points or the S&R band with in 4 points and I move my stop to break even plus 1 once it hits a point and a half.

Keep in mind this is a very small sample size, around 50 trades. I am also very curios about this topic so I have decided to add what little data I can to this topic. My data also includes my break even plus 1 trades so you can take that how you feel. I realize a lot of people are going to doubt these type of numbers but keep in mind they are in a paper trading account but I am using the utmost diligence to make sure I factor in slippage manually when the program does not.

Last edited by eclipsemf; March 28th, 2014 at 10:48 AM. Reason: Forgot to add one of my trade days to the data
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