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Re: Lapsa's very own thread [Re: Lapsa] #485090
01/18/22 07:30
01/18/22 07:30
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 226
found out the rule that caused losses in January

it's sitting around -113%

removing it turns into +100%

in overall backtest, that's a drop from ~1260% to ~1157%

tweaking it a bit makes January go to +500% but screws up overall way more

------

what it does is basically gives a green light when volatility increases

but the market in January is stagnating

so what previously meant increase in volatility, nowadays means already peaking

------

no actions taken. give me moar of those losses, please

Re: Lapsa's very own thread [Re: Lapsa] #485094
01/19/22 22:07
01/19/22 22:07
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 226
Quote

Trade foxer MATICUSDT (TICKS), Zorro 2.440

Bar period 1 min (avg 1 min)
Trade period 2022-01-17..2022-01-19
Spread 2.0 pips (roll 0.00/0.00)
Commission -0.10
Contracts per lot 1.0

Gross win/loss 222$-116$, +1821.3p
Average profit 18320$/year, 1527$/month, 70.46$/day
Max drawdown -43.38$ 41.2% (MAE -57.51$ 54.6%)
Max down time 4 hours from Jan 2022
Max open margin 748$
Max open risk 1.17$
Trade volume 27686$ (4812174$/year)
Transaction costs -1.41$ spr, -0.32$ slp, 0$ rol, -27.71$ com
Capital required 878$

Number of trades 22 (3824/year, 74/week, 15/day)
Percent winning 68.2%
Max win/loss 30.12$ / -26.45$
Avg trade profit 4.79$ 82.8p (+255.5p / -287.3p)
Avg trade slippage -0.0145$ -0.3p (+4.7p / -10.8p)
Avg trade bars 129 (+120 / -147)
Max trade bars 565 (9 hours)
Max open trades 1
Max loss streak 2

Annual return 2087%
Profit factor 1.91 (PRR 1.03)
Scholz tax 28 EUR

Portfolio analysis OptF ProF Win/Loss Result

MATICUSDT .1000 1.91 15/7 +105
MATICUSDT:L .1000 0.70 6/5 -31
MATICUSDT:S .1000 10.74 9/2 +136


writing it down before it evaporates

Last edited by Lapsa; 01/19/22 22:16.
Re: Lapsa's very own thread [Re: Lapsa] #485095
01/21/22 05:20
01/21/22 05:20
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Joined: Aug 2021
Posts: 226
and it's gone

bugcoin goin to zero

Re: Lapsa's very own thread [Re: Lapsa] #485096
01/21/22 08:23
01/21/22 08:23
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 226
every draw down is a chance to improve my algo

Re: Lapsa's very own thread [Re: Lapsa] #485107
01/23/22 12:38
01/23/22 12:38
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 226
bunch of changes

Quote

Monte Carlo Analysis... Median AR 1147%
Win 185$ MI 21.11$ DD 4.31$ Capital 20.42$
Trades 2965 Win 60.7% Avg +62.4p Bars 112
AR 1240% PF 1.60 SR 9.23 UI 1% R2 0.00

Re: Lapsa's very own thread [Re: Lapsa] #485108
01/23/22 13:26
01/23/22 13:26
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Posts: 226
and some more

Quote

Monte Carlo Analysis... Median AR 1153%
Win 186$ MI 21.20$ DD 4.31$ Capital 20.42$
Trades 2961 Win 60.7% Avg +62.8p Bars 113
AR 1245% PF 1.60 SR 9.26 UI 1% R2 0.00


now start printing some dough you piece of shit

Re: Lapsa's very own thread [Re: Lapsa] #485109
01/23/22 13:49
01/23/22 13:49
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 226
crypto sheldon said it's going to 200k in January (Elliot waves my ass)

I thought 80k by the end of year is realistic

[Linked Image]

[Linked Image]

Re: Lapsa's very own thread [Re: Lapsa] #485110
01/24/22 12:29
01/24/22 12:29
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 226
healthy market behavior

[Linked Image]

Re: Lapsa's very own thread [Re: Lapsa] #485111
01/24/22 12:55
01/24/22 12:55
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 226
losses after losses after losses

yay

Re: Lapsa's very own thread [Re: Lapsa] #485112
01/24/22 13:16
01/24/22 13:16
Joined: Aug 2021
Posts: 226
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 226
all those fib retracements eating dust

inflation through the roof, great war prospects in Europe

now we just need usdt & usdc collapse

WYCKOFFF STRUCTURE!!1111ELEVEN

Last edited by Lapsa; 01/24/22 13:34.
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