open positions and limit orders (pdf)
Open Limit Orders
| Symbol | Contracts | Price | Target | Stop | Type |
|---|---|---|---|---|---|
| 6C | -3 | 0.7645 | 0.75685 | 0.76745 | ST_VP_VA |
| 6C | -2 | 0.7692 | 0.7613 | 0.7724 | ST_VP_VA |
| GC_M | -4 | 1591.8 | 1489 | 1613.6 | ST_VP_VPOC |
| GC_M | -3 | 1591.8 | 1300 | 1613.6 | ST_VP_VPOC |
| KC | -2 | 113.95 | 108.6 | 116.45 | ST_VP_VA |
| PL | -2 | 1105 | 912 | 1111 | LT_VP_LVN |
| PL | -2 | 1105 | 1007 | 1111 | LT_VP_LVN |
| PL | -1 | 1105 | 1007 | 1111 | LT_VP_LVN |
| SI_M | -3 | 19.95 | 18.82 | 20.18 | LT_VP_LVN |
| SI_M | -2 | 19.95 | 16.1 | 20.18 | LT_VP_LVN |
| SI_M | -2 | 19.95 | 18.82 | 20.18 | LT_VP_LVN |
| ZL | -4 | 34.42 | 33.05 | 34.87 | ST_VP_VA |
| ZL | -2 | 34.42 | 29.5 | 34.87 | ST_VP_VA |
| ZR | 1 | 12.75 | 13.3 | 12.47 | ST_VP_VA |
| ZR | 2 | 12.585 | 13.3 | 12.47 | ST_VP_VA |
Live Trade Data
| Row | Trades | Profit | HitRate | PF |
|---|---|---|---|---|
| HE | 2 | -0.30k | 0.0% | 0.00 |
| ZM | 2 | -0.84k | 0.0% | 0.00 |
| ZL | 6 | -3.31k | 0.0% | 0.00 |
| CC | 8 | -4.98k | 12.5% | 0.05 |
| NG | 2 | -1.58k | 0.0% | 0.00 |
| KC | 8 | +5.79k | 12.5% | 1.84 |
| ZW | 3 | -4.35k | 0.0% | 0.00 |
| GC | 3 | -3.08k | 0.0% | 0.00 |
| ZS | 4 | -3.00k | 0.0% | 0.00 |
| 6L | 2 | -0.76k | 0.0% | 0.00 |
| OJ | 1 | -0.66k | 0.0% | 0.00 |
| LE | 2 | -1.12k | 0.0% | 0.00 |
| ZR | 4 | +2.79k | 75.0% | 6.47 |
| 6M | 3 | -0.32k | 0.0% | 0.00 |
| 6N | 1 | +1.33k | 100.0% | Inf |
| SI_M | 1 | -0.48k | 0.0% | 0.00 |
| PL | 2 | -0.72k | 0.0% | 0.00 |
| ZO | 3 | +0.56k | 66.7% | 23.50 |
| CT | 6 | +3.75k | 66.7% | 2.95 |
| SB | 9 | +12.11k | 77.8% | 7.67 |
| Total | 72 | +0.83k | 26.4% | 1.02 |
Test Trade Data
| Row | Trades | Profit | HitRate | PF |
|---|---|---|---|---|
| ZL | 6 | -3.31k | 0.0% | 0.00 |
| CC | 4 | -5.95k | 0.0% | 0.00 |
| KC | 8 | +1.99k | 25.0% | 1.35 |
| ZR | 2 | +1.72k | 100.0% | Inf |
| 6M | 4 | -0.20k | 0.0% | 0.00 |
| 6N | 1 | +1.33k | 100.0% | Inf |
| ZO | 5 | +4.55k | 100.0% | Inf |
| CT | 1 | -1.46k | 0.0% | 0.00 |
| SB | 6 | +5.58k | 83.3% | 9.30 |
| Total | 37 | +4.24k | 40.5% | 1.24 |
Trades to be evaluated
| Symbol | Date | Price | Date_Ex | Price_Ex | Days_ago |
|---|---|---|---|---|---|
| HE | 12/31/2019 | 71 | 1/3/2020 | 70.625 | 46 |
| HE | 12/31/2019 | 71 | 1/3/2020 | 70.625 | 46 |
| ZL | 1/2/2020 | 34.75 | 1/2/2020 | 35.57 | 47 |
| ZL | 1/2/2020 | 34.75 | 1/2/2020 | 35.6 | 47 |
| CC | 1/7/2020 | 2512 | 1/7/2020 | 2548 | 42 |
| CC | 1/7/2020 | 2512 | 1/7/2020 | 2548 | 42 |
| CC | 1/7/2020 | 2512 | 1/7/2020 | 2548 | 42 |
| NG | 1/13/2020 | 2.15 | 1/16/2020 | 2.071 | 33 |
| GC | 1/6/2020 | 1578 | 1/6/2020 | 1587.9 | 43 |
| GC | 1/6/2020 | 1578 | 1/6/2020 | 1588.4 | 43 |
| GC | 1/6/2020 | 1578 | 1/6/2020 | 1588.5 | 43 |
| ZS | 1/3/2020 | 952.75 | 1/16/2020 | 933.5 | 33 |
| ZS | 1/3/2020 | 952.75 | 1/16/2020 | 933.5 | 33 |
| 6L | 1/3/2020 | 0.24625 | 1/7/2020 | 0.24435 | 42 |
| 6L | 1/3/2020 | 0.24625 | 1/7/2020 | 0.24435 | 42 |
| LE | 12/20/2019 | 125.425 | 1/3/2020 | 125.1 | 46 |
| LE | 12/30/2019 | 126.175 | 1/3/2020 | 125.1 | 46 |
| ZR | 12/6/2019 | 12.51 | 12/30/2019 | 13.3 | 50 |
| ZR | 12/23/2019 | 13.075 | 1/6/2020 | 12.99 | 43 |
| PL | 1/2/2020 | 995.8 | 1/15/2020 | 1003 | 34 |
| PL | 1/2/2020 | 995.8 | 1/15/2020 | 1003 | 34 |
Historical Trade Data
| Row | Trades | Profit | HitRate | PF |
|---|---|---|---|---|
| ZL | 6 | -3.31k | 0.0% | 0.00 |
| CC | 4 | -5.95k | 0.0% | 0.00 |
| KC | 8 | +1.99k | 25.0% | 1.35 |
| GC | 8 | +17.69k | 37.5% | 3.12 |
| ZR | 2 | +1.72k | 100.0% | Inf |
| 6M | 4 | -0.20k | 0.0% | 0.00 |
| 6N | 1 | +1.33k | 100.0% | Inf |
| ZO | 5 | +4.55k | 100.0% | Inf |
| CT | 1 | -1.46k | 0.0% | 0.00 |
| SB | 7 | +6.17k | 85.7% | 10.18 |
| Total | 46 | +22.53k | 41.3% | 1.88 |