Trade Data and Summary

30
Symbol: ESM0 Chart: ESM0-30 sec $ / Point: 50
sec
Gross Profit Trades Trading Av Trades Av Win
Longs $ 13,775 To Target 14 Days 10 Day 2 $ 1,019
Shorts $ -3,200 Stopped 8 Weeks 2 Week 11 $ 5,093
Combined $ 10,575 Scratch 0 Months 1 Month 22 $ 10,186
% Profitable 63.6% Total 22
Slip $0.00 Possible Actual Profit Factor Possible
MAE Average Slip $0.00 Average Average 4.29 Average
Average R-multiple Other Costs $0.00 Risk Risk Expectancy SQN Reward
0.52 Commissions $389 3.06 5.09 1.00 3.50 11.23
Comm/P&L 3.68%
Military Long Rewar
Date Risk MAE Exit Test Contracts Points
Time Short d
1-Jan-09 832 Long 2.50 5.00 1.50 8.00 4 2.00
850 Long 3.50 10.00 2 - 3.50
950 Short 5.00 8.00 3.00 20.00 2 8.00
1020 Long 5.00 6.00 2 - 5.25

2-Jan-09 850 Long 5.50 6.00 1 - 5.50

1030 Long 4.00 5.00 2.00 50.00 2 5.00

3-Jan-09 900 Long 3.00 10.00 1.00 15.00 3 10.00

120 Long 3.50 8.00 2.00 5.00 3 5.00

4-Jan-09 1000 Long 2.00 10.00 1.00 8.00 5 3.00

1030 Short 2.00 15.00 5 - 2.00
Week

7-Jan-09 930 Short 3.00 20.00 2.00 12.00 3 6.00

8-Jan-09 832 Long 4.00 5.00 2.00 8.00 2 5.00

850 Short 2.00 16.00 5 - 8.00
950 Long 2.00 10.00 1.00 12.00 5 10.00
1020 Long 2.00 15.00 5 - 3.00

9-Jan-09 850 Long 2.25 6.00 5 - 5.50

1030 Long 3.00 22.00 1.00 7.00 3 6.00

10-Jan-09 900 Long 4.00 10.00 1.50 12.00 2 10.00

120 Long 2.00 15.00 1.00 19.00 5 15.00

11-Jan-09 1000 Long 1.75 10.00 1.00 10.50 7 10.00

1030 Short 2.25 15.00 6 - 8.00
Week

14-Jan-09 930 Long 3.00 20.00 2.00 5.00 4 5.00

Month
ummary Trade-Type Stats
Broker RT Charge $4.80 0 0 0 0
% risk 1.00 Target 11 0 0 0 0
% Risk of Profits 2.00 Time 1 0 0 0 0
Base Equity $ 50,000 Stop 5 0 0 0 0
Net P&L ### MoveStop 2 0 0 0 0
P&L as % Equity 20.37% Stop-Rev 1
Actual Profitable
Entry Exit Entry Analysis
Average Total Exit
Reward R Efficiency Strat 1 Target
7.14 21.99 52% Strat 2 Time 0 0 0 0
Strat 3 Stop
R Strat 4 MoveStop
Trade Equity
Multiple Strat 1 Strat 2 Strat 3 Strat 4
Funds Balance Strat 5 Stop-Rev
s
400.00 0.80 ### Strat 1 Target
- 350.00 - 1.00 ### Strat 2 Stop
800.00 1.60 ### Strat 3 Target
- 525.00 - 1.05 ### Strat 2 Target
### Slip
- 275.00 - 1.00 ### Strat 5 Stop
500.00 1.25 ### Strat 4 Target
###
### 3.33 ### Strat 1 Target
750.00 1.43 ### Strat 4 Target
###
750.00 1.50 ### Strat 4 Target
- 500.00 - 1.00 ### Strat 1 Stop
### Slip
###
900.00 2.00 ###
###
500.00 1.25 ### Strat 1 Stop-Rev
### - 4.00 ### Strat 2 Time
### 5.00 ### Strat 3 Target
- 750.00 - 1.50 ### Strat 2 MoveStop
###
### - 2.44 ### Strat 5 Stop
900.00 2.00 ### Strat 5 Target
###
### 2.50 ### Strat 1 Target
### 7.50 ### Strat 4 PartTarget
###
### 5.71 ### Strat 4 Target
### - 3.56 ### Strat 1 Stop
###
###
### 1.67 ### Strat 3 MoveStop
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ype Stats
0 $ Won
0 $ Lost
0 $ Net
0 Target
0 Stopped
Win %

sis

0 Trades
Ave $/Trade

Strat 5
 Trade Notes Counters

These are FICTIOUS numbers to show how to use the sheet

No implication is made with the figures used

All other stats will print when one Week has been entered Day
remember to add Week into Column B
SQN will only be statistically relevant with at least 28 trades logged.

Ave $/Trade

% Risk is what you consider a fair base risk for each trade 1

% Risk of Profits can be used to add risk capital at a higher rate thereby risking
market's money

Equity Balance and Net P&L both take into account Commissions, Charges and Sl 1

Day: Only place Date on 1st trade of day

Week: Place "Week" (Case sensitive) in columnn B at the end of each week 1
Month: Place "Month" (Case sensitive) in columnn B at the end of each month

Risk: Set the number of points, pips or cents at risk here 1

Reward: Set your target points, pips or cents here. If you exit on a stop then
leave blank

If you pyramid out of, or into, a trade then record each part on a separate line. 1

MAE - Maximum Adverse Excursion: As you exit a winning trade note in this col 1
the furthest a trade went against you. The average shows you how far winning
trades go against the entry level as a proportion of the risk first placed on the tr
If, over many trades, the MAE is significantly smaller than the stop levels emplo
then an adjustment could be made to tighten initial risk stops
1
Exit Test - Count the number of bars from entry to exit on winning trades. Double
number of bars. Note how many points the trade would have made at the optim
exit point. This is anywhere from entry to double exit length. 1

Contracts: This is the number of contracts, lots or shares to risk given the accoun
size, your risk profile and the trade risk. The sheet works this out for you. When 1
live and using the sheet set up all your expected risk levels (as per D49:D58)and
then use the sheet to guide you as to how many contracts/lots/shares to risk

Points: Record the number of Points, Pips, Cents made or lost on each trade here 1
R Multiples: This is the ratio of actual risk to eventual reward

Column M: Use this column to note what entry signal was used to enter the trad
These can be renamed at M10-M13

Column N: Use this column to note what exit was used to end the trade
These can be renamed at M3-M7

Notice how SLIP is accounted for:

Enter a negative (unless positive slip) under days trades in Trade Funds
and type SLIP into Column M

Notice how other Charges are accounted for

Enter a negative amount for data and other charges under days trades in Trade
and type CHARGES into Column M

To create a blank sheet CLEAR ALL white, blue and yellow columns
All grey cells are protected and need not be adjusted

SQN - System Quality Number

Under 1 - Poor System. Hard to position size to meet objectives
1-2 - Average system. Not many options for Position Sizing Algorithms
2-3 - Good System. Position Sizing options start to open up
3-5.5 - An excellent system. Be careful that this is not a statistical fluke
5.5-9.5 - Superb System 9 few exist so be sure it is not just a positive run of r-mu

These SQN numbers are different from V Tharps position sizing book because th
he has used to measure standard deviation has a bug in it

Be careful what you take from SQN ratings

Think of it as an indicator of how easy it will be to use
position sizing to reach your objectives rather than a qualitive
judgment on how good the system is.
Counters MAE R-multiple

Week Month

0.60
0.00
0.60
0.00

0.00
0.50

0.33
0.57

0.50
0.00
1

0.67

0.50
0.00
0.50
0.00

0.00
0.33

0.38
0.50

0.57
0.00
1

0.67
1
 Trade Data and Summary
Symbol: AAPL Chart: 130 min AAPL-130 $ 1
Gross Profit Trades Trading Av Trades Av Win
Longs To Target 0 Days 0 Day
Shorts Stopped 0 Weeks 0 Week
Combined Scratch 0 Months 0 Month
% Profitable Total 0
Slip $0.00 Possible Actual Profit Factor Possible
MAE Average Slip Average Average Average
Average R-multiple Other Costs $0.00 Risk Risk Expectancy SQN Reward
Commissions $0
Comm/P&L
Military Long Rewar
Date Risk MAE Exit Test Shares Points
Time Short d
ummary Trade-Type Stats
Broker RT Charge $0.04 0 0 0 0
% risk 1.00 Target 0 0 0 0 0
% Risk of Profits 2.00 Time 0 0 0 0 0
Base Equity $ 20,000 Stop 0 0 0 0 0
Net P&L $ - Move Stop 0 0 0 0 0
P&L as % Equity 0.00% Stop-Rev 0
Actual Profitable
Entry Exit Entry Analysis
Average Total Exit
Reward R Efficiency Strat 1 Target
0.00 Strat 2 Time 0 0 0 0
Strat 3 Stop
R Strat 4 Move Stop
Trade Equity
Multiple Strat 1 Strat 2 Strat 3 Strat 4
Funds Balance Strat 5 Stop-Rev
s
ype Stats Trade Notes
0 $ Positive
0 $ Lost SQN will only be statistically relevant with at least 28 trades logged.
0 $ Net All other stats will print when one Week has been entered
0 Target remember to add Week into Column B
0 Stopped
Win %

sis

0 Trades
Ave$ /Trade

Strat 5
 Counters MAE R-multiple
es logged.

Day Week Month

 Trade Data and Summary
15
Symbol: ESM0 Chart: ESM0-15 mins $ / Point: 50
mins
Gross Profit Trades Trading Av Trades Av Win
Longs To Target 0 Days 0 Day
Shorts Stopped 0 Weeks 0 Week
Combined Scratch 0 Months 0 Month
% Profitable Total 0
Slip $0.00 Possible Actual Profit Factor Possible
MAE Average Slip Average Average Average
Average R-multiple Other Costs $0.00 Risk Risk Expectancy SQN Reward
Commissions $0
Comm/P&L
Military Long Rewar
Date Risk MAE Exit Test Contracts Points
Time Short d
ummary Trade-Type Stats
Broker RT Charge $5.20 0 0 0 0
% risk 1.00 Target 0 0 0 0 0
% Risk of Profits 2.00 Time 0 0 0 0 0
Base Equity $ 20,000 Stop 0 0 0 0 0
Net P&L $ - Move Stop 0 0 0 0 0
P&L as % Equity 0.00% Stop-Rev 0
Actual Profitable
Entry Exit Entry Analysis
Average Total Exit
Reward R Efficiency Strat 1 Target
0.00 Strat 2 Time 0 0 0 0
Strat 3 Stop
R Strat 4 Move Stop
Trade Equity
Multiple Strat 1 Strat 2 Strat 3 Strat 4
Funds Balance Strat 5 Stop-Rev
s
ype Stats Trade Notes
0 $ Won
0 $ Lost SQN will only be statistically relevant with at least 28 trades logged.
0 $ Net All other stats will print when one Week has been entered
0 Target remember to add Week into Column B
0 Stopped
Win %

sis

0 Trades
Ave$ /Trade

Strat 5
 Counters MAE R-multiple
es logged.

Day Week Month

 Trade Data and Summary
1
Symbol: USDGBP Chart: USDGBP-1 hour $ / Pip: 10
hour
Gross Profit Trades Trading Av Trades Av Win
Longs To Target 0 Days 0 Day
Shorts Stopped 0 Weeks 0 Week
Combined Scratch 0 Months 0 Month
% Profitable Total 0
Slip $0.00 Possible Actual Profit Factor Possible
MAE Average Slip Average Average Average
Average R-multiple Other Costs $0.00 Risk Risk Expectancy SQN Reward
Commissions $0
Comm/P&L
Military Long Rewar
Date Risk MAE Exit Test Pips Points
Time Short d
ummary Trade-Type Stats
Broker RT Charge 0 0 0 0
% risk 1.00 Target 0 0 0 0 0
% Risk of Profits 2.00 Time 0 0 0 0 0
Base Equity $ 50,000 Stop 0 0 0 0 0
Net P&L $ - Move Stop 0 0 0 0 0
P&L as % Equity 0.00% Stop-Rev 0
Actual Profitable
Entry Exit Entry Analysis
Average Total Exit
Reward R Efficiency Strat 1 Target
0.00 Strat 2 Time 0 0 0 0
Strat 3 Stop
R Strat 4 Move Stop
Trade Equity
Multiple Strat 1 Strat 2 Strat 3 Strat 4
Funds Balance Strat 5 Stop-Rev
s
ype Stats Trade Notes
0 $ Positive
0 $ Lost SQN will only be statistically relevant with at least 28 trades logged.
0 $ Net All other stats will print when one Week has been entered
0 Target remember to add Week into Column B
0 Stopped
Win %

sis

0 Trades
Ave$ /Trade

Strat 5
 Counters MAE R-multiple
es logged.

Day Week Month