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[Insight]

Hi traders, I'm interested in anything you measure about your trading that I don't. I'm a stats and metrics fan (I love Excel!) and would like to know some fields I can add to help my trading improve.

Currently I have CFD, Margin and Futures trading accounts, they are largely similar in what they measure. With my trend system I measure the % of the trend captured (using my swing points) but otherwise the stats are mostly the same over all different trading vehicles.

My Stats:

Profit
Trades
Trades per day
Num Wins
Num Losses
%Wins
%Losses
Average Profit
Average Win
Average Loss
Win/Loss Ratio
Maximum Win
Maximum Loss
Expectancy
Max DD
Profit Factor
Total risk (each trades $ risk totalled)
Brokerage (this is scary when you total it!)
System days (total days trading)
Yearly gross
Monthly gross
Daily gross
Yearly tax
Yearly net
Interest costs
Account size
FX vary + interest (interest payments + and -)

And the stats I keep from my calculators, Position sizing and risk calcs and the like. I run different position sizing calcs such as Kelly, FF, FR and FV.

Risk 1%
Risk 2%
Risk 3%
Risk 3%
2004 Kelly stats
92-04 Kelly stats

Account Size
Winning Probability
Losing Probability
Position Size Risk
Money units
Risk of Ruin

Account Size
Margin per contract
Delta
Current contracts
Next contract level

I also run simulated equity curves based on different filters applied to my trading and things like different entries and exits for trades. E-Curves are another subject though!

Cheers,
Andrew.

[lvivihor]

Hello Insight!
Can you share, how you calculate Max drowdown in Excel?
Waiting for your answer.
Ihor