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Showing posts with label tape. Show all posts
Showing posts with label tape. Show all posts

Russell-Nasdaq #4, 2021

 

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Spread
7/22/2021 15:49 FUTURE SELL -5 TO OPEN /MNQU21 21-Sep FUTURE 14916.5 -78810
7/22/2021 15:49 FUTURE BUY 1 TO OPEN /RTYU21 21-Sep FUTURE 2195.2



Algo Trades in May

 


Started 1-hour algo+discretionary trading. 

In the first 10 daysThe system scored +$2650/per Emini contract. 


2020 Recap of EOD

 # of trades                             117

win/loss ratio                          0.52

risk/reward ratio                     1.34

Total P/L per /ES contract       $12498