Trading Results Journal
April 30, 2020

My Intraday Trading Results with Compounding

By equrve

Did this experiment till end of August. Result sheet is attached at bottom. Approx 60 percent returns were generated by trading both USDINR and NIFTY Futures intraday using same capital and fixed 3 percent risk of capital per trade. Currently working on trading for a living experiment.

This is my personal Intraday Trading Results. It is an experiment with compounding that I have just started on 6th April 2020. Position Size calculated based on the compounded amount, and changes after every trade.

Coming back to the system. Below are the characteristics.

  1. Its an intraday trend following breakout system.
  2. At max it produces 2 trades per day.
  3. The system uses 5 mins chart for intraday trading.
  4. Exit is by Stop Loss and Trailing Stop Loss. There are no target based exits.
  5. We add or subtract profit or loss after every trade to base amount. This helps us in compounding the system for optimal return.
  6. Risk is based on capital at the beginning of trade and changes with every trade.
  7. Instrument used to trade is Nifty Near Expiry Futures.
  8. I update the sheet every day after end of trade or sometimes later.
  9. Risk is 3 percent of capital in every trade.
  10. This is a 100 percent mechanical system.
  11. Entries as well as exits both use Stop Loss Market orders.

I am not sure how far this system will be able to compound to and I also have no idea at what point intraday futures start having liquidity problems. The monthly gains sheet is accumulated percentage gain at the end of month expiry. The months represent instruments futures expiry and not actual month.

P.S: Rows are marked with yellow background whenever a new equity high is created.

The sheet goes intraday nifty futures.