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: Built this little system the other day and these are its results on WTI -
: (the system uses no stops)
:
: Total Net Profit $128,810.00 Open position P/L
($29,370.00)
: Gross Profit $144,450.00 Gross Loss
($15,640.00)
:
: Total # of trades 88
: Max intraday drawdown ($41,780.00)
: Max # contracts held 13
: Commission Paid $0.00
Let's not forget commision and slippage. $20 Round Trip*13 contracts*88
trades = $22,880. Anybody know what's the typical slippage in West Texas
Intermediate Crude for market order?
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