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Weekly Portfolio Trading System Results 06/25/2017 - 06/30/2017

Posted by David Bean on

Weekly Portfolio Trading Systems Signal Results
For the Week of 06/25/2017-06/30/2017

The far right column is the monthly result inclusive of $25 round turn slippage and commission. The Week and Month columns do not include slippage and commission numbers but the number of trades are included so that you can customize the results for your own calculations if you have a different slippage and commission number. 
There are slight differences in the monthly results shown in these reports and the Portfolio Results. These reports use the Tradestation numbers so if a strategy such as Crude Oil After Hours is in a position, the Tradestation report shows the end of day/week/month results at midnight for the timezone your computer is in while the Portfolio Results use the last price of the session, which would be 5:00 pm EST. Your account statement will use the day session settlement price that occurred at 2:30 pm EST.
For example, Crude Oil After Hours was long on Friday from 46.23. The last price was 46.33 so we ended the day at +$100.00 on the trade per contract. If you look at your account statement, you will see that the settlement price of 46.04 is used (the price around 2:30 pm EST. I show that price as 46.03 but they chose to set the settlement at 46.04). Your statement will show an open position profit of -$190.00 while your platform can show +$100. This is almost a $300 difference. You should calculate your results based on this as this trade alone will show you underperform by $290 based on this open position and the way it is settled on your account statement.
 

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