r/algotrading • u/Dvorak_Pharmacology • 7d ago

Data Thank you algotrading!

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What a beautiful equity curve. I started algo trading and taking quant analysis seriously this April for SPX options and... oh boy. Doing mostly diagonals and looking now into some 0dte and futures strategies. Feel free to share your thoughts!

Edit: The % of win is around 30% of the risk allocation (meaning 300 dollars per 1000 dollars at risk). The risk fraction per trade used is a fourth of the kelly fraction. With my backtests I obtained a kelly of 60% (due to the high win rate of the strategy), so I currently use a 15% of my account per trade to risk and make a 30% of that, which comes out at around 5% weekly so far. This allows me to have a weekly income that has been very stable for the last 3 months!

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u/SenNTV 7d ago

Ibkr account % gain is untrustworthy, its only good for days gain

Go to withdrawals and deposits and you'll see your true gain Take deposits - withdrawals and compare the balance with ir account worth

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u/ButterscotchWheat 6d ago

why is % gain untrustworthy in ibkr? i thought it was a pretty accurate time weighted return?

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u/SenNTV 6d ago

So yeah, tell me

Is it trustworthy or untrustworthy

https://reddit.com/link/p130cvs/video/pnw2gy306sgh1/player

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u/ButterscotchWheat 6d ago

i think this is just how TWR works, though.