Some interesting stats…

[Nick Radge]

This guy is a scalper. Equity curve seems very smooth considering a single trade was 40% of his P&L.

Also his average win is just over $1000 yet his allocation per trade is $160,000.

Anyway, that aside, he keeps stats on time of the day profits are made. I’d be interested in tracking that on my own MOC systems – can’t be done in hindsight though, so requires recording after each session.

https://cyclopstrader.com/blogs/news/quarterly-review-march-2020

[TrentRothall]

Can you export a historical tradelist as a CSV fom IB?

I’ve seen this guy on twitter, seems the good day traders are doing well with this high vola. Gets the trigger finger itchy…

[Nick Radge]

You can get the trade list, but not execution time. I think the max for that is 7 days

[Anonymous]

I’ve noticed these scalpers having amazingly smooth equity curves. CAR/MaxDD must be out of control. I presume they mostly trade tickers with high degree of retail activity and just monitor the order book for sloppily placed orders then buy/sell into them

[TrentRothall]

RE this Nick, you can export a flex report with execution times to this millisecond

[Author]

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