Monday, December 31, 2007

Trading Statistics

I finally got my account transactions automated so I can identify strengths and weaknesses. As many know Oanda does not have a very good reporting structure for you to see a summary of your trades. They do have a monthly summary report; however, you only have access to it after the month has occurred and even then you have to wait a week or two afterwords.

I created a program in c# that will take the .csv file from Oanda and load it into a Microsoft SQL Server Express 2005 database. From that point I have an asp.net/c# website that will extract all the transaction from the database and presents all the stats. Below you will see the results of all that work! I plan on adding many more stats including some graphical charts representing trends.

The December results will change slightly because I have some carry trades going and will need to add these values into the final results. However this is pretty close to where I sit right now.






















































































StatsNovember 2007December 2007 Cumulative
Profit/Loss (%):1.91%2.06%3.98%
Profit/Loss ($):$185.63200.01$385.64
Number of Trades:325082
Winning Trades:254065
Lossing Trades:61016
BreakEven Trades:101
% Winning Trades78.13%80.00%79.27%
Avg Winning Trade($):$27.02$15.60$19.99
Avg Losing Trade($):$84.49$45.81$60.31
Largest Gain($):$86.00$83.00$86.00
Largest Loss($):$228.97$196.73$228.97
Avg Trade Size:559630504043







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