insane slippages, need to chek what went wrong lost around 3L with only 25% quantity.
max loss was set to 3K and was using multiplier so it should have exited at 30K loss, but in spike got exit around 2.4L loss.
After taking a big hit, I made few changes on the weekend.
1. Removed freak protection.
2. Removed 2 second max sl delay.
3. Changed exit order to SL limit with 10% limit, earlier it was market.
4. Changed the hedges, now hedges will be selected on distance basis not on premiums
Traded only with 30% quantity and exited with 0.3% around 9:45.
Created ratios post 10 am and the move didn't come 😂.
Exited the ratios around 2:45, and got some points during averaging.
-----
Profit: 57K (+0.75%)
Highest loss in %, highest absolute loss! A day with lots of learning, will come back from that too!
Loss: Big account loss -2.1L (-2.8%)
Small account loss: 68K (-14%)
--------
April: breakeven
DD: 2.8%
small account DD: -14%
Bad Bad day!, highest MTM swing I hve ever seen.
2 times recovered the loss from -0.8%, was at cost around 2 pm, and then a sudden fall spiked the puts.. got exit at very bad prices and did further mistakes by selling otm puts.
-----------
Loss: -93K (-1.25%)
FY 2022-23 Performance summary:
Started with 12L in june 2012
net profit after charges: 8.76 lakh
Net profit: 73%
max gain in single day: 2.1%
max loss in single day: 2%
max DD: 2.07%
P.S: withdrawn around 2L for investment so current cap is 19L.
Managed the put side quite well today, was in 0.1% profit at 13:50, at 13:51 call spiked gave pain and in a minute MTM was -0.6%, from there recovered a bit and in the end lost some money in 19550 CE.
----
Loss: -42K(-0.55%)
booked 2.5% in small account (max: 3%, Min: 0)
booked 1.36% in big account ( max: 1.40%, min: 0)
----
Net profit 114K
took 2.5x hedges today as I was not at the desk whole day.
lost extra around 0.2% in hedges.
Got hit in the morning in put spike exited with huge slippages.
In tradeflow my rms was set around 0.1% but got out at -0.4%.
Entered again post 2:30 and then CE spike made it worse.
Not my day!
------
Loss: -31K(-0.42%)
too much volatility!
was at breakeven around 3:10 post that don't know what BN did.
price movement was insane.
This will be probably my last day to post mtm here.
I am clueless about what is going on in the market. need to take break now
-------------
Loss: -42.5K (-0.6%)
Tried straddle in Midcap, got bad entry, and then huge spike without any major movement, mtm went to -0.3% from +0.3%, exited the straddle, and went directional, exited after recovering all the loss.
------
Breakeven day!
Completely out of sync with BN, recovered the morning loss 3 times.
Finally, loss came in averaging.
A very frustrating day for me 😐
------
Loss: 25K (-0.35%)
Smooth day!
Exited the main trade around 10:30, after that created ratios couldn't capalise on ratios.
Tried averaging but got fill at very bad prices..lost around 0.1% in that.
----------
Profit: 65K (+0.85%)
0.72% for the day, traded with small size today.
------
Profit: 0.72% ( min:-2K, max: 57K)
------
July month ended flat with 0.25% positive.
Max DD: 3.1%
current DD: 2.3%
was in debit ratios max profit seen was +0.4%..didn't book at time.
Lost remaining profit in averaging.
Missed an easy day!
--------
Loss: -7K (-0.1%)
DD: 1.4%
Feb: -1.4%
SL hunted multiple times in freak moves.
Lost mostly after 2PM.
Increased size today, now risk/day is set to 1%
Loss: -41K (-0.55%) (min: -60K, Max: +30K)
Highest loss in Midcap, closed the day at -1.1% in the morning, started again after 3 pm and got badly hit in 10675 ce multiple times.
-----------
Loss: -98K (-1.30%)
DD: -1.30
Was bullish in the morning and got hit when put spiked MTM went till -0.4%.. post that only sold penny options, didn't trade aggressively due to monthly exp.
----------
Profit: 37K (+0.49%)
After exit from algo, took manual trade around 1 pm, sold 22200 pe around 14 and in spike got exit at 90.
MTM went from +25 to -50K, later created call ratios and recovered all loss.
Sl hunting for all ATM strategies, while otm's performed really well. Was in loss till 1:30, then the system
recovered. Exited manually around 14:30 otherwise could have made +0.2% more.
Lost 15K in hedges.
------
Profit: 27K ~ +0.36% , (min: -27K, max: +30K)
Max went till 50K, got trailed exit at 25K.
Did manual chull and restarted the system, stopped out in call spike with huge slippages.
-0.5% for the day!