Daily report
Yesterday's Tails
One set of breakout entries, three ways of getting out. The only difference between these columns is the exit, so any difference in the result is the exit's doing. Data through loading. Report generated ....
Last 90 days (trades that exited in the window)
Full window (entries in the last 150 trading days)
Read the max win column first. The fixed rules have a hard ceiling written into them, so their count of trades at 5R or 10R is zero forever, no matter what the market does. The variable rule is the only one allowed to have a tail.
Closed on the last trading day (...)
Fixed 1:2
No trades closed on the last trading day under this rule.
Fixed 1:3
No trades closed on the last trading day under this rule.
Variable (no target, trailing stop)
No trades closed on the last trading day under this rule.
Still open under the variable rule
No open positions under the variable rule right now.
These are the trades a fixed target would already have closed. Some will still fail back to their stops; that is the price of admission. The ones that keep running are the point.
Method in brief
Entry: close crosses above the prior 20 trading days' highest high (Donchian-20 breakout); entry at the next trading day's open. Risk unit: 1R = 2 x ATR(14) at the signal day; initial stop at entry - 1R. Fixed rules: take profit at +2R or +3R, stop at -1R, otherwise out at the close on holding day 20. Variable rule: no take profit; once a close reaches +2R, the stop trails at the higher of breakeven and the highest close minus 2R, updated after each close; out at the close on holding day 20 if still open. Sequencing: within a day the stop is checked first on the day's low, then the target on the day's high (the adverse assumption), and the trailing stop used during a day is the one set by prior closes only. One position per symbol at a time; the same entries feed all three rules. Full detail and limitations on the Method page.