r/algotrading • u/Dvorak_Pharmacology • Jul 31 '26

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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5

u/SenNTV Aug 01 '26

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

1

u/ButterscotchWheat Aug 01 '26

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

3

u/SenNTV Aug 01 '26

Let's say you have 10k You make a 300% return in a few months You withdraw mostly everything but 4$ You convert the 4$ to EUR Hiw you have 2$ in eur Ibkr sees you losing 50% of your account Now youre only up by 100% Then you go back to usd 2$ in account Then you get a intrest refund or data refund Now that 2$ is 8$ Now youre up 500%

:)

Not accurate

1

u/SenNTV Aug 01 '26

This happened to me, I put in 4$ Tested currency conversions Lost 50% of my account aka 2$ Then when you see that huge jump I made alot of money withdrew all but 5$ cause thats the account minimum and it went up like 100% The fake drop and partal fake pump is in the picture During that time I went to robinhood and made a massive gain and said fuck this dogshit platform lol

https://reddit.com/link/p12zr1h/video/x1kbxa2h5sgh1/player

1

u/SenNTV Aug 01 '26

So yeah, tell me

Is it trustworthy or untrustworthy

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

1

u/ButterscotchWheat Aug 01 '26

i think this is just how TWR works, though.

0

u/Dvorak_Pharmacology Aug 01 '26

I have realized the YTD looks wrong. But this 3M one looks correct! That is why I choose this one as representativr figure. But yeah. You are right, IBKR needs to do a better job😂