Trading Records in App: Prop Shops
To follow up on a prior post (thank you bondarb and macro arb for your comments), I'd like to get your take on some other stats that may be useful, particularly to a prop shop. I've been trading three years with a CAGR around 27% and aaround .65. i don't know whether it is a better idea to leave it at that or to list more key stats. i am considering:
1.categorizing by long/short equity, commodity, FX,
2. individual rate of return on each, average length held, levered/unlevered.
looking at these stats gives me some interesting conundra. first, i made most of my return this year. i was actually only slightly positive in 2009 and actually negative in 2010 since QEII caught me with my pants down and i got destroyed onstrategies that did not revert late last year.
is it better to include just TTM or the whole three years? the problem with TTM is that my return would be well over 90% then on the year -- not that i am bothered by posting such a return but it might smell too good to be true even though it is.
second, i have an issue with the style of my trading: a lot of near-fatal blowouts but a lot of ridiculous winners that i timed well.
blowouts: QEII, may 11 silver smash, oct 3 11 rally. the worst drawdown came in the silver smash with a 70% drawdown; the rest around 30%.
winners: QEII commodities and silver rally (latter reversed by the smash), silver revival rally in summer 2011 (exited properly this time), gold flight to safety rally (exited properly),surge (exited and partially negated by the vol crush post oct 3), shorted some fraudcap chinese stocks (on an individual basis these were some of my highest % winners).
i apologize for the wall of text. i just wanted to give this information to whomever might be interested. i am not sure whether i just want to go with the sharpe/CAGR/drawdown stats for 3 years or 1 year, and whether i should include a breakdown of furhter stats. in the latter option, we might have to talk about these other issues i have listed above, and these issues may make a hiring manager nervous about me.