June 2025 Algorithmic Trading Recap
Real Results & Lessons for Beginners
June 2026 was another challenging month in my algorithmic trading journey. I closed with a net loss of €9.17, despite maintaining a high win rate of 86% across 51 trades. While the system showed consistency in execution, profitability lagged—highlighting the need for better trade filtering and risk-reward calibration.
📊 Key Metrics:
✅ Long Trades Win Rate: 96%
📉 Short Trades Win Rate: 75%
⚖️ Profit Factor: 0.92
📈 Sharpe Ratio: -0.18
🔻 Maximum Drawdown: 15.98%
💶 Average Profit per Trade: €-0.17
Although the win rate was strong, the profit factor below 1.0 and a drawdown nearing 16% signal that my system is still too exposed to downside volatility. For beginner algo traders, this is a key lesson: a high win rate alone doesn’t guarantee profitability—especially if losses are larger than wins or risk isn’t tightly controlled.
Benchmark Comparison: S&P 500
While my system struggled, the S&P 500 (EUR-denominated) gained approximately 1.02% in June 2026. This modest benchmark return underscores the importance of evaluating your strategy not just in isolation, but against broader market performance. My system underperformed this month, and that’s a signal to reassess the approach.
What I’m Working On Next:
Assess which trading strategies performed poorly on the short side.
More selective entry criteria to avoid overtrading
This month was a reminder that algo trading is a long-term game. Losses are part of the process—but only if they lead to better systems. If you're a beginner building your first EA or testing strategies in MetaTrader 5, I hope this transparent breakdown helps you avoid common pitfalls and stay focused on continuous improvement.
| Key Performance Indicators | 2025 Year to Date | 2025 June |
|---|---|---|
| Net P/L | € -30.30 | € -9.17 |
| Total Trades (win rate%) | 267 (82%) | 51 (86%) |
| Long Trades (win rate%) | 106 (91%) | 27 (96%) |
| Short Trades (win rate%) | 161 (76%) | 24 (75%) |
| Avg P/L per Trade | €-0.11 | €-0.17 |
| Profit Factor | 0.94 | 0.92 |
| Sharpe Ratio | -0.29 | -0.18 |
| Max Drawdown (%) | 25.73% | 15.98% |
| Avg Trade Duration (min) | 641 | 802 |
Live Trading Algorithms
Interested to see which automated trading strategies I am currently running live? Check out my live algorithms!
