May 2025 Algorithmic Trading Recap
Automated Trading Results vs S&P500
May marked a positive turn in my algorithmic trading journey. After a rocky start to the year, I closed the month with a net profit of €3.61, bringing my year-to-date performance to €-5.04 from an initial capital of €388. That’s a modest monthly return of +0.93%, and while I’m still in the red overall, May showed encouraging signs of progress.
In total, I executed 60 trades in May with an 80% win rate, maintaining strong consistency. My long trades performed especially well, with a 92% win rate, while short trades came in at 72%. The profit factor improved slightly to 1.03, and my Sharpe ratio turned positive at 0.07. Notably, my maximum drawdown was still significant at 11.6%, a sign that I must improve my risk management.
To put things in perspective, the S&P 500 surged by 6.15% in May, marking its best May performance since 1990. While my gains were far more modest, I cannot beat the market just yet—my focus remains on learning, adapting, and building a consistent, data-driven approach to trading.
| Key Performance Indicators | 2025 Year to Date | 2025 May |
|---|---|---|
| Net P/L | € -5.04 | € 3.61 |
| Total Trades (win rate%) | 237 (81%) | 60 (80%) |
| Long Trades (win rate%) | 90 (90%) | 24 (92%) |
| Short Trades (win rate%) | 147 (77%) | 36 (72%) |
| Avg P/L per Trade | €-0.02 | € 0.06 |
| Profit Factor | 0.98 | 1.03 |
| Sharpe Ratio | -0.05 | 0.07 |
| Max Drawdown (%) | 25.73% | 11.6% |
| Avg Trade Duration (min) | 621 | 571 |
Live Trading Algorithms
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