[isatrader]

Follow-up: Once you have determined your winners/losers on an individual basis, do you do any aggregation of the results or use any kind of average or weighted average to get a higher-level view of performance? How are you determining a "good" year versus a "bad" year? Are you just looking for the number of winners to outweigh the number of losers? Or maybe you don't quantify it from that perspective? My goal is to try to get an objective measure of how I did overall for the year so I can compare against my past performance to see if I am doing better/worse/same...

One simple calculation I like to look at is the average winner versus average loser, again using the ATR percentages though and not actual percentages as I use the ATR value for position sizing. So for example if calculate your average winners divided by your average losers then you'll get a simple measure to compare against in future.

If you average winner was 4.19% ATR and the average loser was 1.24% ATR, then 4.19 / 1.24 = 3.38, so therefore your average winner was 3.38 times greater than your average loser.

You can also do the same with your Win/Loss Ratio = Winning Trades / Losing Trades for another measure, and if you want to get really serious about it then you can create your Sharpe Ratio, but you'll need to look up the calculation for that as it is a fair bit more complex.