Would you run this strategy? 10 year DAX backtest results attached.What do you think? | Traders Hideout


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Would you run this strategy? 10 year DAX backtest results attached.What do you think?

  #17 (permalink)

Trieste Italy
 
 
Posts: 146 since Feb 2018
Thanks: 128 given, 18 received


rlstreet View Post
I would ask myself if there is any fundemental reason for this strategy to perform like this. Are you taking on risks others are not comfortable with, or exploiting other real market mechanisms. And to be honest, a backtest like that is unrealistic as you know everybody in the world is looking for that curve, institutions with lot more resources than us retail traders.

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Hello rlstreet,
as I said above in my last reply over this one, I don't think this is a super performer system. It has a decent curve but it's a ten year curve...you should check for example the LONG equity and see that it is NOT perfect and it still have a lot of DrawDown periods ...the largest DD is around 5K .... and i you look at montecarlo analisys it could be twice as that.

I'm honestly not taking any special risk. I'm tryng to take risks as low as possible expecially because this year I'll go live for the first time ever with a strategy and I simply would like to do all tests and theory at the best I can just to say to my self that even if it will lost money I've done the best that I could.
However this system really doesn't do anything special than entry/exit over the previous day VALUE AREA LEVELS....the difference between this and other TPO systems is that I have my own pattern that trigger the entry over the level... and as I said it LOSES many time too... so I don't think it is so unrealistic.

In the past I designed a system that has a PROFIT FACTOR of 88 .. it was the beginning and I was thrilled about that.. but I quickly discovered that despite is was doing like 9k a day over the dax then in the real time simulation it was losing 3k eh eh ... I quickly managed to recognize UNREALISTIC backtests and it helped me a lot...

Now I have a PF of 1,92 and it is not so incredible or unrealistic....don't you think?

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