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Please help me evaluate my system results
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Please help me evaluate my system results

  #1 (permalink)
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Please help me evaluate my system results

Hello everyone, I'm fairly new to system development and although I've read some excellent posts on this board regarding system evaluation I don't feel I can "really" tell what is a tradeable or not-tradeable system. I have backtested a simple system in NT and was wondering if I could get your opinion on how good the system looks to you before I start testing it on a large amount of intraday data.

Here is some additional information on my system:

- Trades the eMini ES
- I backtested using 1 contract
- Trend Trading system, based on price action only, no indicators
- Intraday trades only, no overnight holding

So far I've tested it over the last 3 months but have over 5 years of intraday available (thanks to this board and the VIP section -- strong recommend it, great content there).

I'm pasting some screenshot with some of the key system results. Your comments are appreciated and thanks in advance for your time.

Attached Thumbnails
Please help me evaluate my system results-sys-results1.png   Please help me evaluate my system results-sys-results2.png   Please help me evaluate my system results-sys-results3.png   Please help me evaluate my system results-sys-results4.png   Please help me evaluate my system results-sys-results5.png   Please help me evaluate my system results-sys-results6.png   Please help me evaluate my system results-sys-results7.png   Please help me evaluate my system results-sys-results8.png   Please help me evaluate my system results-sys-results9.png  
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  #2 (permalink)
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Additional backtesting

And here's the same system backtested with data from 01/01/2009 to 11/16/2009. Although it had a large single loss I'm not surprised by it.. happy to see the Profit/Factor and Avg Win/Loss in line with previous results.

Tomorrow will post live simulator trading results.

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Please help me evaluate my system results-sysresults-01012009_11162009.png  
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  #3 (permalink)
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Looks like a winner, bro. Is that automated or manual entry/exits?

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  #4 (permalink)
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It looks good, but the live simulator trading results will show you the truth .
But the Sharpe ratio, on your the longest backtest, is not so great; so wait & see how it works in live, after few weeks.

Success requires no deodorant! (Sun Tzu)
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  #5 (permalink)
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Jugador View Post
Looks like a winner, bro. Is that automated or manual entry/exits?

Jugador, automated system, no manual intervention. Thanks for your review.

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  #6 (permalink)
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sam028 View Post
It looks good, but the live simulator trading results will show you the truth .
But the Sharpe ratio, on your the longest backtest, is not so great; so wait & see how it works in live, after few weeks.

Sam, yes, agreed on the Sharpe, will start trading it on simulator tomorrow -- had connectivity problems. Will post the results on a daily basis.

Thanks for your review.

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  #7 (permalink)
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sharp2be View Post
Jugador, automated system, no manual intervention.

Cool...

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