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Before I begin, let me say that I do realize the problems of backtesting and all of that with NinjaTrader.
My questions:
Is the following equity curve an equity curve that one looks for in a system? (a good equity curve?)
and
Are the results from the backtest promising in terms of Average Winning Trade and Average Losing Trade, MAE, MFE, ETD, etc? (forget the dollars, I could make it say 100 trillion)
Thanks guys!
Can you help answer these questions from other members on NexusFi?
One thing I am liking about the system is that the Average Winning Trade is larger than the Average Losing Trade and that the Largest Win is larger than the Largest Loss. I am thinking that these results (the backtest and equity curve) are stunning but I need some more informed opinions.
If you are exponentially compounding, then I would say no, but if that is a static size the whole time then it is pretty good.
If you are are using exponential compounding, then I would rerun with a single contract/static size and see what you get.
With exponential compounding, optimizations will favor those settings that provide the best results early, and potentially miss those settings that are more stable. Find the stable settings and then utilize the exponential leverage when operating the bot.
Slippage and commisions are not a problem if compared to the net profit and the number of trades, you have enough margin to sustain them. Did you sim trade realtime and compared the results with your strat analyzer outputs? Also consider no fills, if you have limit orders, which is not reproduced in sim play.