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Not bad, but 9 losers in a row, hard when you have this in real.
You should try it with a real data feed and a demo account, for few weeks, and see hos it goes.
You should also add commissions in your backtests.
Yes, 9 losers in a row is not good. Drawdown is quite high too. But all my optimalizations until now rapidly decrease performance.
I would like to ask - I use minute data, calculation on bar close, I do not use tick events.
This strategy is trend following, position is open for hours during day, volume in this time is high.
Commission are clear. Unknown is slippage. But can slippage in this scenario significantly negative affect performance of strategy?
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Another question - It is possible - in terms of probability - that the strategy which is profitable 15 out of 16 months - with unchanged parameters - will be a permanently loss in the months ahead?
