@samuraipips358 And all years from 2015 to 2020 were unprofitable, perhaps market cycles have changed somehow. Is it worth considering such a strategy if it was unprofitable until 2020, but profitable for the last five years?
@samuraipips358 Hi Yumi, I have a sample of 1,216 trades over the last 5 years, with a maximum drawdown of 10R.
But if I take the last 10 years, where the sample is 2,120, the maximum drawdown is 50R.
@samuraipips358 Hi, Yumi, if I tested a strategy on 1000 trades over 5 years and after one year the strategy shows a breakeven, but plus the commission and spreads make it unprofitable, what should I do in this case?
@samuraipips358 Hi, Yumi, if I tested a strategy on 1000 trades over 5 years and after one year the strategy shows a breakeven, but plus the commission and spreads make it unprofitable, what should I do in this case?
@samuraipips358 Thank you very much for the detailed response, Yumi. I would really like to see your results over a quarter or a year, so that people can see how you deal with drawdowns and what real trading actually looks like.
@samuraipips358 The sample size is 300 trades with a fixed 1:3 risk-to-reward ratio. The results were obtained through backtesting using a replay program.
@samuraipips358 I spent three months testing a mechanical strategy, and in its third year it shows very high variance and a losing streak of around 20 trades in a row, with 1R risk and 3R reward.
Do you think itโs worth sticking with this strategy, or should I try to find another edge?
@samuraipips358 Hi Yumi, Iโve been reading your posts for quite a while and Iโve read your book on probabilistic thinking. Right now Iโm facing some difficulties and Iโd like your help.