It is rarely that simple, have you factored in spread or commission costs plus slippage ?
/CL 1 Contract 10 Day 1-Minute Time-Frame
1013 Total Trades 995 Winners 18 Losses (98.2%)
+$86 Average Winner -$64 Average Loser (1.34 R:R)
Total P/L $84,690
Is all backtesting this good, or did I break the system?
Hi drtro
Just out of interest - what instrument are you doing it on ?
Over 100 trades per 24 hrs means approx 4 to 5 trades an hour - fine in the busy 10 hrs of the day but very difficult in the other 14 hrs unless your targets are just a 5 to 7 pip/ point move with your stop at 75% of your target size.
You will not get that result in real forward time - not just because of the spread and slippage etc even if you have a great robot - simply because the market is the market and theory and live conditions - never quite line up ;-) - well they might if you have the resources of super computers and a very large R & D budget etc etc.
Also - pick out another 5 x 10 day periods over next 5 -6 months to see how they compare - that would be interesting
GL
Regards
F
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