Please check my new trading system results.
Please leave your comments here.
You haven't put labels on the time (horizontal) axis, so we don't know how many years of data we're looking at, or how many trades were made. Based on your monthly returns, I calculate a 28.6% average yearly return, with a somewhat large 25.76% drawdown. Depending on how many trades were made, and whether there is some look-ahead bias due to buy/sell threshold optimization, your actual returns in live trading could be significantly worse. (I'm assuming this is a back-test and doesn't include transaction fees, no?) You haven't even described your "auto trading system" in even the most vague terms, so it's difficult to say whether that chart is an accurate indication of actual returns.
If, on the other hand, that is your actual returns from live trading, then it's not bad, although the steep decline in the later part of the returns curve is worrisome.
