DislikedSo did more back-, forward-, and monte carlo testing The problem with this strategy is not really the drawdown, but the moment you start trading it I ran 300 monte carlo tests from 2007 - 2019 where each test had a random start date between 2007-2013 from this random start date it then traded the strategy for 6 years. So basically 300 backtests of 6 years where each test used a random start date to begin As you can see in the results.. when you started at 2007 you had a very nice run with $61k profit, a profit factor of 2.03 and a winratio of 71.19%...Ignored
- Joined May 2017 | Status: Member | 3,740 Posts
Truth is like poetry. And most people f*cking hate poetry.
- Joined Dec 2017 | Status: Member | 3,710 Posts
I don't need to be good at the game, only good enough to beat my opponent,
- Joined Dec 2017 | Status: Member | 3,710 Posts
I don't need to be good at the game, only good enough to beat my opponent,