Hi all,
I have backtested a mechanical trading system since 2006 till now. This is a 1:1 RR system that has generated 3065 winners versus 2739 losers during the period (53% win ratio). I'm currently forward testing it on demo (see trade explorer attached) with good results.
However, backtest shows that there are some difficult months although all years have more winners then losers, save for one year slightly below break even.
Obviously, the money management applied impact strongly the equity curve of the system. I would be happy to have your view on what would be the best money management for it. I will post screenshots of the monthly details.
Cheers.
I have backtested a mechanical trading system since 2006 till now. This is a 1:1 RR system that has generated 3065 winners versus 2739 losers during the period (53% win ratio). I'm currently forward testing it on demo (see trade explorer attached) with good results.
However, backtest shows that there are some difficult months although all years have more winners then losers, save for one year slightly below break even.
Obviously, the money management applied impact strongly the equity curve of the system. I would be happy to have your view on what would be the best money management for it. I will post screenshots of the monthly details.
Cheers.