DislikedOk, as promised, here is real dd<->profit comparison, one window shows forward trading profit, the other forward trading drawdown: {image} So you can see that small moving periods give good profit but bad drawdown. So best would be to choose the moving periods around 9th field, they give good drawdown and good profit -DarwinIgnored
But when it comes to trading there is all about risk management and minimizing risk.
I think you already know that.
There is a reverse proportional dependency between "hit rate", "RR" and "signal frequency".
The higher the "hit rate" and the higher the "RR" then the lower the "signal frequency" and vice versa.
To balance those three variables over the time is the big art of trading. A high hit rate is all too often bought by a very meager RR during the trade.