The chart shows my analysis of trading profits versus holding time. Most of the time, this strategy becomes profitable after holding for about 30 minutes (please ignore the data beyond 2 hours, as the sample size there is too small).
This suggests that your strategy successfully captures trend reversals, but unfortunately the entries are too aggressive/too early. Perhaps you could find some ways to avoid this.
This suggests that your strategy successfully captures trend reversals, but unfortunately the entries are too aggressive/too early. Perhaps you could find some ways to avoid this.
Attached Image (click to enlarge)
