Premise In continuation of previous article Set main rules where I described main particularities of this simple strategy, I am now exposing main data obtained from some back-test and the arrangements I did in order to improve the stability and profitability. Back-Test First of all, I wish the strategy to produce as many losses as possible but in the same time, not to cause too much drawdown or (worst) completely destroy the account. Second, I need at least 100 executed positions so in this case a 3 month test should be enough. Third, once obtained the results I will have to understand how many times the strategy fails, why and when. Results Here are the 3 months back-test results:As we see, the strategy did not burn the account which is actually a good sign considering there is not even 1 single way to protect the downside risk (except the stop loss and default margin call). However, there is a large imbalance favoring the losing trades, indeed ending equity returned a value of 37.329$ meaning a 25% net loss caused by 97 losing trades. The strategy is based in a fast timeframe (15minutes) but considering the particularity of the rules, there are far more than expected losing…
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