Hehe, there's gross loss though so positions been opened and closed. For free..not gona happen in the real world. Pretty sure slippages are not factored in the backtest too.
The issue is bias to the upside in OP trading system.Some elements of it are designed after the fact of seeing chart and then build method to fit that chart. I went over SPY chart and what this system made as per OP's profit chart. My conclusion is OP is new to this or he understands why this will not work and is not willing to trade it for his own account. I am leaning to speculate that he knows why this will not work.
Can you share what type of strategy will yield this profit curve? I'm familar with the ninjatrader system OP is using. To get such an equity curve, he must have done many many trades because ninja doesn't plot the curve each day, only when trades close and open. Is it a buy the dip S&P500 strategy? Too bad he doesn't show the drawdown which is easily available...
I had very similar chart in my archives,different instrument,nearly the same PF,actual traded chart period had up movement and down movement and i looked at his and went over his backtest chart and is clear is biased to the upside.Mine has larger drawdown because logic traded either direction. Not buy the dip per se,could be time period breakout or number of bars breakout,because it is the easiest to curve fit and produce results that look astonishing,the trick is to have a lot trades in order to match them to what happened by adjusting stops. Other way is to put on less contracts after being wrong til it fits the conditions. Still needs recalibrating fairly often and is not robust even without directional bias,bottleneck effect and such.
I agree with you, "There is a lot of 'gardening' required to keep your strategies going on daily basis..." The market style changes from time to time, strategies have to change accordingly in time. How are your strategies in Asia going? You trade globally, it must be a lot of work...