I trade the stock index futures markets with an automated trading system of my own design. Here are the weekly backtest results for my system. This back test sample is based on the last year of back data (August 2010 onwards) and is fairly typical of other years i have tested. Im showing weekly% returns because this journal will be updated on a weekly basis. As can be seen the majority of weekly returns fall in the -5% to +10% range, with some outlier weeks outside that range (down to -10% and upto +20%). However in forward trading i expect the weekly outliers to eventually exceed -10% on the downside (and also exceed 20% on the upside). In back testing around 66% of test weeks are profitable. So losing streaks of 4 or more weeks in a row should be expected. There is in fact a 5 week losing streak in the back test. The total simple return over the test period was 120%. But when we introduce compounding the return grows to 200% for the year (the second graph in the image shows the equity growth with compounding) It took about 7 months in the back test sample to reach 100% profit. This is also my first profit objective in real foward trading: to double my account. This could take anywhere from 3 to 15 months, depending on how well the system captures market movements going forward. This trading journal is mainly for my personal record keeping. I am not going to discuss my trading system details and i dont promise to answer any questions. The idea behind this journal is to compare how real world forward trading of this particular automated system compares to the back testing results shown in this opening thread post. I plan to update this journal every weekend.