How I've done so far...

Discussion in 'Strategy Development' started by ProgrammerGuy, Oct 2, 2007.

  1. I have kept of record of all the live performance that I have ever done. Not the actually trade results, but the results from the backtest of tradestation

    Through 1658 trades my average trade without slippage and comission is .152% My std dev is .68. Average hold time per trade is 28.5 minutes.

    So add slippage and comission which is very close to .08 round trip, that brings my edge down to .072% I must say I'm kinda a bit disappointed, I was expecting higher. Anyway what do you guys think?
  2. well there sure is better

    but that's not that bad

    SO tell us what your system is

    hey show me your and I'll show you mine


    just kiddin

    I don't want to see your
  3. bespoke


    I don't get it. You backtested your live results? Why not just post your live results? Or did you keep a track of something else? Or do you mean you backtested what your results would have been since you developed the system?

    .07 after slippage and commission is decent enough, but i dont like the std. but i suppose that depends on your system