Playing around to get more accurate risk of ruin for my strategy. For the sake of calculation, let's use 30% as risk of ruin. Between backtests and live trading, i'm going to use conservative win,loss rate between the two: backtest: live trading: The win rate wouldn't be affected much by the outliers. I'm going to use 70% win rate and "U" is going to be 5 (max positions allowed before bot shuts off for the day). My risk of ruin comes out to about 1.44% Just to put things in perspective: https://injuryfacts.nsc.org/all-injuries/preventable-death-overview/odds-of-dying/ I have better chance of dying from cancer or heart diseases then experiencing 30% realized drawdown with this strategy.
These are really impressive stats. I am impressed. Been fooled by @padutrader, let me ask: These are real, live trades?