Is this any good?

1) Simple method I've been working on for some time

2) Very little optimization

3) Easy entry and exit, no comms or slippage included in result.

Take a look at the numbers. What would you say this was worth?

a. Priceless

b. $1000

c. 1/2 a ham sandwich

 

Looks ok. Not the holy grail, but ok...assuming you have allowed for commissions, slippage, etc., in these numbers.

Two performance items look like they could use some improvement:

Percent Profitable.......55.73%
(Should be closer to 80%...for my taste)

Adj. Net Prof as % of Drawdown....665.30%
(Should be 800 or higher)

Good luck.

saxon

 

Thanks for the reply. If you have a system thats tests over 3 years with an equity curve like that and 80% winners and trivial drawdowns,than you have my compliments.

I knew I was among giants.

 

Yes...sometimes even the gods tremble to caress the light.



sax

 

It looks awesome!

Is it trend following? if so, there might be more slippage than you expect. Also does it trade the open or close, or does it trade throughout the day. Hard to catch prints during those times too.