Is this profitable... I am confused

Discussion in 'Strategy Development' started by shuklapradeep, Oct 24, 2009.

  1. Hi All EL Members,

    I am using tradestation 2000i for backtesting purposes.

    I have been toying with ideas, indicators and paintbars for a quite long now. Making few strategies that give me prfit factor of 1.4 with, but only 45% profitable trades. Though it seems tradable, but does not give confidence.

    Two days back I had made a strategy and tested it on 2-3 markests and future stocks. Result look like this.

    Net Profit : 500K
    Gr Pft : 900K
    Cons Wnr : 18
    Cons Lsr : 5
    Profit Factor : 2.03
    Time : 26 months
    Months : All months profitable/A straight upward graph.
    ROA : 763%
    MAXDD: 16K

    I have used two indicators and few condition with both PT and LT.

    Can anybody with sound knowledge of 2ki help me, if this strategy is tradable. I have doubt because, I was not getting enough for last 4 months and suddenly an idea changed the whole thing while working on exits.

    Any help is highly appreciated
     
  2. Dear EL Members,

    Please reply, hope you are getting what I am saying.

    This is the turning point from where either I have to look back or look ahead.

    Regards
     
  3. Alexis

    Alexis

    mmmm... I'm afraid I'm gonna have bad news. :(

    Could you upload a pic of the complete results sheet?
     
  4. traderule

    traderule

    How much slipage and commission have you put????.. that may affect more...