Is this realistic? Programmed a commodity system in TS2000i without any optimizing. Percent profitable: 56% Number of trades: 410 over 5 years Ratio average win/average loss: 2,10. Return on account: over 2600% This seems to good to be true. What might I have done wrong?
Sorry, but so far I don't give systems away. Although I think the 2600% are not realistic, I will just trade the system with only one contract and check it out. The system works well in 3 different markets with 2600%, 1100% and 860% over a 5 year period, respectively. Got the ideas for this system when I was drunk.
What was the worst drawdown? Since you were drunk when you devised the system, I think that is the manner in which you ought to trade it...good luck
you shouldnt look at % return because they all just use minimum margin req. you should look at a combination of % prof and avg win loss. ~50% and 2:1 is not bad. the %roa is meaningless.