Yes, I guess I should do more testing.
The max daily loss around 6pts which is the parameter I set, and the max daily profit is arount 18pts, mean is 9pts. the loss/profit days is 45/55.
What's the average daily or monthly profit per contract you expect in e-mini S&P Day trading?
I developed an automated trading strategy and tested it with the past two months data, the daily profit is $120/contract. Is this good?
Thanks