4.78 profit factor, 63.89% win rate

P

Pig Porky

What do you guys think of these results? It was tested on 832 daily bars and had 36 trades. I'm not at all claiming to have made the best discovery ever, however, I'm wondering if these results seem good enough to warrant further exploration of this concept.

Here is a performance screenshot from Wealth-Lab. Disregard the dollar values. It was tested on $SPX. The concept is very simple.
 

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See if you can get similar results on SPY or the ES. This will help you. You also need to have more trades.

How many years of data did you test the system for?

Good Luck.

Trend

:)
 
I fiddled with it a little more.

Reduced # of trades to 27, but got a win rate of 70.37% and profit factor of 9.72.

Increased # trades to 46, with win rate of 60.87% and profit factor 3.34.
 
Quote from Pig Porky:

What do you guys think of these results? It was tested on 832 daily bars and had 36 trades. I'm not at all claiming to have made the best discovery ever, however, I'm wondering if these results seem good enough to warrant further exploration of this concept.

Here is a performance screenshot from Wealth-Lab. Disregard the dollar values. It was tested on $SPX. The concept is very simple.
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Not enough data points. Minimum of 30 years needed.
 
minimum of thirty years? lol
You can do Monte Carlo Analysis without having to go back so far. Actually, so much backtesting is pointless.
 
What was your starting capital ? It seems you only have $1000 profit on 832 bars of data (that's over 3 years of data...)
Depending on your starting capital it may or may not be a good script.
 
u're ridiculous. u're posting a curve fit piece of shit with 3 trades and you even take care to black out the number of bars in a trade, so we dont discover your secret. hahaha. i love these: "look at my results threads".
 
Quote from traderkay:

u're ridiculous. u're posting a curve fit piece of shit with 3 trades and you even take care to black out the number of bars in a trade, so we dont discover your secret. hahaha. i love these: "look at my results threads".
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ROFL I love when you bash people's backtesting results. :D I'm a man, I can take it!
 
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