How can i bring this system to the next level

[Dekor]

Yep, the profit per trade is razor thin, and is vulnerable to the slightest slippage and execution inefficiencies. The other thing that the OP did not disclose was the commission assumptions. With less than 1 tick profit per trade, this could easily be wiped out by round-turn commissions.

The total return over these 10 months where 40587.25$, this is minus the commissions.

 

[Dekor]

If you post the return figures for each of the 257 trades, we'll verify the Sharpe ratio.

Give me one second, i have to figure out how to attach a image.

 

[Dekor]

Aha, i think i see where i messed up.
I calculated the sharpe ratio based on the return of every day instead of every trade.
Or does this works as well? If so i can upload these numbers. If not i have to get the exact numbers in a file.

 

[nonlinear5]

Give me one second, i have to figure out how to attach a image.

Image is not going to do it. Post an Excel spreadsheet.

 

[Dekor]

If you post the return figures for each of the 257 trades, we'll verify the Sharpe ratio. Actually, the daily returns for the last 10 months would be more convenient.

Ok, so here are the daily returns for the last 10 months.
In the top row (9,10,11 etc are the months) below are the returns every day including rt commission.
Highlighted in yellow are average daily returns for the month

[Image removed at OP's request]

 

[Dekor]

Image is not going to do it. Post an Excel spreadsheet.

Oke, one second, i never uploaded an excel sheet before

 

[nonlinear5]

Ok, so here are the daily returns for the last 10 months.
In the top row (9,10,11 etc are the months) below are the returns every day including rt commission.
Highlighted in yellow are average daily returns for the month

These figures look like daily P&L. The Sharpe ratio uses daily returns. Daily return is defined as:

R(day) = (A(day) - A(day-1)) / A(day-1)

where
A(day) is the account value on a given day
A(day-1) is the account value on a previous day

Another thing: what's with the $1121.75 daily loss? Why does this exact loss occur with such high frequency?

 

[motif]

I am also trading manually and i have tried a combine in the past.
However doing a combine with these results could take forever, since these results are based on 5 contracts.
With just 2 contracts it would take quite some time to pass the combine and FTP, however it lowers the DD of course.

I would prefer to start the system live with at least 5 contracts to get some decent returns.
I am also working on a similar system for ZN with similar results, if i could get some decent profits from ZB i could focus full time on scaling it and working out the system for ZN.

Why don't you propose your system to some ALGO developers? If you're system is really strong I'm sure they'll be glad to partner up with you and share profits.

 

[Dekor]

Why don't you propose your system to some ALGO developers? If you're system is really strong I'm sure they'll be glad to partner up with you and share profits.

I am going to meet with a guy i know next week, however he does not have experience in trading.

 

[fxRichard]

I would be happy to look at it in this regard. We have execution, colocation, funding, and unbeatable commissions if you can prove your strategy.