How crazy am I to believe that this system can work live?

trader221 said:
Good morning.
This is a scalping trading algorithm based on footprint signals for entries and exits.
I've been testing it in demo for a month.
I also did backtests and the profit factor are 2 times more than the results with the live test
I tested it with an apex trader funding account but it failed because of the DD trailing (even though it was positive).
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Did you run it live against the apex API?
 
TrAndy2022 said:
The profit factor is by far too bad. It looks more than noise through optimized backtests just like curve fitting only. I assume this is NQ Futures so you need to add slippage than your strategy can turn into negative. It is too sensitive I guess. Better your filter more your trades until you have more average trade and better profit factor > 3 or 4 at least.
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This is not a backtest but a forward testing.
Slippage is included
Indeed, it is NQ and ES
 
danielc1 said:
You have an outlier in your trade results that would worry me:
Average $ winning +- $80
Average $ Losing +- $125
And then
Largest winning trade: +- $ 2000
Largest losing trade : +- 2000

How come?
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the average is all completely normal given the number of transactions
 
tsfx said:
what instrument(s) are you trading?

having sorting ratio 1 means the only reason you failed Apex trailing drawdown is because you were using too much leverage. You can easily back off sizes like 10 times (if i'm reading your statement correct)
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NQ and ES.
 
TrAndy2022 said:
The profit factor is by far too bad. It looks more than noise through optimized backtests just like curve fitting only. I assume this is NQ Futures so you need to add slippage than your strategy can turn into negative. It is too sensitive I guess. Better your filter more your trades until you have more average trade and better profit factor > 3 or 4 at least.
More...
agree on PF being too low.

would also like to see MFE, MAE, and ETD in tick form.

how are you figuring ETD? MFE - Exit for profitable trades I am assuming. What figure do you put in for ETD when the trade goes against you from the start and you get stopped out? MFE (which will be close to entry) - MAE (stop) = ETD? Do you include the distance to your stop in ETD or just use zero value?
 
zghorner said:
agree on PF being too low.

would also like to see MFE, MAE, and ETD in tick form.

how are you figuring ETD? MFE - Exit for profitable trades I am assuming. What figure do you put in for ETD when the trade goes against you from the start and you get stopped out? MFE (which will be close to entry) - MAE (stop) = ETD? Do you include the distance to your stop in ETD or just use zero value?
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Very technical question for me
 
trader221 said:
Good morning.
This is a scalping trading algorithm based on footprint signals for entries and exits.
I've been testing it in demo for a month.
I also did backtests and the profit factor are 2 times more than the results with the live test
I tested it with an apex trader funding account but it failed because of the DD trailing (even though it was positive).
More...
Hello trader221,

Back test from 1/1/2006 to 10/27/2023, and EVERY question in your life will be answered when you see the results.
 
smallfil said:
Slippage is real and will affect your results in a big way. I backtested a trading system once, which looked very promising, positive expectation and over 100% returns over 188 trades. Went live to test it and placed 7 trades. Only 1 was a winner, the rest losers and slippage accounted for a good number of the losing trades. Market makers will nickle and dime you given the chance. Take that into consideration when trading.
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How would you account for slippage in a backtest?
I just do the old-fashioned way of assuming that I will get filled a few ticks away.
Do you happen to know any better trick?
 
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