How I've done so far...

[ProgrammerGuy]

I have kept of record of all the live performance that I have ever done. Not the actually trade results, but the results from the backtest of tradestation

Through 1658 trades my average trade without slippage and comission is .152% My std dev is .68. Average hold time per trade is 28.5 minutes.

So add slippage and comission which is very close to .08 round trip, that brings my edge down to .072% I must say I'm kinda a bit disappointed, I was expecting higher. Anyway what do you guys think?

 

[Illuminated One]

well there sure is better

but that's not that bad

SO tell us what your system is

hey show me your and I'll show you mine

EHEHEHEH

just kiddin

I don't want to see your

 

[bespoke]

I don't get it. You backtested your live results? Why not just post your live results? Or did you keep a track of something else? Or do you mean you backtested what your results would have been since you developed the system?

.07 after slippage and commission is decent enough, but i dont like the std. but i suppose that depends on your system