how to judge a system no longer profitable?

robin, as i have said several times before, the system whose snapshot are posted here should have been thouroughly tested, before being traded in realtime. there is some sign of overoptimization there. you may deny , as there are several hundreds samples there, but that's not enough. I have experienced this before and learned it in a harder way. To be able to survive long, cautiousness is always our best friend.
 
Your results also have the characteristics of a strategy that has been over optimized. of course it is hard to tell by just looking at an equity curve.

it is another system

I have done the Monte Carlo test

here is snap shot of the result
 

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Hey Monte carlo test is not enough, bcz it cannot reveal the potential problem of your strategy if the imputted sample is not representative

Quote from robinxing:

Your results also have the characteristics of a strategy that has been over optimized. of course it is hard to tell by just looking at an equity curve.

it is another system

I have done the Monte Carlo test

here is snap shot of the result
More...
 
Quote from joesan:

Hey Monte carlo test is not enough, bcz it cannot reveal the potential problem of your strategy if the imputted sample is not representative
More...
Yes, but it APPEARS that he has a large number of trades involved here. Not sure though.
 
How about

no system at all??

just good old price action using S/R

I tell you no matter what the market do, will never fail you.

No offense indtended as I sound somehow contrarian

just something to think about
 
Sure, but it is intraday system. 6 month can yield hundreds of trades, 6 month result, IMO, is not long enough to be significant even for intraday systems. 6 month of 2001 and 6 month of 2007 are surely different.

And Monte Carlo simulation, by definition, can yield countless combinations even for a smaller sample


Quote from syswizard:

Yes, but it APPEARS that he has a large number of trades involved here. Not sure though.
More...
 
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