I did backtest my formula

Y

yinyang

I wonder how good it is
S&P/Nasdaq/Gold/Euro futures combined
RPS is name of my formula
upload_2021-7-27_4-18-34.jpeg
 
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Q.E.D. said:
Pure fantasy: Absolutely impossible to have any system with just 2% drawdown, or even 7%. Just a case of data-fitting. Trade it real-time for just a few months, and that will be made clear.
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Thanks for comment. You're saying it is as good as fantasy? All I have to is forwardtest it with real money.
 
yinyang said:
Thanks for comment. You're saying it is as good as fantasy? All I have to is forwardtest it with real money.
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Chance almost zero it will be profitable after 3-6 month real trading. Do you have much trading experience? The real trading world does not work that way: virtually no trader, in recorded history, has experienced only a 3% drawdown over any reasonable amount of time with decent sample of trades.
 
Q.E.D. said:
Chance almost zero it will be profitable after 3-6 month real trading. Do you have much trading experience? The real trading world does not work that way: virtually no trader, in recorded history, has experienced only a 3% drawdown over any reasonable amount of time with decent sample of trades.
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You can size your trades ridiculously small and have a 3% max DD. So it's not possible but returns will be irrelevant as well.
 
d08 said:
You can size your trades ridiculously small and have a 3% max DD. So it's not possible but returns will be irrelevant as well.
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One could have an acct for 10 years, without trading, and thus zero DD. But doubt that record would assist in raising money to manage.
 
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