Is this good, bad or mediocre backtested performance?

[DT-waw]

Looks good imho. I have something similar, also swing/portfolio trading (not the 99% but your screenshot).
What's the ratio between your worst drawdown/yearly r?
(I see nxot all your results are conditionally formatted)

Simple average of Annual returns between 2007 and 2022 was 19.7% without dividends or trading costs. Worst DD on a monthly basis about 10%. There is no any leverage employed.

If i will apply it to 30 stocks/ETFs or more, i expect worst DD to drop to around 5-6%. I will continue to test it on more symbols and see what it will produce.

 

[Zwaen]

Simple average of Annual returns between 2007 and 2022 was 19.7% without dividends or trading costs. Worst DD on a monthly basis about 10%. There is no any leverage employed.

If i will apply it to 30 stocks/ETFs or more, i expect worst DD to drop to around 5-6%. I will continue to test it on more symbols and see what it will produce.

Yes but be careful, assets correlation changes in crashes

 

[Concinnity]

Going to admit I did not read this thread as thoroughly as probably required to give a full response. However, with that said whenever back testing I fully expect the live forward testing to have a 10% lower win rate and also 1.5-3 points off of entry and exit(NQ).

Seems really harsh, but most people are extremely generous when back testing and than they move to live with an abundance of false confidence, just to get smacked in the face.