Trend following equity curve

[phil_galt]

At last, after a lot of work, I have my first automated trading strategy that seems to works.

it's a trend following system. what do you think of the equity curve?
Is that good enough?
Will i be sucessfull?

 

[phil_galt]

capital : 10 000 $ for all the EC

 

[phil_galt]

another one

 

[phil_galt]

next goldman.

 

[phil_galt]

next pbr

 

[phil_galt]

this one is spectacular.

 

[lolatency]

My guess is that you are trading all of these over the same time frame, based on when the jumps occur.

Perhaps try your strategy against a monte-carlo simulation where you're running a random-walk where each sample is drawn with volatility that happens to come from a bounded-random walk.

 

[phil_galt]

and the last one X.

 

[AAA30]

You only trading on the long side?

 

[gkishot]

They all look the same.