Being very new at this i created a couple of mean reversion strategies, 1 that takes profit pretty quick, and another that tries to let the winners run and follow them as far as possible.
I created the systems with the standard 100K backtest (data from april 2016 -> November 2017) And they seemed amazing, i then put them on demo and they seemed to perform well so i started trading them live. Made a couple of hundred $ and so far the backtest seems to match with the live performance (been live about 3 weeks~)
Then i got the Premium account and i let these bad boys go through the 200K backtest… and the results where not what i was hoping for.
it turns out they both are more or less profitable from january 2016 and still making decent profits. I’ve stopped the systems for the moment, im not sure what if the 200K backtest results are so bad that the systems definitly should not be traded, or if its OK to trade them as long as they make profit? How do i define when they stop working tho…
I’ve added a photo of the 2 systems with 100K backtest and 200K so you can see for yourself.
The detailed reports are from 100K test. You can all see that the 200K detailed report would not look as pretty! 😀
Any reply is a good reply 🙂
I have done this before running them live:
Walk forward
Monte Carlo (5000 tests, every EQ line very profitable and looking sexy, obviously not that much data to run test with only 100K backtest but..)
Monkey test (remove exit-strategy and say “exit after random amount of bars to check if entry is good or not)
Every test looked very good until i got the 200K bars data 😀
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