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Thread: Is this strategy Worth trading?

  1. Default Is this strategy Worth trading?

    I have developed this strategy for eur/usd, and backtested it using amibroker. I got the following results Which I have attached along with this thread. But the ulcer index is too high , maybe it is because of 1:20 times levelrage which i m taking in the strategy. I wanted the valueable feedback from this forum. It will be of great help if u give me ur insights as to wether I shud trade using this strategy or not.

    Highlights of the strategy

    Initial capital 25000.00
    Ending capital 41993.61
    Net Profit 16993.61
    Net Profit 67.97
    Ulcer index 8.38
    CAR/MaxDD 2.29
    Profit factor 1.10
    Standard error 2379
    No of trades 2150

    The rest of the statistics are in the word document. TIme frame I have chosen is 5mins, On higher time frames, the results r better but the anual ROI is less. Kindly advice.

  2. Default

    I have used one years data to test this Strategy from 10/10/2011 to 10/10/2012. As the time frame is 5 mins... is this much data enough to validate the backtesting? Also I have attached the chart of the Equity curve which looks a bit funny. The Equity curve which I have posted here is with a constant lot size of 125000. ... kindly advice

  3. Default

    Max Drawdown is more than 40?

  4. Default

    You have inaccuracies in your testing

  5. Default

    I dont ever believe backtesting anyway .......sure for a little sanity testing maybe

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