I tested over 1000+ system, some is loss and some is profit, and I will select the profitable system to you. And the selected system, I monitored over 6 months to 2 years. Some system is very nice in the backtest, but in live, it will be horrible.
You may think that the actual profit is very low, but the contract size is only 4.X and the MDD is only $21 and less transactions with high probability. Details see the following information.
The product has trial version with 1 week.
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General information
Product name: Real Acc_EURUSD_Intraday_15M
Instruments: EURUSD mini
Duration: Intraday trade
Strategy type: reaction on oversold and overbought
Timeframe: 15 Min, UTC+2 Berlin
Reinvestment function: The algo included reinvestment option, you can select fixed contract size or reinvestment factor
Stop loss: 0.5%
Target profit: 0.5%
Spread: 0.6
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Actual result (you can also refer to the photo)
Live account period: 1 Apr 2022 to 7 Jul 2022
Trade: 19
Net profit: $393
Total gains: $505
Total loss: $111
Max runup: $106
Max drawdown: $21
Winning ratio: 75%
Contract size: 4.X contract
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Backtest result (no reinvestment) (1 year result only in line with the 1 year license) (for reference only)
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Backtest result vs Actual result (same period and same contract size)
This system, the backtest seems very very nice, but in live, the result has big difference with the backtest. Although the profit is less 65% ($1,124 vs $393), the actual result is not bad, if compare the max drawdown ($214 vs $21) and the total loss ($732 vs $111).
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Backtest result (reinvestment) (1 year result only in line with the 1 year license) (for reference only)
Start from 4 contract
Maximum 1000 contract
Reinvestment factor: 3
Net profit = $114K
If based on the actual result vs backtest result, the variance is 65%, the reinvestment profit is $40K
(Please don’t over optimisate the reinvestment factor, the detail explanation will be included in the code)
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If you have any question, please let me know.
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