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.
The MDD is only $107 per 1 contract; The actual result started from 3 contracts and with reinvestment; Total profit of 3 versions were $1,101.
Actual result from Jan 2022 to Jul 2022. The latest version was modified in May 2022.
The product has trial version with 1 week.
Product name: Real Acc_Swing_SP500_15M
Instruments: US500 (GBP1)
Duration: Over night and over weekend
Strategy type: Swing
Timeframe: 15 Min, UTC+2 Berlin
Reinvestment function: The algo included reinvestment option, you can select fixed contract size or reinvestment factor
Stop loss: 1.5%
Target profit: L1.6 ; S2.8%
With trailing stop function
Actual result (you can also refer to the photo)
Net profit: $1880 (version 6) ; 27/5/2022 – 4/9/2022 <————————— latest result
Total profit: $2,198 ; 21/1/2022-4/9/2022
Live account period: 21 Jan 2022 to 27 Jul 2022 (contained 3 versions)
Net profit: $783 (version 6) ; 27/5/2022 – 26/7/2022
Net profit: $182 (version 5) ;7/4/2022 – 26/5/2022
Net profit: $136 (version 4) ;21/1/2022 – 7/4/2022
Total profit: $1,101
MDD: $102 per 1 contract
Contract size: all are started from 3 contracts and with reinvestment
Backtest result (no reinvestment) (1 year result only in line with the 1 year license) (for reference only)
Backtest result (no reinvestment) (100K result)
Backtest result vs Actual result (same period and same contract size)
The backtest result is similar to the actual result ($789 vs $783), it is very efficiency.
Backtest result (reinvestment) (1 year result only in line with the 1 year license) (for reference only)
Start from 3 contract
Reinvestment factor: 1.7
Net profit = $1.163K
(Please don’t over optimisate the reinvestment factor, the detail explanation will be included in the code)
If you have any question, please let me know.