# of Trades: 376
# of Months tested: 11
Cum. Profit: 69%
Percent Profitable: 57.18%
Sharpe Ratio: 1.85
Ratio W/L: 2.11
Commission: True
Slippage: None
Max Drawdown: -1.31%
I have been optimizing this strategy since starting systems trading in August of this year. I have to laugh when I compare my original trading strategy to this one. I am not sure what I enjoy more writing code to increase the numbers above or actually trading. Live trading results have been similar to the numbers above - so far so good.
Since I am new to systems trading I am curious to see the honest backtest results of the other members as well as their comments of course.
Looking forward to your replies.
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