Thread: ES trading system. Wanna change

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  1. #1
    Alexacex
    Guest

    Default ES trading system. Wanna change

    I have one trading system for ES futures. I think it can work on YM, NQ, TF also.
    This is equity

    Here is backtest from 1/2007 to 12/2013
    60% profitable trades, PF=2, 88$ average trade, long-only.
    no indicators. one optimized value.
  2. #2
    Alexeypex
    Guest

    Default

    Why long only?

    Is it unprofitable when the market goes down?
  3. #3

    Default

    Why not? I think this pattern hasn`t long-short simmetry.

    As you can see om equity - there are some drawdowns at downtrend periods like 2008. And no critical drawdowns in 2011.
    When market goes down - it is neutral.
  4. #4

    Default


    2007-2013
    for change or sell (change is better)
  5. #5
    AllanGon
    Guest

    Default

    How does it perform from 1999 to 2006? This looks like a winner.

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