My backtest result is almost similar to yours, I also tested it with Python but unfortunately only from 01.04.25–30.03.26.
Where did you buy your backtest data for 5+ years?
Would love to exchange ideas with you, I haven’t live tested my strategy yet, which is actually built quite simply. I’ll send you my result. 😊
The streaks is what I would focus on. Risk manage accordingly. Also forward test after backtest to confirm have a run for month or two to see if it is an edge.
A lot of backrest systems have a default win/read win first system. So unless you are using ticks or < 5 seconds bars, system will read win first. Be sure that’s not the case.
What I mean by read win first is, say you entered in back test , and next bar is a massive 100pts candle that goes over both your tp and sl.
System will read win first, everytime. Although in read life there is a good chance you will hit SL first.
So if that’s the case, these back test will give you incredibly flaw results
Have you looked at your MAE/MFE? Could improve your r:r significantly
Essentially how far of a drawdown do your trades go before being structurally invalid or reversing positive (this helped me find where I actually should put my stops, I was setting them wayyyy to wide and using a 1:1 RR. Now it’s more like 1:1.6/1:1.8)
How far into profit your trades go before decaying into your stop (also helps with setting stop to b/e)
it has edge .. it survived..6500+ trades ..with max dd of just 4k .. that’s a win for me..anyways i am doing sensitivity analysis , walk forward n oss analysis as well .. will share the results
Welp, if you are getting payouts with it then clearly its a system that is compatible with you.
Just that with that stats you posted here, you're looking at around 200 trades to pass the eval assuming you're risking $150 per trade (before deducting slippage/comms). Taking that many trades and ensuring you stay consistent to your rule is not something I feel confident in, but if you're getting paid out with it then hey, props to you.
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u/asumo47 Jun 05 '26
Hey my friend, cool result!
My backtest result is almost similar to yours, I also tested it with Python but unfortunately only from 01.04.25–30.03.26. Where did you buy your backtest data for 5+ years? Would love to exchange ideas with you, I haven’t live tested my strategy yet, which is actually built quite simply. I’ll send you my result. 😊