Saturday 22 October 2016

Results of Backtesting from 2012 - 2016

Here are my backtesting results from 2012 to 2016 (yellow items are below profit target):


My next step is to go back over the transactions that had a loss or did not achieve full profit target (+$2500) and review / re-trade those positions (highlighted in yellow).

Here is my PnL graph showing my monthly PnL in blue and my Cumulative PnL in orange.


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