Sunday 6 November 2016

Results of Backtesting Yellow trades from 2012 - 2016

Here are my backtesting results of my Yellow trades from 2012 to 2016 :

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


After going through my previous trades and re-trading them I was able to derive a greater win/loss ratio and PnL, here are some stats:


        Trading Statistics
Number of trades 34
Number of wins 31
Number of losses 3
Win / Loss Ratio 91.2%

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