My point is, as an example, since I posted my EA results...

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    My point is, as an example, since I posted my EA results Monday:

    https://hotcopper.com.au/data/attachments/1417/1417512-e7ce890c52e2e28ee9c60800f03fd317.jpg

    they have gone into a drawdown again:

    https://hotcopper.com.au/data/attachments/1417/1417516-6285cad359226975d90cf0884a4279a8.jpg

    Out of the last 21 trades in the last 2 days, 17 have been losses:

    https://hotcopper.com.au/data/attachments/1417/1417518-760cafde9fe039da4fafa693b9b3e797.jpg

    On the other hand, on that long run up from the lowest point (148 trades) to the high 2 days ago, 92 were winners.

    But the string of losses in the last 2 days doesn't mean the strategy is broken or needs to be changed - all the above statistics remain well within the backtest limits. Losses and drawdowns happen. And winning sequences happen too. Within the context of a strategy, the results of one or even a few trades are not important, what matters is the strategy's long term average and whether it stays within its backtest limits.

    Cheers, Sharks



 
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