Back Testing OF Stretegy

#1
Dear Members ,
I m Rushik shah from Surat.
I Developed One AFL and got a good result in Real Time Frame .
...
I Am Working In Stock Market Form Last 5 Years And Faced Too Much Errors In Market.

In First Year I Was Working On Tips And Finally Got Nothing.
In Second Year I Started To Learn TA . And Around In 2 Years I Learnt All Things.
In 4th Year I started To Give calls And Earn But Not Generate Wealth .

Then I Finally Comes To System Base Trading And You Know What Is Benefits OF Its ?
(1) No Emotion
(2) No Greed And Fear

This Two Things Affect Too Much On Trader .

After Starting This One I Am Getting Very Good Return And Faces Minor Losses..


Rushik A Shah
Technical Analyst
 

Attachments

jahan

Well-Known Member
#2
Hello,
Based on This Incomplete bactesting report i can clearly say that ur risking too much on ur each trade.the average loss is 26.37% .

what about the Sharp ratio?.....how much it is....u didn't tell on which timeframe it is backtested....its looks to me that u tested on daily charts....

backtestig is the starting point of startegy trading its not every thing.... need to consider some other factors also.....u need to simulate the distributions of ur trades and it will help u to find out Max.possible draw-down that may occur.

u aslo didn't tell that whether u added brokerage or not in ur backtesting report.

Regards,
 
Last edited:
#3
hi jahan ,

my DD IS 18000 .
this is FEB TO OCT BACKTESTING RESUTT IN WHICH ON 60000 INVESTMENT U GET 86000 PROFIT (AFTER BROK ) . And In Front Of This 26% Loss IS Nothing..
In Just 9 Month We Get Good Result.
And Risk Is Too Minor Because In Buying Trade OR Selling Trade Stop loss Is Too Low.
Total Return Is Near 6 times Of Drawdown And You Said That I Am Taking Risk.....
 

jahan

Well-Known Member
#5
hi jahan ,

my DD IS 18000 .
this is FEB TO OCT BACKTESTING RESUTT IN WHICH ON 60000 INVESTMENT U GET 86000 PROFIT (AFTER BROK ) . And In Front Of This 26% Loss IS Nothing..
In Just 9 Month We Get Good Result.
And Risk Is Too Minor Because In Buying Trade OR Selling Trade Stop loss Is Too Low.
Total Return Is Near 6 times Of Drawdown And You Said That I Am Taking Risk.....
Hello,

cool man .....u shown ur results here....ok ....and i commented upon that ...if u r ok with that risk....its not at all problem...what we need is comfortability with our trading system u got that no issues......and by the way what is ur sharpe ratio of trades.

i can show u results of 100 times Total return on Max.DD ur talking about 6 times..............what iam telling u is Backtesting results doesn't give u near same results when we go live....backtesting is done only on one distribution..if u simulate ur results with a simulator for various distributions u may get larger drawdown than backtesting. if u know that u can positionsize ur trades by keeping possible Draw-down in Mind.

Regards,

Regards,
 
Last edited:
#6
Yes jahan.
Your are right
and started real time trade form last 3 months and i got this result in practical trade also. And i am satisfied of it.
My sharp ratio is : 2.88
 

jahan

Well-Known Member
#7
Yes jahan.
Your are right
and started real time trade form last 3 months and i got this result in practical trade also. And i am satisfied of it.
My sharp ratio is : 2.88
Hello,

Good........,ur system has Low variability and its comes under...Very good system.try to maintain that sharp ratio don't let it down to below 1.5....i have simulated ur results over 10000 times on simulator and got possible MAXX.DD upto 42% which is happened 2 times.so no need to worry about Drawdown.what u need is how much time it is taking to recover from drawdown as said u got 18000 drawdown which comes to near 30% so u need to prepare for extra 10-12%.

congrats...wish u a Prosperous journey with Strategic Trading...

Regards,
 

SaravananKS

Well-Known Member
#9
hello,

Please consider these as you started with initial capital and the strategy is Optimized or curved fitted??


Since you are trading only 3 months I don't think it will would repeat the same in futures also.....

Another area to show good results is curve fitting be sure that you not curve fitted the system


Another ways to test with some other scripts if still gives good results then it would be good system


:thumb:
 
#10
hi saravananks ,
this is purly tested system... we traded from last 3 months only
but before started to trade We were watched this strategy 6 months.
we tested this in past some years also and came to this point in every kind of market this is working....
First We are watching and result was good After We are Traded And Result And Other some Things remain same As Paper Trades .
Avg Return Is 100% of Investement Amount..
 

Similar threads

Intraday Higher Leverage

Save up to 90% in brokerage and get higher leverage for intraday trades.

Name:Phone:
Email:City:
State:
Are you a day trader?