Day Trading...Brokerage, Taxes ate me live

[GENIETRADE]

If you check the P&L report in first post, you will know it is a period of 4 years but not 1 year as you thought.

 

[TracerBullet]

If you check the P&L report in first post, you will know it is a period of 4 years but not 1 year as you thought.

Then this system maybe does not have an edge and is not tradeable. It could need minor surgery or its dead, you will have to do the research.

In backtest, better to add all costs too and double it to account for slippage and other errors. Then at the very least you want the system to make 1x this cost or something like that.
Among others, two important ratios to look at is netReturns/maxDrawdown and netReturns/(expense+slippage).
1st gives returns relative to risk and 2nd gives some indication of how much margin you have per trade - expect future to be worse - so system with small margin can degrade quickly.

Good luck ...