Doing some data crunching on extended weekend
The PnL distribution of my system looks like as follows (back testing fro Jan 2010 to till date):
The sample set of 2100+ trades since Jan 2010. 33 trades have given loss more than 1.5 percent, whereas 237 trades have given 1.5+ percent profit. 853 trades were profitable (40.5%) out of 2100.
CAR of 42.12%, MDD of -7.4% , CAR/MDD = 5.7 , sharpe ratio of 2.67
Best params have changed on reoptimization but i would like to go ahead with same params for time being.