What is your annual return percentage for your strategy

[mutualguru]

I am starting this poll to find out annual return percentage obtained by different traders for their own strategy. The ultimate aim of this poll is to find a realistic annual return and try to improve my own strategy towards it. I have carried out back testing (10 year data) in amibroker and my strategy gave an annual return percentage of 10-15 percentage. What about your strategty?

 

[TradeJoker]

Where is negative figure to vote

 

[mutualguru]

Where is negative figure to vote

I assume that was a joke :lol: else majority of my strategies returned negative only

 

[headstrong007]

I am starting this poll to find out annual return percentage obtained by different traders for their own strategy. The ultimate aim of this poll is to find a realistic annual return and try to improve my own strategy towards it. I have carried out back testing (10 year data) in amibroker and my strategy gave an annual return percentage of 10-15 percentage. What about your strategty?

Did you consider all types of tax & brokerages and slippages based on real execution time?

U have to keep some profit percentage for losses from disconnection, terminal freezing, order execution problem etc etc...

Real life returns are completely different than back testing.

Overall 10-15% return per year is too small to survive for longer term....

 

[Blackhole]

one of my strategy gave wooping 200% returns in backingtest(checked for every possible error), walkthru,incubation,paper testing...everything was fantastic......



Please do not ask me in realtime....... crying

 

[Blackhole]

uuieee ma...yahaaaa toh log 400-500 percent kama rahe hai......kaun hai woh jhoota?:lol:

 

[TraderRavi]

uuieee ma...yahaaaa toh log 400-500 percent kama rahe hai......kaun hai woh jhoota?:lol:

aree bhai question is about return of your strategy , what you do in reality , that is another question

 

[headstrong007]

I think vote is for amibroker back testing results only. Excluding all other cost mentioned above as amibroker etc can't calculate this..

One of my intraday strategy on 3 min time frames gives returns around 300% but it is very difficult to implement in real life. U need lots of effort to implement such short time frame strategy.. Real life trading is always difficult and stressful job.

 

[mutualguru]

I think vote is for amibroker back testing results only. Excluding all other cost mentioned above as amibroker etc can't calculate this..

One of my intraday strategy on 3 min time frames gives returns around 300% but it is very difficult to implement in real life. U need lots of effort to implement such short time frame strategy.. Real life trading is always difficult and stressful job.

I started this poll for finding annual return percentage for any strategies in general (methods doesn’t matter). I have carried out my calculations in amibroker with brokerage of 0.01%. others can use amibroker, other backtesting sofwares or even real annual return percentage. The only condition is your strategy should be "realistic" means i got a afl code which gives 1000% in ten years but that codes logic cant be applied in a real trading scenario.

 

[sahen]

I started this poll for finding annual return percentage for any strategies in general (methods doesn’t matter). I have carried out my calculations in amibroker with brokerage of 0.01%. others can use amibroker, other backtesting sofwares or even real annual return percentage. The only condition is your strategy should be "realistic" means i got a afl code which gives 1000% in ten years but that codes logic cant be applied in a real trading scenario.

I have tested many strategies in Amibroker with following conditions to ensure only 1 shares trading at all time. No add-on.

PositionSize = MarginDeposit = 1;
SetOption("FuturesMode", True);

Brokerage selected as 0.025% on Future lot on one side. (So total 0.05%)

With these parameters, the results range is as below.

Winning trades: 45% +/- 3%
Annual return : 30% average