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