created a strategy on ES
The strategy is currently not published
about 5 contracts.
- Your system trades around 320 times a year. That´s more than 1 trade per session so it´s highly (over-)optimized.
- For such a highly optimized system you need out-of-sample data to scrutinze which you don´t have. Your backtest end date is yesterday.
All in all I predict this strategy will nosedive shortly if you apply it live.