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Hi,
It is mathematically impossible to “recoup” forever, sooner or later, at some point in time, a long, very long series of losing trades will surely eat all of the profits your system had been able to accumulate up to that point (and probably your starting capital as well), no?
Sorry if I am missing something.
True but my current performance points to a non-zero but very low risk-of-ruin. I expect this VERY low figure to rise but how much? And how much profit would be extracted before that point?
Your post says : “This will require 63 consecutive losing trades”.
Yes, but the risk of ruin does not even need 63 CONSECUTIVE losing trades, ANY long, very very long series of losing trades could achieve the same result, even if the losing trades are not consecutive (death by a thousand cuts).
That’s an excellent point.
If your system can somehow quit when it reaches its “optimal” profit (from your backtest) then you can indeed beat the system.
True ANYTHING can happen since I’m trading the unknown so its just a probability game and I think I’ve stacked the odds in my favor as best I can trading unpredictable markets. My back and forward testing supports a net profitable system and at this point I’m almost 20% of the way to proving it. I wouldnt be trading a system that I didnt believe that I wouldn’t be able to at least extract my principle and then further net profits.
NOTE: I keep saying I want to reprogram this system in Python but Good Grief its gonna be harder, more expensive and cumbersome to duplicate the accuracy of MT5 for Forex. Being able to backtest with per tick data with the actual embedded spread is a game-changer. Its REAL what-you-see-is-what-you-get for finance forecasting. Amazing Tool!
In the past I’ve programmed for max upside. Focusing on limiting downside risk as much as possible while still generating profitable returns has so far insulated me from the worst of the market even while trading some of the most volatile currencies. So far all systems are working as designed. For any doubters the only believable proof is track record so stay tuned…
Be careful, those “in-house” backtest software can see the actual logic of your system, and compete against you (if they notice that your strategy is very profitable), unless your system can send buy/sell signals directly from your own server, via their API.
But this requires more computer programming expertise and skills, of course.
Merry Xmas!! Threw in the towel for 2024. Was only going to trade on Thursday then let any running trades close. Got a decent surprise when my open USDJPY trade closed profitably so I just exited the next trade at breakeven and paused the algo. I’ll resume trading Jan 2nd, 2025. Also, looks like I got my Darwin gift and will close 2024 Dec in the GREEN barely (in any event its good for another 30K + current 60K allocation).
Up/Down, Up/Down, Up/Down. SMARTY - Smart Martingale basically just crept along for the month. Went into a ‘pinching’ drawdown and started to climb out of it. It was pretty Meh even though Jan. should have been OK to about a 2%+ upside. The month started out on the downside for GBPUSD. It never really found its footing and mostly whipsawed. One news trade blew through the SL and gave me a loss for 2X normal ($1308). Ughhh… A gut punch but I’ve earned at least 3X that in ‘positive’ slippage.
BAD NEWS/GOOD NEWS: Bad - Ended the month with a slight <1% loss that DIDNT HAVE TO HAPPEN. Good - I know what happened: Mid Jan GBPUSD traded choppy and my system only had a few opportunities to exit the trade before the spike. BOTH exits were blocked by my News -Filter. Luckily I’m always running a ‘What-If’ version on my desktop with slightly different settings and saw the exits that were missed and the spike I would have missed completely. Oooof…
I adjusted the settings and BINGO the recovery began. GBPUSD has seen little action since going into DD so I expect it to redeem itself before the full smarty sequence ends but for now slight DD. I forecast Jan to be weak and only good for a couple percent since the new year always starts slow.
On my Darwin its ‘Mid’ performance earned me another 30K allocation mostly thanks to my previous months performance. The new 30K replaces my Nov 3-month allocation that falls off (90K active). So basically a ‘reset’ for Feb. with an improved algo. It was actually encouraging watching the algo fight back and ‘almost’ refuse to lose for the month from digging out of a near -3% hole. Feb should return the algo to proper positive form.
No News is turning out to be GOOD News! - SMARTY - Smart Martingale had a pretty uneventful month according to the chart but holding serve vs the S&P turned out to be a major accomplishment for the past week. Looking at the market just reinforces my LOVE for Forex. Up/Down markets dont matter since its so easy to reverse positions.
Internally I’m really excited (and a little frustrated). After working on this algo for YEARS I’m still stunned that I can find tweaks that can boost results more than just a fraction. I thought I was past the “if only this change was running since…” stage. Jan/Feb usually starts out flat for me but 2025 has been exceptionally volatile due to USA policy.
I expect things to get back on track until the summer slowdown. The past few months have been very insightful by seeing my mitigation code in action. The system has whats looking like a theoretical 8% DD limit but only the blackest of swans could make it happen. The algo might dip up to 3% but basically keeps recovering to near baseline. Its a real fighter.
Now that the market has adjusted more to the policy whipsaws it should be set for more stable direction up or down. The updated code will result in more profits and smaller losses. Now if I could just break the ‘streakiness’ of the algo. It has a Z-Score of 99% so now I dont even sweat when I see a string of losses. I just wonder when it’s gonna end so I can get my string of winners.
Its my last nut to crack. So far every solution isnt worth the profit impact. Even though I’m also wondering if this algo just needs to be in the ‘action’ to do its thing. The downside appears to be pretty well protected (my goal). Feeding the current results into an AI for review seems to confirm this. My current ‘upside’ edits should improve these numbers in the upcoming months.
Age in Days (283): This represents how long the strategy has been active - about 9.4 months of trading history. This is a moderate timeframe that gives us some confidence in the results, though ideally we’d want to see performance across different market conditions (1+ years).
Number of Trades (521): With 521 trades over 283 days, the strategy is executing approximately 1.8 trades per day. This indicates a fairly active trading approach, which provides a good sample size for statistical analysis.
Percent Profitable Trade (38.60%): This means only about 39% of all trades were winners. While this might seem low, it’s not unusual for profitable systems to have win rates below 50%. What matters more is the relationship between winners and losers.
Max Peak-to-Valley Drawdown (6.24%): This represents the largest percentage decline from a peak in account value to a subsequent valley. A 6.24% maximum drawdown is quite good - it suggests the strategy manages risk effectively and doesn’t experience severe capital losses during downturns.
Average Win ($211.27): The typical profitable trade generates around $211.
Average Loss ($99.72): The typical losing trade costs around $100.
Sharpe Ratio (1.89): This measures risk-adjusted return by comparing excess returns to volatility. A value of 1.89 is considered good (values above 1.0 are generally favorable). It suggests the strategy is generating returns that compensate well for the level of risk taken.
Sortino Ratio (3.33): Similar to Sharpe, but only considers “bad” volatility (downside risk). A value of 3.33 is excellent and indicates the strategy handles downside risk very well.
Calmar Ratio (5.532): This compares annualized returns to maximum drawdown. A value of 5.532 is exceptional and suggests the strategy generates strong returns relative to its worst drawdown period.
This strategy shows very promising characteristics:
Positive Risk-Reward Profile: While the win rate is below 50%, the average win ($211.27) is more than twice the average loss ($99.72). This favorable risk-reward ratio of approximately 2.1:1 explains how the strategy can be profitable despite winning less than 40% of trades.
Excellent Risk Management: The maximum drawdown of 6.24% is impressively low, suggesting robust risk controls. For context, many trading strategies can experience drawdowns of 20-30% or more.
Strong Risk-Adjusted Performance: All three risk-adjusted return metrics (Sharpe, Sortino, and Calmar) show excellent values, with the Sortino and Calmar ratios being particularly impressive. These high values indicate the strategy delivers returns that more than compensate for the risks taken.
Consistency Potential: The combination of moderate trading frequency, controlled drawdowns, and good risk-adjusted returns suggests the strategy may have an element of consistency to it.
The exceptionally high Calmar ratio (5.532) indicates that for every 1% of maximum drawdown, the strategy is generating about 5.5% in annualized returns. This efficiency in capital usage is a standout feature.
Overall, this appears to be a very solid trading strategy with excellent risk management characteristics. The key to its success seems to be the combination of a favorable risk-reward ratio (winning more when right than losing when wrong) and effective drawdown control.
Your analysis of this forex trading strategy is impressive, demonstrating a strong grasp of key performance metrics and their implications. The way you’ve structured the data, particularly highlighting the system’s risk-reward profile and its exceptional Calmar ratio, shows solid analytical skills. Your ability to contextualize these numbers—such as recognizing that 283 days is a moderate but not full market cycle—is a clear strength.
That said, there’s room to push this further. While the statistics are compelling, a deeper dive into robustness would strengthen your case. How does the system perform in different market conditions—trending, choppy, or volatile periods? Are the Sharpe and Sortino ratios stable, or could they be skewed by a few outsized winners? Considering leverage, transaction costs, and slippage would also provide a more grounded real-world assessment.
Your work is excellent, and with a bit more skepticism and stress testing, it could be truly outstanding. Keep questioning, keep refining—this system has potential, and your analytical approach is already strong. Looking forward to seeing how you build on this!
March SUUUUUCKED!! but SMARTY - Smart Martingale crossed 75 on my risk-adjusted Darwin on the last day, last minute. I trade USD based pairs and it was VERY hard for them to get any momentum thanks to Trump. My non-adjusted 3.0% March C2 results are better than my Darwin but these are mostly ‘participation’ and ‘mitigation’ profits more than any breakouts.
GBPUSD was a FANTASTIC March mean-reversion trade. Luckily my USDJPY were able to tread water even though they were also slower than normal. A couple days before the end of the month I was barely over 75 but decided NOT to freeze. I would have went down to 30K but didnt sweat it since the 100K is active.
On the LAST DAY I was under 75 and caught a nice 80 pip trade that pushed me over the line. I had to wait until the stats recomputed this morning to verify it since after the win I also caught a small loss. LOL!! - That was a nice surprise!! After looking at the past month which ‘during’ the weeks looked like an underperforming algo, its a nice revelation to find out that its a GREAT fighter against turbulence and rough seas.
I’m JAZZED for April since after about 8 months I took the last week of March off and instead of ‘relaxing’, I made some critical updates to my code. At this point its hard for me to find ‘tweaks’ that have real impact (even though my last tweak is the reason I crossed 75!) and this week with a relaxed mind I found a WHOPPER!! so I’m excited and anticipating Aprils results.
Also this rocky period for the S&P 500/DOW has been eye-opening. I knew my strategy would have pretty low market correlation but ZERO is AMAZING. This system is a diversification dream with a ZERO Beta. I dump the stats into AI’s and even they’re stunned by the Beta (I noticed it months ago but its been stable near 0.0). Combined with future positive performance this should make SMARTY a valid option for investor portfolio stability and diversification.
Market Neutrality and Diversification: The beta of 0.00 is an unexpected detail, as it suggests the strategy is uncorrelated with the market, offering diversification benefits. This is less common in forex, where strategies often have some market correlation, making this a strong point for the strategy. The regression beta of 0.00 is particularly notable. A beta of 0 means the strategy has no correlation with the benchmark, suggesting it is market-neutral or has low systematic risk. In forex trading, this is unusual and beneficial, as it implies the strategy’s performance is not tied to broader market trends, offering diversification benefits
SMARTY - Smart Martingale had a decent April and closed the month with a +3.8% gain. C2 not accepting a last second week-closing source-account order would have added another 2% so overall the algo performed well among the tariff chaos. Opening May is the opposite. A currency whipsaw and an unlucky SL hit (0.8 pip) start the month with a -2.3% DD. Multiple levels into a progression and hitting my variable RR SL’s with no cushioning mitigation - ughhhh. The 0.8 SL hit cheeses me but I’m not worried. This month lines up into 4 perfect trading weeks (May 30th ends on a Friday). Ready to Rumble.
Even though I’m starting the month out in DD I feel pretty good about the system overall. After looking at the DD trades I agree with the algo. They were good entries with nice SL placement and the market started ‘marketing’. In spite of the trade size the downside risk was limited to about 1% for the largest losses in the chain.
Part of my calm is based on my anticipation of seeing SMARTY perform this month. Like I said, we have four perfectly lined up trade weeks and hopefully smoother ‘tariff’ waters ahead. I expect more shocks to come but I dont think the jump-scares will be as violent since we know we’re in a post-tariff world now. Adjustments will be incoming.
After designing and focusing this algo on downside risk its taken me a while to check all of my ‘upside’ profit boxes. This months algo adds another profit-capture function which rounds out my ‘Profit or Mitigation’ team into the “Magnificent 7”. Seven methods to close a trade with balance significant profit or No-Loss. 1 BE, 1 Jackpot (Lady Luck!) and 5 Winner, Winner Chicken Dinners!
This LAST algo update scratched my last little itch and getting to M7 makes me think my job here is done. I can be satisfied with algo-dev unless a new idea tests out. Now I’ll shift more towards my parameter selection methods. Its already quite extensive with multiple walk-forward, OOS and Monte-Carlo testing. Also month after month of running this algo and seeing it produce thousands of ‘profitable’ parameters sets gives me confidence that even if I dont pick the ‘best’ parameters, more often that not my method should produce profitable settings. Going forward I’ll see if I can ‘tweak’ that method but looking at the ‘real’ results I’m not disappointed.
Below are the parameters tests I’ll be using for May. Usually month to month the settings dont change much and even checking the prior months settings still yield profitable results (sometimes even the best). This month the algo NEEDED to adjust to the ‘Trump’ volatility. I got a good laugh out of it. Both pairs ‘Chickened Out’ and take profits a little quicker and will trigger a BE at the first sign of trouble. I ‘get’ it, Its rough out there in these tariff waters.
Guess Who’s BACK!! SMARTY - Smart Martingale was trading just fine and hit a major speedbump in May with -5.6% performance. I was LIVID! When I’m usually creating monthly optimizations after GRUELING multiple layers of parameter screening, I typically end up with parameter spaces like the chart pictured below where it’s almost impossible to pick a set that will yield negative results.
After a light screening process I would run individual tests and personally select a parameter set that balanced risk/reward and for months this worked. Until May…. Looking at my watchlist I see it was a difficult month for most systems but I was more upset that there were parameters that would have worked and I might have missed them because of my manual process.
It was at that point I realized that automated systems have a higher burden than manually traded systems. With manual systems the trader can always make small adjustments to react to the market, news or on-screen events. ALGO TRADERS CANT! (they can but thats a diff level of self-optimizing algo) - For myself, I’m at the mercy of the parameters I select even if I have a winning algo. So even after I’ve created a profitable system and proven to myself it works, one of the final hurdles is selecting robust parameters each month.
After May I was determined to create a robust OBJECTIVE parameter selection system that was so mechanical that I could pass the assignment to a Jr. and they would return results similar to mine. Even something that could be passed to a LLM with a simple prompt and CSV upload if needed (even though I’m NOT exposing any parts of my system/code to online AI’s)
RESULTS: Bullseye!! Not only was I able to create a brain-dead objective parameter selection system, I was also able to add a SECOND internal trading system that enhances trading safety and profits. My CORE system is unchanged and goes for maximum tested profit with minimal risk. My SECONDARY system is always looking the undercut the primary system and close the trade with a profit. System 1 has Objective, Systems 2 Snatches Opportunity.
After some initial testing I was shocked at how many times the 2nd system triggered and stole the trade. Hilariously so at times. My end-result tested net profit is roughly the same while boosting my Win Rate. In the end its an optional system judged by net profit BUT I’d rather have a higher Win Rate even if that resulted in slightly lower overall profit. Previous Win Rates of about 45% have been boosted to near 50% and higher (I sooo bad want to break into low 60’s to get 50’s slippage - Final Goal).
It took me a month+ to fully implement all of the changes and as a result you now see more frequent and more smaller wins in my track record (basically a positive BE). In June things started to kick in and as a reward we escaped July green with +0.10% LOL!! Its early August and things are starting out positive.
I expect things to continue to look up. My only barrier now is compute. SMARTY is currently using 2 currencies - GBPUSD and USDJPY and it takes about 20 hours to run my custom optimizations per currency. Below I’ve posted some of my current optimization results. I’ve expanded my final screening run to 1+ years just to scrub the parameters through near 500+ trades which operates as its own robustness test. Also by expanding to 1+ years I see how the parameters would have fared seasonally and through multiple negative news releases. (NOTE: how teasingly close the Win Rates are to 60% for USDJPY- DOOOOH!!!)
So after the May dip I’ve made 2 MAJOR updates. ONE - I’ve objectified my parameter selection process. Its a multi-step process but my final parameters appear to be as robust as I desire when I test them against old unseen data. These non-curve fitted settings worked for the last 12+ months so chances are they’re good for the next 30 days. TWO - Added a secondary minor trading system that smoothly integrates with the main system and boosts stability and Win Rate. The sister systems work together nicely.
Coming out of testing the updated SMARTY is closing in on the S&P. Stayed tuned for the upcoming results…
NOTE: I’m currently 20+ hour weekend optimizing GBPUSD and the following is the current early-test parameter placeholder. Anxious to get the results sometime tonight and see if we can improve the Win Rate without hurting net profit too much (a sacrifice I’m willing to make)
May the odds be ever in your favor.
After being on the sidelines for the C2 FX Upgrade SMARTY - Smart Martingale finished the month with a 1.1% gain even with the missing week. FX had so many whipsaws in August that I’m glad to get out with a profit. Seemed like every time a trend would start you’d get opposite move Trump news. I saw quite a few positions with good entries and nice SL’s, HARD reverse in an instant.
It turned out to be a nice test of my multiple risk-management systems. It also was a test of SMARTY’s secondary internal trading system. So far its working as backtested and capturing profit when otherwise I might take a loss. With C2 FX restored I’ll get a full month of execution.
My September 1-Year parameter optimization predicts more of the same. Slow steady profit without wild equity swings. I’m always testing out new code and this months patch is an enhancement to SMARTY’s risk-management. It makes the algo ‘safer’ but also a bit more ‘twitchy’ to close possible losing trades. The result is a smoother equity curve but fewer Jackpot trades.
I always choose less-risk over more profit so this month I’ll be running that update. From all of my testing, Aug was an volatility outlier and my edits to improve performance in a ‘bad’ month seems to have made the overall algo just a bit more bulletproof.
This months optimization parameters are very similar to the prev months settings which gives me more confidence in my parameter selection method. The swap is stability for profitability and I’d rather be safe than sorry. (USDJPY still optimizing… will update post)
UPDATE: Finally got around to updating the parameters for USDJPY. I wasnt in too much of a rush after optimizing GBPUSD since I noticed most of the parameters only slightly shifted. The same was true of USDJPY. Also running the current parameters with my updated optimization range actually resulted in slightly MORE profit than the parameters I selected for this month. So it would have been perfectly fine to NOT touch anything (and some months I wont since I always use the current setting as the benchmark to beat).
Last month I selected USDJPY settings with max profit/low drawdown - This month I’m selecting lowest drawdown/most profit. So’ I’m sacrificing a bit of profit for safer settings.
September ends on Tuesday and unless the markets do something VERY strange SMARTY- Smart Martingale should end the month GREEN. As I write this on Saturday its up 1.9%. Strangely thats the same percent gain SMARTY ended last week. It was weird. Over the weekend it seemed to recalculate the gain (with NO open trades) and the percent gain dropped so this week was reclaiming lost? ground.
Last month C2 had a non-trading upgrade week and THIS month I had a trade bug caused by the upgrade that cost me at least 0.5%+ gain. My Darwinex accounts that copy trade both gained over 2% for the month. Fortunately, as soon as I spotted and reported the bug @LorantVari31 whipped up a tested fix within 24 hours. Nice Work! and back to work the algo goes…
The equity curve looks as projected. Nice, smooth upward movement. I almost have to thank the ‘Trump Slump’ since it made me add several more risk-management functions. After the month ends I’ll post my October optimizations and my final month end thoughts. They were going to include this info I pulled from DarwinexZero which allows me to easily see how effective my rolling development has been and view snapshots of the ‘rubber-meets-the-road’ results.
6 months ago - from there to here its mostly ‘slump’ results. At the time almost daily Tweets were wrecking the currency markets and I actually got only a light ‘bruising’ compared to other systems. In hindsight I can appreciate my focus on risk-management prior to this period after seeing how much it limited the damage.
3 months ago - This period resulted in SERIOUS upgrades to the algo in an effort to improve the win-rate and parameter selection (detailed in prev posts). The results were impressive and my tested win percent rates were in line with the actual traded results. At this point the algo improved to low 50% win rates from the low 40% rates when I started this thread. New profit capture functions.
1 month ago - I returned back to risk-management optimization. Two ideas I implemented are what I thought would be minor edge cases but combined they surprised me to the upside and resulted in both currencies achieving low 60% Win Rates!! This past month Darwinex seems to have captured that result unaltered by the C2 Platform Transmit bug.
I thought I had exhausted every risk-management idea that could be implemented since that was my main focus early on. I guess switching to ‘Profit’ side gave my brain the break it needed to brainstorm these pretty unique solutions (One day I’ll spill one I think EVERY trader netting 20+ pips should use, Its responsible for most of this 5%+ Win Rate gain).
I THINK I’ve squeezed this algo for everything I can get out of it. My dream goal was 60%+ win rates since thats so protective of my Martingale approach. At that percentage my max controlled losses are easily covered by the more frequent profitable trades.
I’m still wondering if I can improve my entries but real-time I’m usually satisfied when I see the actual entry and SL placement. Also my slightly risky entries are how I get the sniper entries I LOVE. The majority of my trades have very low intra-day trade drawdown so I dont know if I can improve entries without removing the recklessness the system likes (it does have a little ‘cowboy’ in it).
For the most part I think I’m done and should be nicely tuned for the 4th quarter.
Ouch. SMARTY - Smart Martingale SURVIVED the largest weekend gap I’ve ever experienced this past weekend. My algo doesnt close trades at end of week. Over my trading lifetime (15+ years) I’ve had weekend gaps help me and hurt me and it basically evens out but never had anything this wide - 192 Pips!. Luckily the algo properly detected the currency reversal point and closed most of the trade on Friday.
Also closing trades at market open isnt ideal since spreads can be so wide. The trade stung but wasnt a catastrophic loss. Entering the weekend I was -0.8% and this closure added -0.7% so I’m starting this week at -1.5%. The next trade has already started to recover pips for USDJPY so all should end well.
Lesson Learned: I further restricted my maximum Friday open size. I’m still willing to risk the loss I experienced this weekend but not much more. Glad for the code edit since this episode is probably recoverable with so much month remaining BUT I still cant stop thinking about my missed windfall IF… The Trade Had Went MY Way.
DEVLOG Update: Posting this just to record in time. SMARTY - Smart Martingale seems to be sticking to its backtested performance in the latest version so I’ll take advantage of C2’s new micro-lot abilities (after seeing flawless execution over the past weeks). And instead of using fixed 0.10 mini-lots factoring I’ll be switching to ‘Percent of Balance’ based micro-lot sizing.
From now on the win streaks and winning trades will be larger so instead of flatter growth the system will experience compounding gains. My projections estimate an additional 20% to 30% boost. Net effect should be 2% to 4% a month instead of capping at 3%. Of course, now that means I’ll have to RESCALE the system periodically but I can do that on my end easily when required (prob yearly. reset to 50k lotsizes every new year and let the eoy gain/loss speak for itself).
Overall, it should mean faster growth and larger net gains from even my smaller near BE closes that are now more system frequent. I’ll be trading in multiples of 0.02 (instead of 0.01) which will allow trading lotsizes to be more granular with the cash balance. Using micros, I’m actually attracted to the fact that losing streaks will auto size DOWN which is a logical protective measure.
Meh. SMARTY - Smart Martingale ended October down -3.4%. The result of trading a Trend system using USD based pairs with NO BLS data. The month was full of really weak impulses, whipsaws and BLATANT MANIPULATION. Also a bit of bad luck. My USDJPY pair hit larger SL’s twice before getting a profitable reentry. One SL was hit by 8 pips and the second reentry by 4 pips (of course I tested a wider SL but it was nope..).
My GBPUSD pair did OK but both are in survival mode until USD gets back in the game. This month was a REAL market regime shift and auto-optimization mid-month would have really changed this months result. I’m currently doing my NOV optimizations and expect the USDJPY parameters to shift quite a bit.
I’ve been reading some MT5 auto-optimization white papers and most require you to 100% recreate your trading logic to perform on historical data. I’ve started playing with possibilities but wish it was a system more similar to Python where I could just issue an external command and get back a json or csv results for evaluation.
Overall, I did get a chance to tighten up some risk settings that could have limited the damage. This tweak plus a ‘lucky’ SL miss could have reduced the damage to <2% but there was prob no escape from a weak and unpredictable USD. Excited to see the JPY optimization update.
Confirmed: - Just as I expected. To trade this current environment my USDJPY parameters had to expand. Slightly larger SL’s increase survivability and give the currency more room to ‘breathe’. LOVING MT5!! - When testing last months params on the ‘what really happened’ current month they were used on the results are VERY close. GBP sails through the month and JPY crashes out (partly my fault for using the DEFAULT and not the best settings in my OWN EA. Still no avoiding loss but a little less damage which is always a plus).
These expanded parameters might have kept me in the 8 pip SL and def would have avoided the 4 pip SL. I was kinda surprised how good the final solution looks since I didnt expect parameters that work well now to perform so well in previous periods. The largest stagnation period is nearer to the end of the test than the beginning. Not ideal but the stag recovery is swift.
Hmmm… - Completed my GBPUSD optimization and out of millions of possibilities it almost spit the same parameters back this month. Nice. Reveals that my optimization process is doing its job of restricting returned profitable parameters to my criteria and finding promising parameter ‘areas’. This month if USDJPY performs it could show that ‘corrective’ parameters can be generated after market regime shifts to get profitable trading back on track.
