I have created a trading system and I wanted to know from the other algo traders on the community what they think of the results and what are the odds of it holding true in a real trading environment.
For the trades I have assumed that they are executed on the open of the next candle and stop losses are hit intraday and commissions and slippages all inclusive are assumed at 0.035% per trade.
The attached results are on bank nifty for nifty I get a CAGR of 18% (for the same period) and a max drawdown of 11.5%.
Would really appreciate if some people could share their inputs on the motecarlo simulation and their defination of a robust system
For the trades I have assumed that they are executed on the open of the next candle and stop losses are hit intraday and commissions and slippages all inclusive are assumed at 0.035% per trade.
The attached results are on bank nifty for nifty I get a CAGR of 18% (for the same period) and a max drawdown of 11.5%.
Would really appreciate if some people could share their inputs on the motecarlo simulation and their defination of a robust system
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