Antwerp
Posts: 455 since Jun 2016
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The system is struggling a bit recent times.
January was the worst month since the start (september 2016), -7.28%.
However February is off to a very good start, almost recovered from the loss in just 3 days!
Performance since start: 82.11% return, 14.69% highest DD, 59.7% win rate.
In the mean time i have been working on a second system, also trading ZB (and will also work on ZN).
So far i have done manual backtests for the past 5 months on ZB.
It can work in 2 ways, so i will post results for both.
A. 46.2% win rate, avg win 900$, avg loss 385$. Total profits 5400$ (all trades 1 contract).
B. 59.3% win rate, 1:1 risk reward. Total profits 5000$ profit (all trades 1 contract).
The system only took 27 trades during these 5 months so it is too early to make any conclusions about the performance on the longer run.
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