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Speedytradingservers is great, but it will not save you from slippage.
When your order goes to the market, for a buy you pay the higher ask price. BUT, your strategy might think you have been filled at the bid price. That is what I am calling slippage - the difference between the real money fill price and the strategy fill price.
Sometimes you'll get real money filled at ask, and the strategy will think you paid the ask, so that would be $0 slippage.
Sometimes you'll get real money filled at ask, and the strategy will think you paid the bid, so that would be $12.5 slippage.
Sometimes slippage can be even greater than that (in a fast market).
And, since you are using market orders on both entry and exit, you could easily be hit on both sides.
So, the net impact of slippage on your particular strategy ($30 average profit per trade before slippage) is HUGE.
Test your strategy with live simulation mode for 1 month, then export all trades and compare them to your backtest data for the same period of time. There will be differences in entries and exits between live and backtest — analyze them and make adjustments. Consider limit orders for regular entries/exits to eliminate slippage, if it fits your strategy.
Also... add your trade costs; mine are around $2.75. That makes a difference to a backtest that trades 1,000 times or more, though much less than the essential slippage of course.
Also... buy and read Kevin Davey's book "Building Winning Algorithmic Trading Systems". It covers almost all of the biggest pitfalls you're coming across, including the ones explained here.
Testing on blind periods (either manually or using your platform's 'walkforward' mode) is also essential.
Pick a random spot on your equity curve. Imagine you had just started trading at that point. How long before you made money? Now do that two or three more times. Could you have happily traded through the ensuing 3, 6, 9, 12 months?
Your average profit per trade without slippage is $31. With a couple of ticks of slips (-$25) this leaves $6 per trade.
Your largest loss is over $7,000 and will increase as you add slippage, and no fills for some limit orders. (Try using 10% of limit entry winners not filled for backtesting. Also a tick of slippage for each leg of a market order.)
The biggest hurdle will be to enter on a limit rather than market. Limits don't always get filled and market entries create slippage between the bid and ask.
Keep us updated as you generate a report with slippage. Best wishes, your hard work is showing.
To help prove out your strategy, minimize damage to your account, and provide confidence going forward, recommend trading your strategy live on the Micro E-Mini S&P (MES) or a while ... maybe a week or two. MES has the same underlying chart as ES so your strategy should perform (close to) the same on each. If it does well on MES, then roll it up to ES. Nothing like trading a strategy live to learn what it can really do. Cheers.