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I actually went on to Market Replay the strat for a year.
Unfortunately, towards the end my Replay Data Downloader finished and it actually reset my playback connection.
So I did loose those results before I had a chance to screen grab them.
So that was a waste of 8 hours!
I was checking periodically and the PF was 1.01 or something, and basically some weeks/months we're absolutely terrible with huge drawdown.
It does lead to to question for what kind of duration should a strategy perform well?
Strategy Arbing is real, and If we have something that's performing great in the last three months, should I just go ahead an run it live for a month and review from there?
I also reviewed my trading book, and I have a huge personal note
*Do Not Run Any Algo on the 1m Charts*
Done 3 trades today.
+$909 Realised, and +$137 in play. Hopefully it wil be a 4 figure day
I have 1 Trade on CL which is +26t, and 1 on ES at +4t. I have a trailing stop on them and will leave the office now.
My trade on ES annoted below. Back to using my favourite things, PA, Zones, Swings and Liquidity.
