6/5 -Intriguing graphs on 350 test trades

I have done a bit over 350 test trades for the 1H-timeframe-based trading strategy.  The graphs below beg some difficult questions to be answered – anybody want to have a guess at what problems the graphs show? [note the y-axis always shows the profit/loss measured in units of risk]

Cumulative Performance

The above graph shows the cumulative profit/loss from March 2015 through to the end of February 2016.

Performance by Month

(note – the testing period covered March 2015 to February 2016 – so January and February are the 2016 months, whereas all the other months relate to 2015)

Scatter

(the final graph plots the profit/loss per trading session (i.e. one day) against the number of trades entered into during the session.  Some trades are not exited on the day of entry – the graph doesn’t adjust for that) [Apologies if the dots are on the faint side!!]

This entry was posted in Testing. Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s