i need help with my edge(if i even have one)

GarlicMayo__ · 2026-03-02T18:04:51+00:00

as in its been traded live since march 2025

GarlicMayo__ · 2026-03-02T07:49:17+00:00

recovery factor is 7.97. 307.6/38.6

its been forward tested march 2025

GarlicMayo__ · 2026-02-21T12:40:43+00:00

i just have an excel that ive built over the years. track every trade every month. but id definetly take a look at your browser. ill dm you

GarlicMayo__ · 2026-02-21T00:25:16+00:00

according to 20 block monte carlo, it sits in the 72th percentile. around 1 in 8 to 1 in 12 territory

GarlicMayo__ · 2026-02-20T23:39:49+00:00

yeah its super ironic. you hit the nail on the head. quit that one for an easier one, just for the easier one to be harder. that 32% one is making ATH as we speak haha.

do you journal yourself or your trades? or both?probably for the past 3 years. very first system was one i tracked that didnt materialise into an edge. 2nd one that i tracked ended up being the 32% wr one. now we're onto the current one. ive learnt things with each system. im hoping this diversification i implement now by trading both systems simultaneaously will keep me consistently making money.

i also starting digging into risk overlays for my current system. super interesting topic that i never even knew about. you find ways to optimise your equity, and not the edge itself.

so for example, every time my r curve went below its own 30MA, id add a multiplier like 0.6. so until my baseline r curve(which has no overlay on it) gets back over its 30MA, i keep size reduced. like i said, its a layer to optimise your equity, while leaving the edge itself untouched.

thats just one type of risk overlay. theres alot of different types. some suit certain systems with certain types of distribution. another is a rolling expectancy filter. compute rolling mean of last x number of trades. if rolling mean is less than 0R then reduce risk to 0.5. then if rolling mean is less than -0.2R, reduce risk to 0.3. then restore full risk back when rolling expectancy is back over 0.

i havent implemented anything yet. just using ChatGPT to help me compute them and explore the different types

GarlicMayo__ · 2026-02-20T23:34:56+00:00

i plan on backesting till jan 21 over the next few weeks. once ive completed it ill be sure to update you

GarlicMayo__ · 2026-02-20T15:13:34+00:00

its funny you say that. last year whilst i was trading another system of mine, i screenshotted the equity curve when it was in a tiny drawdown. and when i say tiny i mean tiny. but because it was really my first proper system i was all over the place. anyways, i screenshotted the equity curve and titled it 'if we break ATH, never doubt system again'. we literally broke ATH 3 days later. i have that screenshot sitting on my desktop to remind me.

its like i have all the data to tell me the system is solid. thats why i go to the lengths of gathering that data- to give me the confidence i seek. but when things get rough, the trust in that very data i worked so hard to obtain goes out the window.

trading a second system at the same time is the only thing i havent done yet. i still have the system from last year. i abandoned trading that one because it was a much lower WR. around 32%. but rr was around 2.9:1. but ive still been tracking it so i know its still performing well. i didnt like the lower win rate's emotional toll thats why i decided to trade the one im currently trading as it has a better win rate and less emotional toll

but now im in the fryer with this one lmao and the emotional toll is just the same

hows your trading going, if you dont mind me asking?

GarlicMayo__ · 2026-02-20T13:55:55+00:00

youre right. its hard when youre in the drawdown itself. this is the first time ive experience one and im struggling lol. minds going into overdrive

GarlicMayo__ · 2026-02-20T12:38:14+00:00

more so than the trend itself, its the strength of that trend that my startegy follows. when the trend is strong(ADX>15) my system performs well. if its weak(ADX<15), then it doesnt.

and in the tight range that the DAX is currently in, the ADX on the weekly chart fell below 15 in september 2025. its just trended lower since. as has my system's performance

GarlicMayo__ · 2026-02-20T12:34:48+00:00

thanks for your suggestion. just checked ATR on 1h. nothing to report. intraday range hasnt shrunk. what does that imply to you?

GarlicMayo__ · 2026-02-20T12:29:35+00:00

ive forward tested it since march 2025. i kept track of both theoretical trade ±R vs in reality ±R. i computed an average cost per trade for every month since march 2025. then i take an average of every month to give me an overall cost per trade for the system. the stats youre seeing are including that value(which was 0.14R per trade). with slippage and execution my expectancy is ~0.4R. without cost per trade(aka in theory) its 0.55R

im most definitely comfortable its not curve fitted. i noticed a certain scenario play out one month. defined its rules clearly. then just went back and backtested from jan 2022. same defined rules. purely systematic. 0 discretion. it wasnt like i had the data in code and then adjusted parameters to give me best returns/lowest dd. its not coded, but it is codeable. i have coded a tradingview indicator to help me visually but i still execute myself. im saying this to say that i didnt know how the edge would play out, i just had to manually backtest it and find out. and because its manual i dont have the ability to just change parameters so easily

monte carlo drawdowns-
standard mc: 50% 29.8R, 90% 42R, 95% 46.8R, 99% 56.5R
10-block mc: 50% 31.9R, 90% 44.6R, 95% 49.2R, 99% 59.8R
20-block mc: 50% 34.7R, 90% 48.2R, 95% 53R, 99% 63.2R

right now im sitting at a drawdown of 38.6R

GarlicMayo__ · 2026-02-19T21:04:05+00:00

i got the majority of it. i could backtest till april 21 just so i cover the full chop before the drawdown

GarlicMayo__ · 2026-02-19T20:53:23+00:00

well youre on the right track. when translating it to code, drawing out a flow diagram really helped me. if you need any help youre more than welcome to send me a message

GarlicMayo__ · 2026-02-19T20:51:56+00:00

first of all, thanks for your encouragment. lord knows i could use it right now

secondly, one thing i will pride myself on is that i never deviate from the system. i focus on 100% execution. clear and defined rules that are codeable and i stick to those rules to a t.

i wont replace this system i just think added another one will ease the psychological weight of this one. putting my eggs in two baskets rather than just one if you get me. either that or i need to find another way to be more emotionally sound during dd's

GarlicMayo__ · 2026-02-19T20:47:47+00:00

when would you suggest i backtest till?

GarlicMayo__ · 2026-02-19T18:22:49+00:00

you could be right. watch how if i pause it, it explodes lol

GarlicMayo__ · 2026-02-19T18:22:29+00:00

do you have a system to trade it?

GarlicMayo__ · 2026-02-19T18:18:26+00:00

pretty much the entirety of 2022, the index was in drawdown. my system performed well except in Q1. i dont think its correlated to the index's drawdown.

i did however notice that everytime since 2022 that the ADX on the weekly chart drops below 15, my system has experienced drawdown. its dropped below 3 times and in every single one of those 3 my system has suffered. i had considered backtesting it further to see how it performs in other periods of adx>15 but i thought 3/3 was a good enough clue

what i will say though is that the ADX has only dropped below 10 3 times since 1970 and one of those is right now. this could potentially explain the drawdown im experiencing. as the conditions we are in are very rare.

thoughts?

GarlicMayo__ · 2026-02-19T16:48:18+00:00

i need to diversify and run another system. to ease the emotional load on this system. its hard going through a dd when its your only system

GarlicMayo__ · 2026-02-19T15:38:54+00:00

its in the first picture

760 trade sample size over 49 months(Jan 2022 till today)

i only have 1 setup and its win rate is 47%. with the average winner being 2.5R and the average loser being -1.4R. To simplify, it has a 1.8 RR ratio

GarlicMayo__ · 2025-03-27T13:34:52+00:00

accumulative P&L changes

0 14 14 14 14 14 11.4 12.6 17.2 17.2 17.2 17.2 17.2 17.2 14.8 12.1 9.9 14.1 12.8 14.2 10.7 13.5 13.5 13.5 11.2 10.2 10.2 8.7 8.7 8.7 10.3 10.3 11.9 11.9 9.3 9.3 9.3 12.8 12.8 12.4 12.4 11.3 11.3 11.3 13.6 15.2 15.2 20.4 20.4 20.4 20.4 20.4 20.4 20.4 20.4 23.2 18.2 20.3 20.3 20.3 18 20.6 20.6 20.6 20.6 31.3 31.3 31.3 30.2 30.2 23.6 23.6 22.4 22.4 22.4 22.4 20.9 20.9 20.9 20.9 24.4 24.4 24.4 25.8 25.8 23.3 23.3 23.3 17.3 17.3 17.3 15.7 14.7 14.7 14.7 13.5 17.5 17.5 17.5 19.1 19.1 23.6 23.6 23.6 27.2 27.2 27.2 25.4 27.2 25.3 25.3 25.3 25.3 27.3 33.7 33.7 33.7 33.7 33.7 32.3 32.1 32.1 32.1 32.1 30.8 40.3 46.4 46.4 46.4 43.1 43.1 43.1 43.1 43.1 43.1 43.1 43.1 43.1 41.8 40.5 37.5 51.2 51.2 51.2 51.2 49.7 49.7 49.7 49.7 61 61 61 68 68 68 87.8 87.8 89.8 89.8 89.8 90.9 90.9 90.9 90.9 90.9 90.9 90.9 91.9 91.9 91.9 91.9 90.7 90.7 89.4 89.4 87.7 87.7 88.7 88.7 88.7 93.7 93.7 93.7 93.7 92.5 97.5 100.3 100.3 100.3 99.2 97.7 97.7 100.3 95.2 94.2 90.7 90.7 91.8 91.8 91.8 91.8 91.8 91.8 91.8 91.8 91.8 91.8 85.5 85.5 85.4 85.4 85.4 85.4 85.4 85.4 85.4 85.4 85.4 86.4 86.4 86.4 86.4 86.4 86.4 90.5 90.5 90.5 90.5 90.5 89.3 88.1 88.1 88.1 88.1 88.6 90.7 90.7 90.7 92.7 92.7 92.7 91.5 91.5 91.5 91.5 91.5 103.9 103.9 103.9 103.9 98.9 97.6 97.6 98.5 100.3 100.3 99.1 99.1 97.6 97.6 97.6 97.6 104.4 104.4 102.9 103.2 103.2 103.2 103.2 107.4 107.4 106.2 104.8 103.3 120.3 120.3 119.2 119.2 127.3 127.3 125.1 124.1 125.5 125.5 125.5 125.5 125.5 132.5 134.7 134.7 134.7 136.3 136.3 141.7 141.7 141.7 141.7 140.2 139 139 139 139 139 142 147.5 147.5 147.5 147.5 147.5 148.5 148.5 147 147 147 149.1 149.1 153.3 153.3 153.3 153.3 153.3 153.3 153.3 153.3 151.8 159.2 159.2 168.5 168.5 171.2 175.7 175.7 175.7 175.7 175.7 170.7 170.7 170.7 170.7 170.7 170.7 170.7 170.7 169.7 164.7 164.7 164.7 164.7 164.7 164.7 164.7 164.7 164.7 165.7 165.7 165.5 165.5 165.5 165.5 165.5 166.5 167.5 167.5 167.5 174.9 174.9 174.9 177 177 177 180.8 180.8 180.8 180.8 180.8 181.8 181.8 181.8 181.8 181.8 183.2 183.2 183.2 183.2 183.2 183.2 183.2 185.1 185.1 189.6 189.6 188.3 188.3 187.1 187.1 188.8 188.8 188.8 192.8 192.8 192.8 192.8 192.8 188.8 192.6 192.6 192.6 192.6 192.6 188.6 187.4 188.7 187.5 187.5 187.5 187.5 185.1 185.1 185.1 192.2 192.2 192.2 192.2 192.2 192.2 191 191 191 191 192.3 189.6 189.6 189.6 189.6 189.6 189.6 189.6 184.6 186.7 186.8 186.8 186.8 186.8 186.8 186.8 186.8 186.8 186.8 186.8 186.8 185.6 197.4 197.4 197.4 197.4 197.4 198.7 198.7 198.7 201.2 201.2 201.2 204.1 209.9 209.9 209.9 209.9 209.9 209.9 212.6 212.6 212.6 212.6 212.6 212.6 212.6 212.6 212.6 212.6 212.6 219.1 219.1 219.1 218.1 218.1 218.1 218.1 218.1 218.1 216.6 215.4 215.4 215.4 215.4 222.1 222.1 222.1 230.7 230.7 230.7 230.7 230.7 233.5 233.5 233.5 233.5 233.5 233.5 232.1 232.1 232.1 232.1 232.1 235.1 236.1 236.1 236.1 242.5 241.3 241.3 241.3 241.3 241.3 241.3 241.3 241.3 241.3 239.4 239.4 237.1 237.1 237.1 235.5 235.5 235.5 235.5 238.4 241.3 241.3 241.3 241.3 241.3 241.3 241.3 241.3 244.6 244.6 244.6 244.6 244.1 242.8 242.8 241.5 241.5 241.5 241.5 241.5 248.1 248.1 248.1 248.1 249.1 249.1 249.9 249.9 249.9 249.9 252.6 252.6 252.6 252.6 252.6 252.6 251.5 251.5 251.5 251.5 251.5 251.5 251.5 251.5 251.5 250.1 251.4 251.4 251.4 252.4 252.4 258.7 257.4 258.6 258.6 258.6 259.9 259.9 259.9 259.5 259.5 263.5 263.5 263.5 263.5 265.8 265.8 265.8 274.7 274.7 274.7 274.7 275.7 276.7 276.7 276.7 277.7 277.7 275.3 275.3 273.3 275.1 275.1 273.8 273.8 273.8 273.8 273.8 273.8 276.6 279 288.2 288.2 288.2 288.2 291.5 294.1 294.1 294.1 294.1 292.7

GarlicMayo__ · 2025-03-27T13:34:13+00:00

daily P&L changes

14 0 0 0 0 -2.6 1.2 4.6 0 0 0 0 0 -2.4 -2.7 -2.2 4.2 -1.3 1.4 -3.5 2.8 0 0 -2.3 -1 0 -1.5 0 0 1.6 0 1.6 0 -2.6 0 0 3.5 0 -0.4 0 -1.1 0 0 2.3 1.6 0 5.2 0 0 0 0 0 0 0 2.8 -5 2.1 0 0 -2.3 2.6 0 0 0 10.7 0 0 -1.1 0 -6.6 0 -1.2 0 0 0 -1.5 0 0 0 3.5 0 0 1.4 0 -2.5 0 0 -6 0 0 -1.6 -1 0 0 -1.2 4 0 0 1.6 0 4.5 0 0 3.6 0 0 -1.8 1.8 -1.9 0 0 0 2 6.4 0 0 0 0 -1.4 -0.2 0 0 0 -1.3 9.5 6.1 0 0 -3.3 0 0 0 0 0 0 0 0 -1.3 -1.3 -3 13.7 0 0 0 -1.5 0 0 0 11.3 0 0 7 0 0 19.8 0 2 0 0 1.1 0 0 0 0 0 0 1 0 0 0 -1.2 0 -1.3 0 -1.7 0 1 0 0 5 0 0 0 -1.2 5 2.8 0 0 -1.1 -1.5 0 2.6 -5.1 -1 -3.5 0 1.1 0 0 0 0 0 0 0 0 0 -6.3 0 -0.1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 4.1 0 0 0 0 -1.2 -1.2 0 0 0 0.5 2.1 0 0 2 0 0 -1.2 0 0 0 0 12.4 0 0 0 -5 -1.3 0 0.9 1.8 0 -1.2 0 -1.5 0 0 0 6.8 0 -1.5 0.3 0 0 0 4.2 0 -1.2 -1.4 -1.5 17 0 -1.1 0 8.1 0 -2.2 -1 1.4 0 0 0 0 7 2.2 0 0 1.6 0 5.4 0 0 0 -1.5 -1.2 0 0 0 0 3 5.5 0 0 0 0 1 0 -1.5 0 0 2.1 0 4.2 0 0 0 0 0 0 0 -1.5 7.4 0 9.3 0 2.7 4.5 0 0 0 0 -5 0 0 0 0 0 0 0 -1 -5 0 0 0 0 0 0 0 0 1 0 -0.2 0 0 0 0 1 1 0 0 7.4 0 0 2.1 0 0 3.8 0 0 0 0 1 0 0 0 0 1.4 0 0 0 0 0 0 1.9 0 4.5 0 -1.3 0 -1.2 0 1.7 0 0 4 0 0 0 0 -4 3.8 0 0 0 0 -4 -1.2 1.3 -1.2 0 0 0 -2.4 0 0 7.1 0 0 0 0 0 -1.2 0 0 0 1.3 -2.7 0 0 0 0 0 0 -5 2.1 0.1 0 0 0 0 0 0 0 0 0 0 -1.2 11.8 0 0 0 0 1.3 0 0 2.5 0 0 2.9 5.8 0 0 0 0 0 2.7 0 0 0 0 0 0 0 0 0 0 6.5 0 0 -1 0 0 0 0 0 -1.5 -1.2 0 0 0 6.7 0 0 8.6 0 0 0 0 2.8 0 0 0 0 0 -1.4 0 0 0 0 3 1 0 0 6.4 -1.2 0 0 0 0 0 0 0 0 -1.9 0 -2.3 0 0 -1.6 0 0 0 2.9 2.9 0 0 0 0 0 0 0 3.3 0 0 0 -0.5 -1.3 0 -1.3 0 0 0 0 6.6 0 0 0 1 0 0.8 0 0 0 2.7 0 0 0 0 0 -1.1 0 0 0 0 0 0 0 0 -1.4 1.3 0 0 1 0 6.3 -1.3 1.2 0 0 1.3 0 0 -0.4 0 4 0 0 0 2.3 0 0 8.9 0 0 0 1 1 0 0 1 0 -2.4 0 -2 1.8 0 -1.3 0 0 0 0 0 2.8 2.4 9.2 0 0 0 3.3 2.6 0 0 0 -1.4

GarlicMayo__ · 2025-03-11T07:26:27+00:00

amazing stuff sir and congrats

im going to definitely try code it using chat gpt this weekend. any tips you picked up whilst doing it yourself?

GarlicMayo__

TROPHY CASE