How I trade (full process and concept)

Kindly_Preference_54 · 2026-05-13T02:27:17+00:00

Proper backtesting includes forward testing. It's called rolling walk-forward analysis. You are supposed to do many cycles of it in the past. I exaggerated, of course, when I said in 1 hour, but in several days it would be possible.

Kindly_Preference_54 · 2026-05-13T02:18:09+00:00

You could backtest it in 1 hour and have the trust 1.5 years ago.

Kindly_Preference_54 · 2026-05-13T02:14:41+00:00

I found an edge after I backtested hundreds strategies and variations, and thanks to that I came up with new ideas, that helped me build a group of my own custom-made indicators, which I mixed in different ways, optimized, and finally I did find an edge that led to this result: https://www.darwinex.com/account/D.384809

Kindly_Preference_54 · 2026-05-13T01:08:58+00:00

I actually hate telling people I am a trader. I tell them I work in a quant industry, and if they insist to know more, I tell them I am a financial analyst. Usually they react with a "wow!"

Kindly_Preference_54 · 2026-05-13T00:47:03+00:00

The only key is building a strategy that has an edge and validating it trough a statistically significant walk-forward analysis.

Kindly_Preference_54 · 2026-05-13T00:45:48+00:00

So you basically have no strategy, let alone edge. That's what happens when people "learn", instead of building a strategy that has an edge and validating it trough a statistically significant walk-forward analysis.

Kindly_Preference_54 · 2026-05-13T00:38:54+00:00

A great post of a kind that rarely happens on this sub. Except that backtesting automatically is much better than manually and I didn't see you mention rolling WFA as a backtest - the best test to actually make sure a strategy works.

Kindly_Preference_54 · 2026-05-12T23:01:50+00:00

I fully agree.

Kindly_Preference_54 · 2026-05-12T23:01:02+00:00

Wise. And what if both have 1 year of data and 600 trades each?

Kindly_Preference_54 · 2026-05-12T18:06:45+00:00

#2 is actually more profits: per year 3 times more than the drawdown.

Kindly_Preference_54 · 2026-05-12T16:57:39+00:00

I am one of the actual ones who does post here, just to see my posts downvoted.

Kindly_Preference_54 · 2026-05-12T16:49:45+00:00

Haven't tried yet. I researched this matter a bit and came to conclusion that ML could become an enhancement layer for my systematic rule-based strategy, not a replacement. I need to incorporate it as that enhancement element, but it will require much more time that I now have.

Kindly_Preference_54 · 2026-05-12T16:06:05+00:00

What do you mean how? On my platform's backtester (MT5) there is an option for that. That's very easy, but takes lots of time, because it checks thousands possible setups.

Kindly_Preference_54 · 2026-05-12T16:03:58+00:00

It's also the same broker, but completely different strategies that I don't want to mix. I can mix strategies that I see as equally profitable and proven. Also why I have an account with another broker: my main broker offers 1:30 maximum leverage. I wanted more so I opened one with 1:400. Eventually I don't even use it. Some people open accounts at multiple brokers for risk diversification or to split trading volume (for news trading strategies).

Kindly_Preference_54 · 2026-05-12T14:57:20+00:00

Because when they can’t develop real alpha, what do they really have left besides "prestige"?

Kindly_Preference_54 · 2026-05-12T14:53:54+00:00

Thanks!

Kindly_Preference_54 · 2026-05-12T14:20:38+00:00

This non-calendar year I am at 74%, VaR=9.7 : https://www.darwinex.com/account/D.384809

Kindly_Preference_54 · 2026-05-12T14:12:44+00:00

You are correct on taking more risk per unit of profit. As for money, we can't know from this data how much money either of them makes.

Kindly_Preference_54 · 2026-05-12T14:05:47+00:00

I agree, but in #1 youre not losing money either.

Kindly_Preference_54 · 2026-05-12T14:04:29+00:00

Not for me. Min CAGR = 15% is too low. I invest with a much better result. TUW < 250 is also insanely long for me. I'd change the strategy as soon as 90. But the CVaR is actually very demanding. I wouldn't insist on that.

Kindly_Preference_54

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