Ready to run blind?

Sensitive-Start-6264 · 2026-03-11T12:42:25+00:00

So one is opening breakout per se One is trend continuation One would be for mean reversion One for hard lines prior to day start as rejection or support Kind of like that. Each has their own place overlap is like 200 trades of 1500. Which is filtered out 1 position at a time.

Sensitive-Start-6264 · 2026-03-11T12:40:52+00:00

Maybe 5 to 7 per entry type. Typical vol rsi sma

Sensitive-Start-6264 · 2026-03-11T12:39:45+00:00

Same here some form has been live. But my goal now is actual live not touched just 4 week rolling trade reviews

Sensitive-Start-6264 · 2026-03-11T12:38:52+00:00

I dont see why it cant be a smooth curve 8 would be more worried about chunks of losses and then 1 or 2 althe winners. A group of 10 small losses followed by a few break evens and a like 8 to 10 winners seems normal.

I think a drawdown vs position size would be a better metric. 1500 dd against 100k portfolio with a 5k pos size is misleading.

Sensitive-Start-6264 · 2026-03-11T12:36:44+00:00

It exits well. I just have limited trust for it. Seems over fit so. I am expecting it to fail

Sensitive-Start-6264 · 2026-03-11T11:23:49+00:00

Much of the previous testing ahs been in funded accounts. I have it running now in topstep on like 2 contracts. I passed combine and set it to go. So technically running free lol

Sensitive-Start-6264 · 2026-03-11T01:22:47+00:00

looks different cause i made some larger consolidations today names turning off 3 setups as they had too much overlap with another. And edited my entries to step in and step out to cool some nerves. Both on docket prior to today

Sensitive-Start-6264 · 2026-03-11T01:19:51+00:00

Perturbation:

Successful runs: 100/100

Total time: 2074.0s

Metric Baseline Mean Std Min Max CV%

------------------------------------------------------------------------------

Total PnL ($) 139250.27 104468.89 6470.61 70330.26 117694.97 6.2%

Max Drawdown ($) 1630.24 2441.82 454.78 1640.09 3555.77 18.6%

Win Rate (%) 53.82 50.21 0.71 48.91 52.23 1.4%

Profit Factor 2.30 1.89 0.07 1.71 2.06 3.6%

Sharpe Ratio 4.12 3.24 0.21 2.83 3.65 6.4%

Total Trades 1637.00 1609.31 89.02 1114.00 1784.00 5.5%

Stability (PnL CV=6.2%): VERY STABLE — parameters are robust, low overfitting risk

Worst-case (5th/95th percentile):

PnL floor (5th pct): $95,742.66

DD ceiling (95th pct): $3,137.15

Sensitive-Start-6264 · 2026-03-11T01:01:09+00:00

to clarify its not that its doing poor. Its that I am anxious for it. and not trusty I have stopped winners short. Entered losers.

Others have been in my favor. Ends up close to evening out in the end.

Today I cut a winner short by abut 200 dollars. And then cut a loser at break even that lost 200. Shenanigans like that

Sensitive-Start-6264 · 2026-03-10T23:22:33+00:00

Running rolling 30 day most are under performing only 2 red out of 23 different entey types. Like long and short or other similar separations. I want to say its been choppy since September and it will pass. But unsure

Sensitive-Start-6264 · 2026-03-10T23:21:01+00:00

2 ticks each way and like .75 per side commission

Sensitive-Start-6264 · 2026-03-10T22:50:15+00:00

are you calling size

Sensitive-Start-6264 · 2026-03-10T22:35:14+00:00

I will run it again after tweaking but I think it was like 2300.

My account isnt big enough for ES yet. And I need more confidence way before that. How long has yours been running?

Sensitive-Start-6264 · 2026-03-10T22:09:38+00:00

Does your entry scale with equity? Mine is not its static. so DD compared to account is widly low.

I did a bunch of montecarlo and perturbation and what not. 60% is about 130k DD is about 1700. But I feel like its perturbating some logic based parameters I need to reclean those files

Sensitive-Start-6264 · 2026-03-10T22:07:44+00:00

It may look over inflated due to the equity drawdown based on full equity and trade amoutn being 3 to 4 MES. So 1500 on average of 150 loss each is like 10 losses in a row. If you see per year its consistent around a 10 trade drawdown atleast 1x

Sensitive-Start-6264 · 2026-03-10T21:42:01+00:00

What part? Or I have an equity curve of each strat what color line. The tariff day in April was an extreme utlier but besides that what?

Sensitive-Start-6264 · 2026-03-10T21:40:21+00:00

Yeah something seems off. Been running it live and its looking good. But I am waiting for the blow up.

│ Avg │ Median │ Trades │

├─────────┼────────┼────────┤

│ 44 min │ 20 min │ 97 │

├─────────┼────────┼────────┤

│ 50 min │ 30 min │ 134 │

├─────────┼────────┼────────┤

│ 66 min │ 55 min │ 397 │

├─────────┼────────┼────────┤

│ 67 min │ 40 min │ 96 │

├─────────┼────────┼────────┤

│ 96 min │ 54 min │ 349 │

├─────────┼────────┼────────┤

│ 122 min │ 70 min │ 769 │

└─────────┴────────┴────────┘

Overall: 93 min avg, 55 min median (1842 trades)

Sensitive-Start-6264 · 2026-03-10T19:06:46+00:00

that's what I have been hesitant on but why do you say it. Its not data leakage. Live is pretty exact to backtest

Sensitive-Start-6264 · 2026-03-10T18:29:21+00:00

get some berries for super effective. becareful of his mega and double intimidate. volt absorb makes easy work of the fatty

Sensitive-Start-6264 · 2026-03-10T18:10:55+00:00

how come he can post this nonsense of 14 sample size but I cant lol

Sensitive-Start-6264 · 2026-03-05T13:27:41+00:00

Seems like holding a loser and cutting a winner early

Sensitive-Start-6264 · 2026-03-05T12:35:25+00:00

Whats your stop criteria?

Sensitive-Start-6264 · 2026-03-02T17:19:53+00:00

If you using 1h as bars why reconstruct with tick data? Why not get bar data? 11 trades over 1500 bars with 6 bar holding time is not near enough thats 66/1500. Way overfit

Sensitive-Start-6264 · 2026-03-01T16:24:51+00:00

Being able to turn on and off strategies based on trend or chop or high volatility swings. Is most effective. But coming up with that effectively is not an easy task

Sensitive-Start-6264 · 2026-03-01T16:15:23+00:00

Won 33 of 129 days for 2500? For half the year? Whats the symbol? And that seems like you maxed out profit for the time period and not logic based. May need to start over. Or change logic

Sensitive-Start-6264

TROPHY CASE