I have tested 63 strategies on 6 MC retests. All 63 pass, but when I check the individual strategies they are not even profitable. Attached a zip with:
- Config file
- sample of the 63 strategies
- MC Retest filters
Subject changed from MC Retest all strategies pass, while they are not obeying rules to Please remove - MC Retest all strategies pass, while they are not obeying rules
- you are not using SL in your trading, your strategies has very big open drawdown, its untradable by my opinion
- because of that some strategies are holding positions for years
- how to build portfolio from these strategies...i dont know
are you aware of this?
Thanks for the heads up!