This is what we got in Nifty (Index) for 3.5 years for same system. Pre optmization. Please note, no short trade counted here. profits only from long.
15 minute TF
1/1/13 - 31/5/16
Equity Return: 4,080.30
Total Trades: 407
Total Winners: 154
Total Win %: 38%
Long Trades: 407
Short Trades: 0
Long Winners: 154
Short Winners: 0
Long Win %: 38%
Short Win %: {EMPTY}%
Total Long Trade Profit: 4,080
Total Short Trade Profit: 0
Profit Factor: 1.59
This is what the system will yield (Excel at below).
I have outperformed this by and large in those 3 years in actual, but again then it is a pure mechnical system, no second guessing.
And Considering all gap and gap down and factoring in loss and profit.
And 0 shorts.
But during bearish cycle, hum ludo thodi na khelenge.
These are pre-optmization data.
Best part drawdown is really less. We will hardly need to refill account if we can stick to this.
TF is 15 mins, entry on candle closure and exit also on candle closure. Loo break leke bhi entry lena possible hain. Frequency is not high to miss out. And agar hota bhi hain, wat is gurantee we will miss the winning one, it ccould be a losing trade as well.
Once we compliment this with a mechnical shorting system, we can beat index most of the years.
Excel with my kind of Lot mangement.
https://drive.google.com/open?id=0B5QWq_YHX42NUndnTndHaUcxd0E
Profit curve
Now let us see if Optization helps.
Mechnical short system with reasonable profit worth the trading effort is still under maintenance. Far difficult then making a long one.
Why I am doing all this? Crude pe signal nahi aa raha. doing all this keep myself distracted as I have nothing else to do. Haan abhi bartan saaf karna hey, khana banana hey. Socha Pizza order karun, but fir ST Bro ne kaha ki Dominoz ki veg pizza main bhi kide mil raha.
