[bwebber]

feng2088,

I would recommend you shoot for less trades, and more dollars per trade. Also, limit orders will eliminate slippage, but you will miss out on your best trades, so there is still an expense that should be considered. You should check the "Fill entire order when trade price exceeds limit price" which will give you a more realistic report. Also, you must test this on a time frame NOT within the time frame you optimized on. This will be your out-of-sample test, and will tell you if your strategy has any chance of success.

[TraderWill]

The performance report shows that your average losing trade is ten times larger than your average winning trade, so a 90% win rate is basically keeping you even. Of course once you figure in the commissions and slippage on all of those trades you're just digging a hole for yourself. You may want to revisit the strategy or look for a new one. As others have said I'd suggest a strategy that has fewer trades each day and also one that has winning and losing trades more similar in size. That way if you can come up with a 60% - 70% win rate you'll do a whole lot better than with the strategy you showed us. I'd steer away from a system that gives the performance you showed us.
Good luck

[DollyVickroyf]

@OP: hey, thanks. Nice topic, i have been searching these info for ages.

[up23]

at 25 tick time frame, you may not be able to get your order to the TS server in time. when you modify an order, I think TS will cancel the original order, wait to confirm it's cancelled, and then send a new order.

also make sure you are not on magic fills and on realistic fills.

[zapisy]

Basically, your Profit Factor Should be more than 1.5, even if only half of your trades are profitable. Use slower time frame, and do a back testing for at lease few years, and forward tests if you optimize the strategy in any way.

If you optimize the strategy, the easiest forward test for any strategy is to apply the strategy to all the data possible without recent X months. Then do the the rest of coding, optimization, and add the data you were missing. This way you will see if the strategy will even work for the X months.

All the best,

Lukas