Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

AmCan1

Backtest Results

Recommended Posts

This seemed like an appropriate place to begin a thread for traders to share their backtest results. I've been reading up and learning some about this program, UTA. Obviously this is a piece of software that requires some dedication to use. Since I am a believer in going through past history and backtesting by hand, I think I would like to give the UTA a try. As soon as I get a copy I'd be very happy to share my results. I see that tjnoon has been showing his currency futures results which is great. I think it would be very productive and positive to see results from other markets too. Hopefully other UTA users will find this thread and share what they are getting.

Share this post


Link to post
Share on other sites

I'll begin by sharing some of my work over the past few days. I have been going through the YM (dow emini) with a new trade idea that I have. I spent a few hours over the past couple days backtesting my idea to see if it might hold up. Granted, I have a lot more work to do but I did manage to backtest over 100 trades, May 3rd thru May 12th. The results we quite encouraging and I think I will meticulously go through the remaining sessions up through the current date, although I might no finish for a few days. I can't sit all day and do this type of work without going stir crazy so I try to do it little by little. Anyway, as I mentioned, the results look good so far. I don't have the UTA yet but I do use my own spreadsheet that can at least give me some basic details.

 

So far I have looked at and entered 103 trades. 65 were winners and 38 were losers which is a 63% winning perecentage. That's not too bad. I believe just by scanning the charts that this will either hold up or improve as I record more trades. My idea would have worked nicely during this brief time period which is very encouraging. The 103 trades would have made 337 points. Positive is good, right? ;)

 

The idea I am testing uses a 377 tick chart and relies on two types of trades. A breakout trade and a reversal trade. Sometimes I have to stop out and then reverse into the opposite direction and I am finding that when a reversal trade fails, the opposite direction trade tends to win a lot. I am hoping to track this kind of trade more thoroughly and if I understand correctly the UTA would be good for that. Is that right? Is anyone else trading the Dow emini or backtesting it? How is it going for you and what kind of results are you getting?

Share this post


Link to post
Share on other sites

Hey AmCan1. Thanks for starting this thread. You read my mind. Your YM results look good to me too. To answer your question, the UTA would be perfect for exactly what you are talking about. You would do the same work you are doing anyway, and get a wealth of valuable information back. Not only would you get the standard stats that are important like profit factor and expecancy, but you would also get very useful graphics that tell the story in a whole different way. An equity curve or trade distribution histogram can tell you a lot, just at a glance. Also, being able to take your trade data and apply a money management plan can be very eye opening. If you saw my BP and EC posts you would see how the exact same trades would have performed if applying a fixed fractional money mgt idea to them. Hard to do that manually. The UTA has it built in as one of its features.

 

I've been looking at the YM too, only on a slightly faster time frame. I'm currently backtesting a few different markets though so I don't yet have anything useful to contribute. As you know, it is a time consuming process and like you, I have to do it incrementally. Baby steps add up to a lot of progress if you just stay with it. You don't have to build the city in one day.. lol

Share this post


Link to post
Share on other sites

Hey no problem, TJ. I'm surprised actually that this thread/forum hasn't attracted more interest. Eventually it will I think. This is one of the best pathways to success, manually backtesting. It is so time consuming though that it makes sense to have a forum where traders can exchange their results with one another. You said you use a faster timeframe with the Dow emini. Can I ask what chart you like?

Share this post


Link to post
Share on other sites
I'll begin by sharing some of my work over the past few days. I have been going through the YM (dow emini) with a new trade idea that I have. I spent a few hours over the past couple days backtesting my idea to see if it might hold up. Granted, I have a lot more work to do but I did manage to backtest over 100 trades, May 3rd thru May 12th. The results we quite encouraging and I think I will meticulously go through the remaining sessions up through the current date, although I might no finish for a few days. I can't sit all day and do this type of work without going stir crazy so I try to do it little by little. Anyway, as I mentioned, the results look good so far. I don't have the UTA yet but I do use my own spreadsheet that can at least give me some basic details.

 

So far I have looked at and entered 103 trades. 65 were winners and 38 were losers which is a 63% winning perecentage. That's not too bad. I believe just by scanning the charts that this will either hold up or improve as I record more trades. My idea would have worked nicely during this brief time period which is very encouraging. The 103 trades would have made 337 points. Positive is good, right? ;)

 

The idea I am testing uses a 377 tick chart and relies on two types of trades. A breakout trade and a reversal trade. Sometimes I have to stop out and then reverse into the opposite direction and I am finding that when a reversal trade fails, the opposite direction trade tends to win a lot. I am hoping to track this kind of trade more thoroughly and if I understand correctly the UTA would be good for that. Is that right? Is anyone else trading the Dow emini or backtesting it? How is it going for you and what kind of results are you getting?

 

As I put in another post, when I brainstorm and think of a possible system/strategy to backtest I immediately go to February and March and test these two months first and see how it worked during lower volatility periods. :2c:

Share this post


Link to post
Share on other sites

Mark, I just replied to your other post in the TF section and I think you offer great advice. I too try to find what looks to me to be a rough period to trade. I want to see how my system will bounce back. I started a week on the Euro futures for example where I think it lost 80% of its trades before ultimately climbing and stabilizing at around trade number 100 ish, with a nice winning percentage in the mid to high 60's. It was a bumpy road getting there and only with a clear picture of my backtest data was I able to see that this system fought hard to come up to a reasonable level of performance. That's why we started this forum. To share and talk about backtest or real trade data.

 

As to your point, I use tick data and I had to dump my data folder when it somehow got corrupted. I had neglected to back it up at the time, :crap:.. Now I can't go back and get Feb and March from Tradestation. But your point is well taken and I fully agree that you want to take the closest look as possible at the toughest trade periods. Still though, I have nearly 1000 trades on the TF, with 2009 and the most current last few months so I feel pretty good about the way its going so far.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • Date: 11th July 2025.   Demand For Gold Rises As Trump Announces Tariffs!   Gold prices rose significantly throughout the week as investors took advantage of the 2.50% lower entry level. Investors also return to the safe-haven asset as the US trade policy continues to escalate. As a result, investors are taking a more dovish tone. The ‘risk-off’ appetite is also something which can be seen within the stock market. The NASDAQ on Thursday took a 0.90% dive within only 30 minutes.   Trade Tensions Escalate President Trump has been teasing with new tariffs throughout the week. However, the tariffs were confirmed on Thursday. A 35% tariff on Canadian imports starting August 1st, along with 50% tariffs on copper and goods from Brazil. Some experts are advising that Brazil has been specifically targeted due to its association with the BRICS.   However, the President has not directly associated the tariffs with BRICS yet. According to President Trump, Brazil is targeting US technology companies and carrying out a ‘witch hunt’against former Brazilian President Jair Bolsonaro, a close ally who is currently facing prosecution for allegedly attempting to overturn the 2022 Brazilian election.   Although Brazil is one of the largest and fastest-growing economies in the Americas, it is not the main concern for investors. Investors are more concerned about Tariffs on Canada. The White House said it will impose a 35% tariff on Canadian imports, effective August 1st, raised from the earlier 25% rate. This covers most goods, with exceptions under USMCA and exemptions for Canadian companies producing within the US.   It is also vital for investors to note that Canada is among the US;’s top 3 trading partners. The increase was justified by Trump citing issues like the trade deficit, Canada’s handling of fentanyl trafficking, and perceived unfair trade practices.   The President is also threatening new measures against the EU. These moves caused US and European stock futures to fall nearly 1%, while the Dollar rose and commodity prices saw small gains. However, the main benefactor was Silver and Gold, which are the two best-performing metals of the day.   How Will The Fed Impact Gold? The FOMC indicated that the number of members warming up to the idea of interest rate cuts is increasing. If the Fed takes a dovish tone, the price of Gold may further rise. In the meantime, the President pushing for a 3% rate cut sparked talk of a more dovish Fed nominee next year and raised worries about future inflation.   Meanwhile, jobless claims dropped for the fourth straight week, coming in better than expected and supporting the view that the labour market remains strong after last week’s solid payroll report. Markets still expect two rate cuts this year, but rate futures show most investors see no change at the next Fed meeting. Gold is expected to finish the week mostly flat.       Gold 15-Minute Chart     If the price of Gold increases above $3,337.50, buy signals are likely to materialise again. However, the price is currently retracing, meaning traders are likely to wait for regained momentum before entering further buy trades. According to HSBC, they expect an average price of $3,215 in 2025 (up from $3,015) and $3,125 in 2026, with projections showing a volatile range between $3,100 and $3,600   Key Takeaway Points: Gold Rises on Safe-Haven Demand. Gold gained as investors reacted to rising trade tensions and market volatility. Canada Tariffs Spark Concern. A 35% tariff on Canadian imports drew attention due to Canada’s key trade role. Fed Dovish Shift Supports Gold. Growing expectations of rate cuts and Trump’s push for a 3% cut boosted the gold outlook. Gold Eyes Breakout Above $3,337.5. Price is consolidating; a move above $3,337.50 could trigger new buy signals. Always trade with strict risk management. Your capital is the single most important aspect of your trading business.   Please note that times displayed based on local time zone and are from time of writing this report.   Click HERE to access the full HFM Economic calendar.   Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding of how markets work. Click HERE to register for FREE!   Click HERE to READ more Market news.   Michalis Efthymiou HFMarkets   Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in Leveraged Products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • Back in the early 2000s, Netflix mailed DVDs to subscribers.   It wasn’t sexy—but it was smart. No late fees. No driving to Blockbuster.   People subscribed because they were lazy. Investors bought the stock because they realized everyone else is lazy too.   Those who saw the future in that red envelope? They could’ve caught a 10,000%+ move.   Another story…   Back in the mid-2000s, Amazon launched Prime.   It wasn’t flashy—but it was fast.   Free two-day shipping. No minimums. No hassle.   People subscribed because they were impatient. Investors bought the stock because they realized everyone hates waiting.   Those who saw the future in that speedy little yellow button? They could’ve caught another 10,000%+ move.   Finally…   Back in 2011, Bitcoin was trading under $10.   It wasn’t regulated—but it worked.   No bank. No middleman. Just wallet to wallet.   People used it to send money. Investors bought it because they saw the potential.   Those who saw something glimmering in that strange orange coin? They could’ve caught a 100,000%+ move.   The people who made those calls weren’t fortune tellers. They just noticed something simple before others did.   A better way. A quiet shift. A small edge. An asymmetric bet.   The red envelope fixed late fees. The yellow button fixed waiting. The orange coin gave billions a choice.   Of course, these types of gains are rare. And they happen only once in a blue moon. That’s exactly why it’s important to notice when the conditions start to look familiar.   Not after the move. Not once it's on CNBC. But in the quiet build-up— before the surface breaks.   Enter the Blue Button Please read more here: https://altucherconfidential.com/posts/netflix-amazon-bitcoin-blue  Profits from free accurate cryptos signals: https://www.predictmag.com/ 
    • What These Attacks Look Like There are several ways you could get hacked. And the threats compound by the day.   Here’s a quick rundown:   Phishing: Fake emails from your “bank.” Click the link, give your password—game over.   Ransomware: Malware that locks your files and demands crypto. Pay up, or it’s gone.   DDoS: Overwhelm a website with traffic until it crashes. Like 10,000 bots blocking the door. Often used by nations.   Man-in-the-Middle: Hackers intercept your messages on public WiFi and read or change them.   Social Engineering: Hackers pose as IT or drop infected USB drives labeled “Payroll.”   You don’t need to be “important” to be a target.   You just need to be online.   What You Can Do (Without Buying a Bunker) You don’t have to be tech-savvy.   You just need to stop being low-hanging fruit.   Here’s how:   Use a YubiKey (physical passkey device) or Authenticator app – Ditch text message 2FA. SIM swaps are real. Hackers often have people on the inside at telecom companies.   Use a password manager (with Yubikey) – One unique password per account. Stop using your dog’s name.   Update your devices – Those annoying updates patch real security holes. Use them.   Back up your files – If ransomware hits, you don’t want your important documents held hostage.   Avoid public WiFi for sensitive stuff – Or use a VPN.   Think before you click – Emails that feel “urgent” are often fake. Go to the websites manually for confirmation.   Consider Starlink in case the internet goes down – I think it’s time for me to make the leap. Don’t Panic. Prepare. (Then Invest.)   I spent an hour in that basement bar reading about cyberattacks—and watching real-world systems fall apart like dominos.   The internet going down used to be an inconvenience. Now, it’s a warning.   Cyberwar isn’t coming. It’s here.   And the next time your internet goes out, it might not just be your router.   Don’t panic. Prepare.   And maybe keep a backup plan in your back pocket. Like a local basement bar with good bourbon—and working WiFi.   As usual, we’re on the lookout for more opportunities in cybersecurity. Stay tuned.   Author: Chris Campbell (AltucherConfidential) Profits from free accurate cryptos signals: https://www.predictmag.com/   
    • DUMBSHELL:  re the automation of corruption ---  200,000 "Science Papers" in academic journal database PubMed may have been AI-generated with errors, hallucinations and false sourcing 
    • Does any crypto exchanges get banned in your country? How's about other as Bybit, Kraken, MEXC, OKX?
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.