Backtesting Results
Hello all,
I have done some live trading, but stopped because I was getting poor results and decided to go back to the demo/learning stage.
I have backtested on about 140 trades on EURUSD Jan 2022 to Dec 2023, and got around 53% win rate (witch is way better than what I'd usually get - low 30% - I've been backtesting for a while). I decided to do another backtest to see if I could get around 50% win rate again. After about 30 trades on EURUSD Jan 2024 to Apr 2024, I'm sitting at a 33% win rate. Same strategy, same R:R and same session. Why the big difference in win rate? I know win rate alone doesn't mean much, but why such a difference? It's pretty frustrating and off putting.
A 53% vs 33% win-rate with the same rules screams regime shift + small sample. Try segmenting by volatility/session and run a walk-forward: expand the 2024 sample, then forward-test live on tiny risk to see if the edge still shows up
