Backtesting Results

Sep 30 at 17:34
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2 Replies
会员从Oct 20, 2022开始   1帖子
Sep 30 at 17:34

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.

会员从Mar 21, 2023开始   44帖子
Oct 01 at 16:01

Same strategy can just hit different depending on the market, win rate alone can be super misleading.

会员从Jun 10, 2025开始   29帖子
Oct 03 at 13:14

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

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