questions

来源: 于 2012-01-02 09:14:06 [旧帖] [给我悄悄话] 本文已被阅读：次

"2011年全年15分钟图上backtest结果：1万盈利一万,只交易1个ES合约

  共有52个交易，16个盈利，36个亏损，平均盈$1350,平均亏损$320"

 

Have you considered slippage and commissions?  What's you P&L after those?

 

Does your system only generated 52 trading opportunities in a whole year?