"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?
没有考虑commission. PL不会有大的差别
//Does your system only generated 52 trading opportunities in a whole year?