DislikedSo did more back-, forward-, and monte carlo testing The problem with this strategy is not really the drawdown, but the moment you start trading it I ran 300 monte carlo tests from 2007 - 2019 where each test had a random start date between 2007-2013 from this random start date it then traded the strategy for 6 years. So basically 300 backtests of 6 years where each test used a random start date to begin As you can see in the results.. when you started at 2007 you had a very nice run with $61k profit, a profit factor of 2.03 and a winratio of 71.19%...Ignored
![](https://resources.faireconomy.media/images/emojis/64/1f60a.png?v=15.1)
![](https://resources.faireconomy.media/images/emojis/64/1f601.png?v=15.1)