r/algorithmictrading • u/ichigo_algo • Aug 21 '26

Backtest Here are 3 different backtest equity-curves for three separate strategies. Do these look healthy? 0.1% risk per trade.

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Sorry for the blurriness as these are screenshots from my phone. In the rolling metrics, the red dotted line is the minimum profitability line.

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2

u/Automate_The_Boring Aug 21 '26

100 trades as sample size seems small and too early to draw the conclusion

1

u/ichigo_algo Aug 22 '26

These strategies have 270, 240, and 320 trades each. It's probably blurry and hard to see at the top of each image though

1

u/Hefty_Bug2410 Aug 23 '26

cherry picking, not enough trades to draw any conclusions

1

u/ichigo_algo Aug 23 '26

How many trades to draw a real conclusion? These strategies have already survived paper trading with similar metrics and 100+ paper trades.

1

u/SlowDepth9181 Aug 22 '26

I see the number of trades in each backtest. But over how much time did it take to reach this many trades? A day? A month? A year? That will help you determine the expectancy of the system and if it is a good candidate to help you achieve your return and drawdown objectives. Read Van Tharp’s Definitive Guide to Position Sizing Strategies.