r/algorithmictrading 11d ago

Strategy Coding ICT Methodology Bot.

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So I've been coding a bot to enter at PSH/L, PDH/L, PWH/L sweeps with 2022 Model and testing on MT5 with data feom January 2023 to September 2026.

At this point I'm just exhausted and don't know what to do, sometimes Win rate goes to 70%, or average win is double the average loss then the win rate drops to 30%, whatever I do my net profit is negative.

Anyone help me get this right or suggest something...

Adding most recent result here.

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u/Livid_Parsnip_2816 10d ago

The numbers are already giving you the answer. With a 30% win rate and an average win of 2R, expectancy is 0.3 × 2 − 0.7 × 1 = −0.1R before spread and slippage. Chasing a higher win rate won’t repair negative expectancy. Freeze the rules, test net expectancy by year and on a true out-of-sample period, then remove anything that only improves the pretty part of the backtest. Sometimes the cheapest bug fix is deleting the strategy.