Hello Alan,
thanks for sharing your results. So, can you confirm you use:
M15
5 years data
300 minimum trades
1.2 minimum Profit Factor
Reactor with Generator + Montecarlo (80% passed on the last two options: Strategy variations flagged)
Once passed MonteC, how do you select the best? 10-20 trades for pair with highest BalanceLine? SQN? Profit Factor? Winloss?ReturnDrawdown? All of these?
On average, after how many weeks do you create new Portfolios from scratch because the first does not profit anymore?
Any detail can make the difference here…
Thanks a lot!
Angelo