Thx for the answers guys!
Some strategies with especially extremely low DD (0.5-2%) I’ve found that they are extremely rare.
My Backtesting data is over 3 years, always when using FX I’m thinking of adding it to 5 years, my thoughts are that market behavior changes and 3-5 years is enough? Or how do you guys think?
Usually I get 200 trades/strategy but if I set it higher I might miss the rare ones with the low DD
I understand that this affects the robustness of the strategy if it’s only 50 trades but the low DD makes me want to take the risk
Off Topic, but:
How far back do you guys go with FX, how many years or bars do you use to get enough statistic data?