I have backtested my equity swing trading strategy and would appreciate your suggestions.
Hi All,
I have read several books and became deeply interested in them. As a software engineer, I coded my own trading strategy and performed backtesting. Please find the summary of my test results.
I have been learning and refining this strategy for around six years without actively trading. My goal was to make it as solid and robust as possible. I am now planning to start trading after the bear market.
I would really appreciate your opinion on these results, as I do not have anyone experienced in the stock market to discuss this with. I have also used tools like Claude and ChatGPT to further strengthen the strategy.
At this stage, I am looking for expert feedback on whether these results are reasonable. I do not have any bias toward this strategy, and the current results are based only on equity trading.
Do you think these results are decent? I believe the strategy has potential, but I would value your honest opinion.
Overall:
* Selected entries: 365
* Trades with returns: 364
* Win rate: 96.15%
* Average return: 46.20%
* Median return: 23.77%
* Best trade: 1570.85%
* Worst trade: -13.35%
Year-wise average return:
* 2010: 51.38%
* 2011: 6.79%
* 2012: 58.27%
* 2013: 45.20%
* 2014: 65.41%
* 2015: 37.14%
* 2016: 29.86%
* 2017: 31.74%
* 2018: 11.40%
* 2019: 18.26%
* 2020: 28.38%
* 2021: 134.11%
* 2022: 33.06%
* 2023: 69.41%
* 2024: 31.90%
* 2025: 18.43%