A typical picture of the distribution of the same trading system by timeframes. A wide variety of systems (not bullshit) ran for these timeframes — it turns out about the same picture — the lower the timeframe, the greater the loss. Here is a typical example for a Euro futures with commissions 2,5 and slippage 1 straight.
Days:
240 min:
60 min:
15 min:
5 min:
I'll make a reservation right away that this pattern does not apply to futures on the RTS. — all systems work on it on any timeframes :)
