Experiences at Tradestation :)

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 :)

  Statistics.
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