Audited futures systems, checked how systems behave on history at the present time. Most systems are in drawdown, therefore, real trading almost coincides with historical tests.
System No. 1, trend following short term
It can be seen that it is almost in the maximum drawdown, that's why, further way only up.
System No. 2. Trend following medium term. the only, with a more or less normal result. Associated with strict trend filter, which still counts downward trend in many futures, therefore, it does not open long positions and does not jerk on a flat. But this period will end soon and if there are no further trends, then drawdown is inevitable.
System №3. Trend following long-term. Everything is clear here, since positions last for a very long time, they capture both trends and corrections, that is, long equity rises and long drawdowns.
System №4. Swing, only in long without shorts. Hence the unsuccessful two years in a row, because the markets were falling, and the system is long. As soon as the markets start to rise, the system will start earning.
System No. 5. Super-short-term. Because of this, it is sensitive to slippage and often the real does not coincide with historical tests. But, mostly, trends are followed.
New system, short-term. Started trading at peak equity a month ago, therefore now in drawdown.
These are the futures deals so far. If these charts were not there, then of course it would, confidence to trade such systems there would be nowhere to draw. :)
AND, By the way, all these charts протестированы с издержками на проскальзывание 70-90 dollars per circle, what, in my opinion, with a good margin.
