I included a screenshot of the strategy tester data and uploaded it below. The numbers look promising.
https://ibb.co/1JhD1Cy
Comment:
I forgot to include that real market expenses like commission (FTMO $3 per lot), spread (2 pips) and slippage (.3 pips) are all accounted for in the trade data.
Trade closed: target reached:
Horizon took 30 pips today from this trade. I'm happy it won, but I'm a little annoyed it got out when it did, there was twice as much money on the table. How bout that stop loss though, It was perfect.
Comment:
I actually ended up changing the stop loss parameters from a fixed 23 pip to a atr based stop with a fixed atr multiplier. That ended up squeezing another 40% profit and a 10% better win rate, across all my trades. Horizon would have lost this trade if I hadn't done that. I'm only about 40 trades in but the Sharpe ratio for this strategy is just shy of 2 (1.94) which is great, but there aren't enough trades under it's belt to get over excited about it. Here's the updated results ibb.co/R0Dgyfr