Hi John
Have you plotted equity (capital growth) charts for your results ?
I find looking at the Capital column hard work compared to a chart of it.
The better equity charts have a pretty smooth consistent increase in capital without ragged behaviour, big steps or falls and minimal flat spots.
I have produced a few, using various '96' figures and some parameters make the equity chart pretty ragged over time, despite good profits in the end.
This can mean months of little or no growth in capital.
Problem with looking at a list of results over such a long period is that it's easy to focus on the final returns. When you come to actually trade, everything seems so almighty slow, especially when you hit a flat spot or a string of losers.
Systems like this are akin to a buy and hold strategy imo. A long timescale with the 'slings and arrows of outrageous fortune' along the way 🙂
For anyone who hasn't tried it, it's easy enough to produce a chart in Excel, and it gets updated automatically when you change parameters. Plot a trend line under the equity line and see how much the line deviates from the trend etc.
Glenn