yisrael wrote: Mon Feb 14, 2022 12:06 am
This is good and accurate if you do 100 trades...but when you do 10000 trades it fall to 55% winrate ...with a negative return....and yes I took all signals

I guess winrate and return have a good correlation but not a strong one.

Knowing the winrate on it's own is not enough, also need the Reward/Risk. The Risk is the Stop Loss amount and the Reward is the Profit Target (or amount on close of trade) averaged over total trades if a different ratio is used for each trade. And then plot on the graph below.