u/Lower-Translator-485 — reddlx

Hey everyone,

I’m currently backtesting my trading model and wanted to ask for some opinions.

From 01/01/2016 to 03/01/2019, I found 77 trades. (36 Wins / 41 Losses - 46% WR)

That gives me about 2 trades per month on average.

I just trade the NY session (Nasdaq / SP500). My process is:

Determine daily bias
Look for a 4H / 1H FVG or liquidity
Wait for displacement
Wait for MSS
Enter on a 5-minute FVG from that displacement

My stop loss is placed slightly below a 15min swing low, and I usually target a 1:2RR

My model is quite selective and mainly focuses on A/A+ setups. I’m not trying to force trades, but I’m wondering if this is normal on Backtesting? Or should i do something different?

Thanks for the help!!