Home

Fixed Sizing Strategy — Backtests

Important note on Capital & Drawdown

This setup can exhibit large drawdowns when:

Large position sizing (e.g., 100% of equity) and re-entries (pyramiding) are used, which dramatically increase exposure. (The capital percentage can be adjusted in the strategy Properties.)

Backtest 01
Backtest 02
Backtest 03
Backtest 04
Backtest 05
Backtest 06
Backtest 07
Backtest 08
Backtest 09
Backtest 10
Backtest 11
Backtest 12
Backtest 13
Backtest 14
Disclaimers: Backtests are illustrative and not a guarantee of future results.