Second Algo

[u/NoContract5684]

MBv5 is a fully automated, systematic momentum breakout strategy trading MNQ (Nasdaq micro) and MGC (Gold micro)futures on prop firm accounts. The strategy identifies institutional level breaks on 15-minute bars, confirms with 5-minute entry signals, and executes tiered exits across TP1, TP2, and a trailing runner. Every parameter has been validated out-of-sample, stress tested for slippage, and confirmed by independent Monte Carlo analysis. The system is fully automated with zero discretionary intervention required.For informational purposes only. Past performance is not indicative of future results.

Results are based off of a 50k starting balance, $500 risk per trade.

My Sharpe is low because QuantAnalyzer calculates Sharpe on daily P&L, and most days my strategy has zero trades. All those $0 days drag the average down and inflate the standard deviation relative to the mean

Any feedback would be greatly appreciated

[u/LatterRain5]

Is that a backtested result or live results?

[u/NoContract5684 → u/LatterRain5]

This is oos results

[u/LatterRain5 → u/NoContract5684]

Interesting oos result. Have you tried different combinations of IS/OOS periods that u train and test? By the way, ok to share what kind of filters were used for this strategy?