ProRealAlgos · Live management
Every system you run will spend time underwater. The question that costs people money is not whether a drawdown arrives, it is what to do when it does. Here is a system that is in one. You get what you would really have: the record you were shown before you bought it, and the record since.
Keep it running, or stop it?
The bars are generated, which is the only reason this drill can exist: the answer is a fact about how the series was made, not an opinion about what a chart looks like. One scenario in three keeps its edge the whole way. One loses it the day you go live. One never had an edge and the backtest was a good run on noise. Scoring well above chance here is hard, and that is the lesson. If you cannot reliably tell a dead system from an unlucky one, the way to survive is position size and a rule written before you started, not a judgement call made halfway down.