I spent a few days auditing a live FX system I built, over 16 years of history. The result was negative in a way I did not expect, and the diagnostic that found it is general enough to be worth writing up — it applies to any parameter search, not just trading. The setup 17 configurations, 4-hou...
Source: [Dev.to](https://dev.to/northmark/my-trading-system-has-a-735-win-rate-and-loses-money-here-is-the-diagnostic-that-found-it-2faa)