One example is a strategy which is running since September 1 last year on a major FX pair and has made a profit of 233k with a maximum equity dd of 9.8k (based on consecutive losses) while trading with a constant position size of 10 lots. There were 468 trades, only one position at a time (no pyramiding, no martingaling, no hedging) with a very tight stop and unlimited profit target. The overall profit factor has been 1.84.
tvas, fair enough, you gave an example of a sort.
But you didn't mention whether your strategy run live or on demo accounts. And we all know how easy it is to disguise an "HFT" system in a miraculous equity curve, by omitting or ignoring proper spread size and slippage.
thanks for your input.
