XXX_RealTraded = All the trades are done by strategy (XXX) in live (not backtested)
XXX_BackTest = Equity curve from backtest (too good usually), real problem which one to choose (parameter dependent)?, Best Profit Factor, Best Net Profit, ... (I would choose the smoothest equity curve, that’s good form to my personal trading psychology. But there are plenty of favorable algorithms with even percent profitable less than 20%! ) The order has nothing to do with the best ones.. and even bad ones will be included.
Yes, the number of optimization parameters are significant! (curve fitting)
All the strategy backtest results are removed, do your own due diligence!
Basic info: All the next ones are intraday strategies (no overnight position), 1 contract max. Standard commissions included (if not mentioned otherwise).
Alternative custom-made strategies are done by request. Several equity graphs at blogger too. Actually, there are much more of those current commodity robot eqs. than here.
There is a substantial risk of loss in trading any futures. Past performance is not indicative of future results.