GoldScalperHFT Backtest - Out of sample Testing
The below test is from 2015 - 2018. The risk per trade =1x
Commission charged $6 per lot roundtrip
Slippage delays of 300-500ms (normally on live its near 100-200 ms.
Backtest is totally non-optimised and real world as seen by the equity curve which rises in non-linear form