I have never found a system that in a backtesting of 40 FX pairs and at least 500 trades on each, all or most pairs are in profit.
For example I have a system that give me profit on 15 pairs (each backtest have at least 500 trades). On the rest it gives me a loss. I didn’t do any “optimization”, since I’m not 100% sure of how to protect against curve fitting.
This sound any good?
Anyone that have experts advisors actually working in a real account can tell me if is possible or recommended to perform a backtest in many FX pairs and expect to have most of the pairs in profit (let’s say 80% of the pairs analyzed)?
Or this never happen and I should continue testing the system in the “few” pairs that exhibit promising results?