I don't pay commissions. In bullish times, I was a swing trader. I bought dips in a small corral of high growth stocks, and the losses were minimal.
I almost never hit my stop loss.
In the current market, with my strategies:
https://usethinkscript.com/threads/mean-reversion-strategy-study.13448/#post-112841
I get stopped out fairly often, even on big bear rally days. Many stocks make double bottoms, sometimes triple which stop me out several times before I get into the big rally.
In this bear market, it is more about choosing the best stocks to trade on the best bear rally days, and using
price action to time your entries and exits. As long as I pay the rent at the end of the day. I don't pay any attention to what number of losing trades I had.
That is why I was curious why you would focus on that percentage to determine a good or bad strategy, if you are making a good profit.
ToS Backtesting is helpful to fine-tune your entry-exit logic of your strategy.
But if you are using it to create your win/loss percentage, do you realize that requires 10-15 years of data. With a broad testing field of instruments?
https://blog.quantinsti.com/backtesting/#:~:text=What should be the time period for backtesting a trading strategy?
The generally accepted "financial" standard for determining profitability is:
Average Profitability Per Trade (APPT)⁵, which is actually the cornerstone to determine if a strategy is profitable or not.
https://towardsdatascience.com/backtesting-trading-strategies-less-sorcery-and-more-statistics-on-your-side-241ac41d18b0#:~:text=Average Profitability Per Trade (APPT)⁵, which is actually the cornerstone to determine if a strategy is profitable or not.
At the end of the day, whatever you consider to be a successful strategy and if it works for you, then you can set whatever parameters on it that you want.