Do you have an edge

An insurance company doesn't know whose house will burn down next. But over a thousand policies it always comes out ahead, because the price of each policy is slightly in its favor. That is an edge.

Work out three numbers separately for your test on history and for the final series: what share of trades ended in profit, your average win and your average loss in dollars. Example: right in 45 trades out of 100, average win $20, average loss $10. Over a hundred trades: 45 × 20 = $900 won, 55 × 10 = $550 lost. The difference is plus $350. There is an edge. If history shows an edge but the live series doesn't, don't rush to a conclusion: ten trades are too few. Build the series up to thirty and recount. Meanwhile, remember: history always looks better.