19 Trades in 7 Years.
Three Bugs.
14,477 Trades Later.
One trader was ready to abandon their Al Brooks strategy. We found 3 silent bugs sabotaging it from the inside. Profit factor went from 0.88 to 3.18. Walk-forward validated across 7 years.
First 100 get FREE audit • $49/month after
"I've Run 252 Parameter Combinations. Nothing Works."
A trader came to us with an Al Brooks price action strategy. Solid concept. Clean code. Professional implementation.
The backtest: 19 trades over 7 years. Profit factor 0.88. Losing money.
They had already run 252 parameter combinations trying to fix it.
Nothing worked.
They were ready to quit.
The strategy idea wasn't the problem. The bugs were.
The Three Bugs That Killed a 3.18 Profit Factor Strategy
The system was supposed to classify the market as trending up, trending down, or sideways. Due to a math error, it classified virtually every bar as sideways.
An Al Brooks strategy that could never identify a trend.
It had zero chance of working.
After 4 consecutive losses, the strategy was supposed to stop trading for the day. The daily reset was comparing the wrong timestamps.
470,000 bars spanning 7 years
→ 19 trades total
The trader thought the market had no opportunities. Reality: Their code had stopped checking.
Stop losses were 30+ ticks away ($15 risk). Targets were 8 ticks ($4 reward).
Risking $15 to make $4
Every winning trade was fighting a 3:1 disadvantage from the start.
The kicker: These bugs had nothing to do with the trader's idea being bad. The concept was sound. Al Brooks' second-entry methodology has real edge in trending markets.
The implementation was broken.
The Transformation
From 19 trades in 7 years to a walk-forward validated system with 3.18 profit factor.
| Metric | Before (Broken) | After V2 (Fixed) | After Optimization |
|---|---|---|---|
| Total Trades | 19 | 14,477 | 2,534 |
| Profit Factor | 0.88 | 0.94 | 3.18 |
| Win Rate | — | 52% | 74% |
| Trades/Day | 0.004 | 2.1 | 2.0 |
Same strategy. Different bugs fixed.
But Does It Hold Out of Sample?
A backtest result means nothing if it's overfit to historical data.
Split-Sample Test
The strategy performed BETTER on data it had never seen.
This is rare and suggests a genuine, robust edge rather than curve-fitting.
Walk-Forward Validation (4 Rolling Folds)
| In-Sample | Out-of-Sample | OOS Profit Factor |
|---|---|---|
| 2019-2020 | 2021-2022 | 2.72 |
| 2020-2021 | 2022-2023 | 2.89 |
| 2021-2022 | 2023-2024 | 3.54 |
| 2023-2024 | 2025-2026 | 3.10 |
Every single out-of-sample fold was profitable.
Minimum PF:
2.72
Average PF:
3.06
Year-by-Year Performance
| Year | Trades | Win Rate | Profit Factor | Net P&L |
|---|---|---|---|---|
| 2019 | 255 | 66.7% | 2.91 | $2,471 |
| 2020 | 420 | 74.3% | 3.76 | $10,395 |
| 2021 | 372 | 75.5% | 3.44 | $8,566 |
| 2022 | 321 | 72.3% | 2.41 | $9,943 |
| 2023 | 409 | 75.6% | 3.72 | $11,342 |
| 2024 | 357 | 75.1% | 3.39 | $11,382 |
| 2025 | 384 | 74.5% | 3.01 | $13,866 |
Seven Consecutive Profitable Years
$68,727
(single MNQ contract)
Maximum Drawdown
$1,446
(2.1% of total profit)
The Real Discovery
Exit Management Is Everything
The entire 2.7x improvement in profit factor came from changing how we managed trades after entry. The entries stayed the same.
| Exit Management | Profit Factor | Win Rate |
|---|---|---|
| Baseline (tight stops, fixed targets) | 1.18 | 38% |
| 3-bar grace + fixed targets | 1.48 | 55% |
| 5-bar grace + ATR trail | 2.88 | 70% |
| 7-bar grace + ATR trail | 3.18 | 74% |
Why This Worked
Al Brooks second-entry patterns identify where the market will resume its trend. But right after entry, there's often one last wave of counter-trend pressure — the same selling that created the pullback in the first place.
A tight stop gets hunted. A patient stop survives.
Traders obsess over entries and neglect the exit strategy — where the real alpha lives.
How SentinelBacktest Works
Upload Your Strategy
Python code, C# NinjaTrader strategies, or describe your logic for manual review
We Scan for Critical Bugs
Trend detection errors, circuit breaker bugs, risk-reward inversions, exit management mismatches
Get Your Audit Report
Line-by-line analysis, before/after comparison, specific fix recommendations
What We Catch
CRITICAL
- ✓ Same-bar entry/exit
- ✓ Broken trend detection
- ✓ Circuit breaker bugs
- ✓ Inverted risk-reward
MODERATE
- ✓ Missing slippage & commissions
- ✓ Perfect fills assumptions
- ✓ Exit management mismatches
- ✓ Statistical noise (small samples)
Other Case Studies
$296,411 fake profit
60% profit reduction
Total fake profit caught in testing: $331K+
Every single strategy looked profitable. Every single one had a bug that would've killed it in live trading.
Pricing
FREE Audit
then
$49/month
- ✓One free strategy audit (join waitlist)
- ✓Lock in $49/month for life
- ✓Python support (launch week of Feb 17)
- ✓C#/NinjaTrader (Q1 2026)
- ✓All bias checks + exit analysis
- ✓Email support
- ✓7-day money-back guarantee
- ✓Cancel anytime
After first 100: $99/month
Join the Waitlist
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Stop Deploying Broken Backtests
The trader with the Al Brooks strategy was ready to quit after running 252 parameter combinations.
The parameters weren't the problem. The bugs were.
We found them in 20 minutes. Fixed them. Rebuilt the strategy. Validated it across 7 years.
Profit factor: 3.18. Walk-forward validated. Ready for paper trading.
Don't waste 10 months on broken code.
First 100 users • Launch week of Feb 17 • 7-day money-back guarantee