“Backtesting results show that not all markets are as profitable…”

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I currently have 3 possible strategies on daily and weekly timeframes programmed via ProRealTime: Donchian, Keltner or Bollinger. I would trade as many markets as possible. As an exit I would use an ATR (times 2.3) based on trailing stop loss. 0.5% of the capital is at risk per trade. And I’ve probably read everything Tom Basso has to say about position sizing or seen all the interviews on YouTube. I understand the concept behind it and find it plausible. The problem is: the backtesting results show that not all markets are as profitable with these strategies. But I also know that diversification is incredibly important. But should I diversify at all costs, even if the backtest data shows me that e.g. Coffee or Copper have always realized losses over the last 10 years? Or should I also accept that not every market is suitable for every strategy? What is your opinion on that? Thanks in advance.

Many greetings,
David

You have three strategies? Why is that exactly? Your current portfolio is? What does diversify at all costs mean? How you select a trend following tracking portfolio and how that portfolio is rebalanced every year is critical. You need rules.

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