I haven’t got results to hand but I have only been algo trading for the last 8-9 months or so and I’m still trying to find a portfolio that I am happy with. I haven’t won lots or lost lots, put it that way. My understanding is a lot greater now though and I am getting closer to selecting a portfolio of algos that will take different trades at different times / situations. There is no point having 5-10 that all take similar positions at the same time. Diversification is key.
We have an interesting time coming up soon when IG release PRT 10.3 with tick by tick back-test. This will make and break a lot of algos currently out there imo.