About trading performance statistics

Discussion in 'Trading' started by Evermore2017, Sep 12, 2017.

  1. I have the following statistics:

    #Trades
    Success rate
    Profit factor
    Risk Reward Ratio

    What other statistic I need to evaluate performance? and how many trades is a good sample size?

    Any comments?

    Thanks
     
    Last edited: Sep 12, 2017
  2. Simples

    Simples

    Stable profits over longer durations (10-20 years minimum)
     
  3. DeltaRisk

    DeltaRisk

    Length, clearly.

    Margin utilization.
    Risk adjusted returns(it isn't simply P/L.)

    Depends on your goal.
    Length of time is more important than number of trades. If you're raising capital, five years is a pretty good baseline.
     
    tommcginnis likes this.
  4. CAGR, Standard Deviation, Sharpe Ratio