I've been searching the forums and C2 and found a series of different equity curves. It seems people largely prefer to focus on profit factor, sharpe, and R/Max DD as three key metrics - I was hoping to visualize how these might be represented in an equity curve. Does anyone care to post a few equity curves and the corresponding metrics (don't have to be particularly good, can be a bad system)? One thing I find surprising is how even a relatively 'good' metric can translate into some periods of very mediocre or even bad performance (I'm sure this is obvious to those with experience). Thanks.
Ok - here's an example of one strategy. Equity curve and drawdowns are based on Montly Returns. What are people's reactions to this - good, bad, terrible, incredibly good? What kind of Sharpe ratio would you imagine this type of strategy has? Would you trade it? Note: Will post drawdowns in subsequent posts.
What makes PDFs worse than .xls, .doc, or other types of files? I can repost in another format if it's such a problem.