Equity Curves

Discussion in 'Strategy Development' started by Soon2Bgreat, May 16, 2011.

  1. 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.
  2. 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.
  3. Drawdowns
  4. Same drawdowns, with equity curve.
  5. Mods, can we ban .pdf attachments for security reasons?
  6. What makes PDFs worse than .xls, .doc, or other types of files? I can repost in another format if it's such a problem.