Good set of posts,btw,Epic.I appreciate your assistance. R-squared and Beta could be too much for me now,i think. But,if your willing to assist,i`m in.
I can't really help you with any of it much more without you studying a bit. I can't do it for you without a complete list of your trades. Even then, it sounds like we would have to sit down and properly categorize the trades which would take a bit of discussion and programming. I don't have time for that sort of thing. Frankly, I've already spent too much time.
I have a question for Epic,if i may. What are the relative, maximal and absolute DD stand for. From the statement i saw recently,the figures are as follows: 205%,205% - respectively.absolute DD expressed in the absolute value and equal $2,5k. Thx in advance for the reply! p.s.Total trades:138 Ave win: 255; Ave loss: (858)
Martingales will invariably lead to ruin. Instead, you maximise long term geometric mean of returns through Kelly betting, just google it.
yes, many of us that Martingale have been googled many times it is the least of our worries I googled "Rich people that Kelly bet", and didn't get many hits so you don't have to worry about getting googled for a while