is that numbers ok

Discussion in 'Strategy Building' started by kenten, Dec 4, 2008.

  1. kenten

    kenten

    i created a quite simple strategy . i am testing it live for one month , results support the backtesting method.
    i am wondering if numbers are ok for using the system full scale

    winning % 39
    loosing %61

    avg. profit % 3,15
    avg loss %1.06
    sharpe ratio 4.49 ( wealth-lab calculation)


    i am using 1/3 margin . New profit adds to the trading capital likewise. this will trade local equity indice futures

    i am quite confident in the system
    i wonder if there is something i didnt consider.
    i would like to hear some criticism