Long non profitable periods

Discussion in 'Trading' started by Businessman, Jun 4, 2005.

  1. My primary system has not gone anywhere for 90 trades.

    There was a profitable period followed by a drawdown followed
    a drawup.. ie a trading range in my equity curve.

    Now statistically there is a 2% probability of my system
    being around break even after 90 trades.
    So these things come around every few years.

    Was wondering if others wanted to share similar accounts
    of long periods where they have not made any money with
    a profitable system.

    Obviously long term trend traders can go years without
    making money, and day traders who trade 10 times a day
    might go weeks without showing a decent profit.

    So number of trades is probably a more comparative measure.
  2. dally25


    What do you mean with non profitable periods??
  3. How long have you traded the system and were the parameters optimized? If so, do you ever optimize? How long in terms of time is the current drawdown?