My Strategy Performance Summary

Discussion in 'Strategy Development' started by EqtTrdr, Feb 17, 2006.

  1. Looking for some criticism of my Trading performance backtest of an NQ strategy I am working on....

    Anything particular area that stands out that I should be looking to work to improve?


    Thanks !!!
     
  2. Steveyd

    Steveyd

    Where's the equity curve? I think it needs to be straightened.
     
  3. Are you using stops with this strategy? If I interpret the performance data correctly, it looks like your Maximum Adverse Excursion (i.e., the Drawdown column in the Trades List tab) is high. For example, one trade goes against you by $8660 to make a profit of $1840. In another case, the trade goes against you by $6810 to make a profit of $360. If this is correct, then this would be a difficult strategy to trade even though it is profitable.