over 2600% in five years

Discussion in 'Strategy Development' started by heilbronner, Apr 6, 2003.

  1. Is this realistic?

    Programmed a commodity system in TS2000i without any optimizing.

    Percent profitable: 56%
    Number of trades: 410 over 5 years
    Ratio average win/average loss: 2,10.
    Return on account: over 2600%

    This seems to good to be true. What might I have done wrong?

    :confused:
     
  2. Probably, but I should take a closer look before commenting, please send to rlb21079@excite.com...
    :)
     
  3. Pabst

    Pabst

    What markets were you testing?
     

  4. Sorry, but so far I don't give systems away. Although I think the 2600% are not realistic, I will just trade the system with only one contract and check it out.

    The system works well in 3 different markets with 2600%, 1100% and 860% over a 5 year period, respectively. Got the ideas for this system when I was drunk.
     

  5. What was the worst drawdown?
    Since you were drunk when you devised the system, I think that is the manner in which you ought to trade it...good luck :D
     
  6. you shouldnt look at % return because they all just use minimum margin req. you should look at a combination of % prof and avg win loss. ~50% and 2:1 is not bad. the %roa is meaningless.