I get the impression that you ignore unrealised drawdowns. How else can u get 1% drawdowns with 50% return? Forgive my ignorance, but this is outrageous. Either that, or we are talking in different wavelengths. Maybe you are referring to maximum month end drawdown or something like that. Even that is unbelievable.
Dantheman, Whether it is useful stats or not is up to the person interpreting it, assuming that he is even contemplating about making serious use of the stats given. Life need not be concerned with serious stuff all the time. About your advice regarding price and volume, please do not spend too much time trying to find something that makes you on the passive side of the move. Its for your own good, really.
A >5 annualized return/maxDD ratio is exceptional. Anything >3 has my interest. Once the raw numbers have been attained leverage has a direct relation to return/risk.
This concept of % return on initial investment is for people managing others money. It is a salesmen game to attract more money. If that is what you are looking for great! If you want to make gobs and gobs of money focus on trading actively intraday, and follow the following rules. 1.Trade index futures. They are very volatile at the moment. With a 10,000 account you can trade more size than you need and if successful can make 6 figures. (This account size would only be advantageous to someone who already knows how to trade and is already confident that they will be consistent on a day to day basis). 2. Keep your transaction costs low by buying a GEM seat(20,000-30,000) or leasing an IOM for ES and NQ or GEM for ER2 or IMM for Currency futures. 3. Trade actively!! On average I make between 20-40 trades in the first 2 hours of trading. 4. Keep your losers very small. 5.Press your winners. Try to have larger size positions on your winning trades than your losers (this will take a while to understand how to master. 6. Do not add to losers!! 7.Do not try to figure out what the market will do by the end of the day. Let the talking heads who want to make a living b u l l s h i t t i n g on CNBC worry about that. Focus on looking for next opportunity to make a small profit in the next 2 seconds...... 20 seconds ........ 2 minutes...... 5 minutes...... whatever the market will provide. 8.Always attempt to focus your attention on the next trading opportunity the market will provide.
Of all your points, probably no. 2 is a good advice if active trading is what you are going after, the rest are standard stuff and I am not about to comment its relevance here...