I thought that I once share something small I have found... maybe some others already have found something similar... and some Eurex Traders might profit from it. by selecting all the different stop levels the profit per trade or the net profit move in a wave kind of formation... see the graphic. The blue is the stop level that is being increased and the rose is the profit per trade in relation to the stop level. It's on the EuroStoxx 50 Future.... If someone is interested in more detailed information... ask. alain (switzerland)
alain, Could you tell us what you conclude from this? I'm not sure I understand the raw data. Profit per stop loss is highest with smaller stops? Does this take into account win% or expected return?
the regular stopp loss in any trendfollowing system on the eurostoxx goes in a step of 10. so depending on the market volatility the stop price of i.e. 71, 81,91 always give the best reults and the results per trade get worst i.e. from 92, 93, 94... (Dollars max Risk) and at 101 the stop again gives a max result per trade... For eurex traders this is interesting to know that if the stop is 100 or 101 makes a huge difference in the profit per trade... or from 110 to 111... and from 60 to 61... and if you have a stop of 61 or 81 the difference in the return is smaller than the difference between 61 and 60.... its a detail... hope you understand what I'm trying to say... ;-)