Strategy Results

Discussion in 'Strategy Building' started by bdog, May 3, 2007.

  1. bdog


    These are the results from 6 months of a stratgey trading the ER mini. The set up is the same however the results change from various management strategies. I am unsure how to interpret them when I consider there are obvious tradeoffs between this number or that number. What is a 'good' combination of risk and reward and on and on. Any comments or thoughts from others experiences would be great.
  2. Profit factor (your last column) is the most meaningful compared to the other metrics that you have there. I'd note that 6 months of backtesting and optimizing is likely to give you spurious results, especially if the number of trades is small.
  3. Leverage factor - were you leveraged to the hilt (and thus get blown out of the water when Feb. 27 events hit) or were you using part of the equity?
  4. bdog


    The system was profitabel on feb 27 and the largest drawdown was 1200. If the profit factor is the most meaningful metric compared to the others, how does one interpret or decide what is good or awful relative to the others?