Discussion in 'Risk Management' started by a5519, Nov 29, 2003.
This is the best equity curve I can imagine.
Is that how much you've paid in commissions...or are you the broker on the receiving end?
I hope that's not just from some mechanical system bact testing. I knew a guy with a similar curve printout. He then tried to sale his system for 5k. But, never would trade it himself- Reason- The commisions, spreads, slippage would eat up the curve real time.
Now if this is an actual trading account curve "Then rock on".
Hope I don't sound like an ass- It's just that backtesting mechanical system's can be misleading.
What your not seeing is that the vertical scale goes from 5,000 to 5,500.
The title says "Cumulative Comissions"
This is a nice smooth equity curve.....with little drawdown.
I do not mean to be savantish......but the best imagined equity curve would be one that was an "exact straight line vertical" rising to infinity....
No, they can't read.
LOL there could not be a drawdown possible in CUMULATIVE commissions since they are only received.
Is this representing what you paid in commish to your broker in 2001?