Would anyone care to share their views on what constitutes acceptable system performance: what baseline values they consider would make a system a candidate to move from testing into real trading? (If there is interest in this thread we may need to break it into Position trading and Day trading.) I offer the following for consideration. Performance Statistics for Position trading: Code: Statistic Value Description of Stat ================================================================ Mathematical Expectancy > 0.6 $ return for $ risked Opportunity * Expectancy > 2.0 Opportunity = Trades per Year Win/Loss Ratio > 2.0 [ AvgWin / AvgLoss ] Profit Factor > 3.0 Annual Return on Account > 50% where Account = [(Margin*4)+(MDD*2)] Net Profit to MDD Ratio > 3.0 Percentage DrawDown < 30% Average Trade $$ > $500 I understand that there are many performance statistics that can be generated. What I am trying to determine is: * what statistics are truly useful; and * what base values are considered acceptable.