what do you think of the equity curve

Discussion in 'Risk Management' started by robinxing, Jul 9, 2007.

  1. thank you for your suggestion
    #21     Jul 11, 2007
  2. You can do a hypothesis test to see the probability of obtaining the same results due to luck. This would tell you a lot about the edge and the robustness the strategy might have. from personal experience, which is not much, i can tell you that equity curve does look too good to be true, but i can be wrong. However, the hypothesis test will be able to tell you much more than anyone on ET. good luck!
    #22     Jul 11, 2007
  3. thank you shanoballs
    #23     Jul 12, 2007
  4. after it experenced nearly 400 points drawdown

    it begin to bouce up

    now the draw down is about 200 points

    sometimes I find it is hard to stick to my trading system
    #24     Jul 17, 2007
  5. joesan


    Do not trade a system with real money ( or at least with big money) until you are comfortable with the fluctuation of its equity curve . A thouroughly tested strategy may boost your confidence .

    #25     Jul 17, 2007