Discussion in 'Risk Management' started by robinxing, Jul 9, 2007.
thank you for your suggestion
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!
thank you shanoballs
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
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 .
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