What is your win/rate and profit factor?

Discussion in 'Automated Trading' started by EliteTraderNYC, Jan 11, 2013.

  1. I have developed a system that gets a 65% win rate and a profit factor of between 2 and 4 each year, depending on the year assuming a standard position size. The system trades the S & P 500 Index of 500 (not the index itself). Is this the best profit factor and win rate I can expect to achieve? I'd love to push it upto 90%. What's yours?
  2. Nab


    I don't think it makes much sense to talk only about win rate and profit factor ...
  3. Hello, anyone else wanna share? Profit Factor, Win Rate, draw down?
  4. I kind of like 60% and 5R :D

  5. harric


    I presume you mean profit factor on a per trade basis?

    If so, the number of trades per year is very important. If you are getting those stats with only one trade per year, it's poor. If 200 trades/year then great!
  6. A profit factor of 2-4 is really, really good, but it begs the question, how many trades are in your sample size?
  7. dom993


    If those are real-account figures, you have everything you need.

    If this is backtesting results, with stocks, the reality if probably a little different ... anyway, assuming no error hidden in these results, I would start trading the system at minimum position size.

    May-be you can create a journal here and report how it goes.

    My primary system reports between 1.69 & 2 (P/F) depending on the configuration (I trade 3 configurations) - that's on 6 years backtesting, CL intraday 100-volume, approx 1100 trades total (1/2 of that for the P/F 2). Live trading since April yielded about 60% of the prior backtesting avg/trade on about 55 live trades.
  8. "What is your win/rate and profit factor?"

  9. January so far
    1 ES contract per trade
  10. Sergio77


    So far this year 100% win rate but I expect it to drop towards 70%.
    #10     Jan 27, 2013