Why most of the system metrics are useless numbers

Discussion in 'Strategy Building' started by traderum, Dec 19, 2009.

  1. maxpi

    maxpi

    A smooth rising equity curve over a fairly large number of trades over enough time to represent different market conditions is all I look for. If someone demands to know the Sharpe ratio, etc. I can get if for them but until then, forgetit..
     
    #31     Dec 20, 2009