What is the win/loss ratio of the system that you guys trading? I'm trying different things and usually get 40% win/loss with 3:1 profit factor. I was wondering how many trade 60%+ win/loss or higher profit factor.
On average the win loss is 60-65%. Winners and losers are around equal in size (winners a little higher).
are these systems intraday or end of day? What about drawdowns? How many consecutive losers does the system have in a backtest? What is the size of the win / loss? 3:1? 5:1? Without any information, win /loss doesnt tell you the extent to which the system will be profitable
I just asked a general question to get an idea if anybody trading systems with high win/loss ratio. Don't want to complicate things in this post...
64.29% profitable Profit factor 7.7089 W/L 4.3105$ W/L 4.0543% Modified Sharpe Ratio 0.6942 Avg DD 3.16% Worst DD 8.21% Max consecutive wins 8 Max consecutive losses 3 Actual results from the last 126 trades in my Eod system.
are these systems intraday or end of day? Intraday trading model. What about drawdowns? Depends on size I am pulling. At my current size the max drawdown should be around 20-25% with probable swings of 10-15%. Yes I am highly leveraged but this is on my personal problem and I can stomach that. How many consecutive losers does the system have in a backtest? 6 stop outs on 6 different pairs. What is the size of the win / loss? 3:1? 5:1? Varies from 1:1 to 2:1
one of my systems, intraday, forward testing 74% win W/L inching towards 2:1 Max wins 18 Max losses 4 Sharpe horrible struggling with stop placement, avg win close but not greater than avg loss, also hold time still too long pareto rule can work here: 80% of profits from 20% of trades, concentrate on those 20% winners (increase size)