Sparring on MetaQuotes-Demo demo accounts - page 115

 
Server Muradasilov:


Yes

The drawdown, I completely agree with the service signal.

Don't know what he'll say.

Andrey Dik

I don't think we should wake him up, he will probably agree ... I mean, at 20% it would be really sad and depressing.


ParticipantFundsBalanceIncreaseDrawdownC.SharpeP.fact.Initial depositStart depositMTScore
1Igor Volodin80 989.8072 670.19709.90%42.92%0.535.2380%">170.60%10 000.00 USD52.00" class="plus sh dl1 col_click">2.334
2Sergey Don33 963.2234 075.16235.45%14.24%0.192.1380%">96.98%10 124.80 USD41.699
3Igor Rybakov16 030.2816 030.2860.30%3.44%0.8455.1380%">99.87%10 000.00 USD41.658
4Ziheng Zhuang11 408.8811 435.7614.09%10.78%1.30300.1217.95%10 000.00 USD41.605
 
Vitaly Muzichenko:
OK, then whoever has more than 30% drawdown is automatically excluded from the second nomination. Right?

I was talking about 20%.

We need to add a 20% cutoff to the formula, everyone has forgotten about it. If the drawdown reached more than 20%, the score is equated to 0.0.

 
Sergey Gritsay suggested adding deposit loading to the calculations, but did not say how to use it. Maybe the results will be better?
 
Yuriy Zaytsev:

I don't think there's any need to wake him up, he'll probably agree... but really, at 20% it would be sad and depressing.


ParticipantFundsBalanceIncreaseDrawdownC.SharpeP.fact.Initial depositStart depositMTScore
1Igor Volodin80 989.8072 670.19709.90%42.92%0.535.2380%">170.60%10 000.00 USD52.00" class="plus sh dl1 col_click">2.334
2Sergey Don33 963.2234 075.16235.45%14.24%0.192.1380%">96.98%10 124.80 USD41.699
3Igor Rybakov16 030.2816 030.2860.30%3.44%0.8455.1380%">99.87%10 000.00 USD41.658
4Ziheng Zhuang11 408.8811 435.7614.09%10.78%1.30300.1217.95%10 000.00 USD41.605
Yeah, your place on the list is really sad and depressing. You should have dabbled less in drawdowns.
 
Andrey Dik:

It was about 20%.

We need to add a 20% cut-off to the formula, everyone has forgotten about it. If the drawdown reached more than 20%, the score is equated to 0.0.

Andrei, well 20% would be really unfortunate(
 
Vitaly Muzichenko:
Sergey Gritsay suggested adding deposit loading to the calculations, but did not say how to use it. Would the results be better?
No, loading is the use of funds. The bigger it is, the more efficiently the funds are used.
 
Andrey Dik:
No, loading is the use of funds. The bigger it is, the more effectively the funds are used.
Well, that's understandable, except that it is used, but not for long=)
 
Andrey Dik:

It was about 20%.

We should add a 20% cut-off to the formula, everyone has forgotten about it. If the drawdown reached more than 20%, the score is equated to 0.0.

The golden mean is 25% ?

 
Server Muradasilov:

The gold median is 25% ?

Let it be like in the service - 30%. it's quite vital. more is stupid.

You can load the deposit at 100% and still keep the drawdown to 30%. This is the efficient use of funds at acceptable risks. Loading - efficient use of funds, drawdown - risk.

We can see where excessive risk leads. the leader is lucky. If the market goes the wrong way, he'll be blown off the podium in no time.

 
Server Muradasilov:

The gold median is 25% ?

Nothing definitive yet, we'll decide later when everyone arrives