How do you improve signal reliability by all five? - page 9

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Ivan Butko:

Just opened the signal, the drawdown is 2%, and already three sticks are burning orange.
I have not done anything yet.

How to make all green? It's already impossible?
What kind of algorithm is this...

UPD

Oh, it's fixed. All green. Thanks
My understanding is that if you sit in minus for a while, the reliability goes down. Either because of the low leverage.

Pick a leverage of 1:100000 and you will have all five sticks of hope)
This is a 100% useless parameter, it is calculated based on the deposit load. Having different shoulders the same strategy on 2 signals with the same depo will measure different reliability. Now tell me, what's the use of it?)
 
Yousufkhodja Sultonov:

Sergei, I now tend to think that, FS is not considered correctly. I think defining FS as Net Profit = Net Profit/Maximum Drawdown does not reflect the danger that lies in this definition of FS as a factor of reliability. Here's the thing: we take the net profit on an accrual basis for the whole time of trading, and the maximal drawdown - for a short time when it occurs. This results in exaggerated values of FV misleading a trader. It seems to me that drawdown should also be cumulative, but I do not know how to do it.

No. You should not use cumulative drawdown.

You just have to take not the net but the "specific" recovery factor. That is, the "recovery factor per year". To do this, we count the recovery in the usual way, and divide by the measurement interval in years. In this case - we can compare the performance of the TC over different time periods.

 
Konstantin Nikitin:

FV does not tell you anything. The score can have good FS values, but the trade can be average. Yes, you can watch it as an indicator, but you should not rely on it at all.

Can we have a graph of equity where the recovery factor would be, say, 15 for the year and the "trade would be average" ?

 
Georgiy Merts:

And can we have a graph of equity where over a year the recovery factor would be, say, 15 and the "trade would be average" ?

It's all in plain sight, you'll want to see it...

 
Konstantin Nikitin:

It's all in plain sight, if you want to see it...

I don't see it, please point it out.

 

There was

Georgiy Merts:

I don't see it, please point it out.

A completely strange graph was shown, with clearly no more than two recovers, but the properties flaunted the figure of 200+.

Reminder. Recoveries (recovery factor) is the ratio of profit to the largest drawdown. It should be measured by means. That said, I also divide it by the trading time in years.

If we have a drawdown of funds of 2000 and a profit of 2500 in nine months, the recovery comes out 1.25 and 1.67 in a year. Where the figure of 200 comes from - I don't understand.

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