Bablokos 2 : risen from the Tlene - page 19

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Dmi3:

You are a forex trader, aren't you? It would be interesting to test something similar on stocks.

A system with a maximum drawdown of 50% and an average annual profit of 10% goes straight in the bin. Anything that gives an average annual profit/max drawdown <=1 is not suitable for trading.

how old are you?

have you managed to calculate the annual average profit on the drawdown ?

if the information comes from the tester, that's where the profit should come from too :-)

 
Dmi3:

You are a forex trader, aren't you? It would be interesting to test something similar on stocks.

A system with a maximum drawdown of 50% and an average annual profit of 10% goes straight to the bin. All that gives an average annual profit/max drawdown <=1 is not suitable for trading.

I also use the same criterion - it's a recovery factor. Only I use monthly averages.

 
Maxim Kuznetsov:

and how old are you!?

have you managed to calculate the average annual profit per drawdown?

If the information is from the tester - then the profit should be taken from there as well :-)

Of course from the tester, where else? Do you have any other methods? Do you have any sacral knowledge to share?

 
khorosh:

This is also the criterion I use - it's the recovery factor. Only I use monthly averages.

In my opinion, the ratio of profitability to risk should be 1 to 3. This is what should be initially put in the system, where in real trading due to force majeure and errors this ratio will be unvarying to realities. On my estimates on Si you can safely do 20% per month at 5% risk. Well, it was my idea from the very beginning. But the real yield is much lower.
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