I started working on the table, the final format will be
different but here's some of what I'll show. will put it on
the website. Then when system trades occur you can simply
reference
Great matt, Having them at each entry level would be great if
possible?
I have analysed the spy system over 25 years and have draw down
statistics for each entry, but as the spy systems as a whole not
the individual systems at each entry level. Like entry 3 have a max
DD of 4.85%. Entry 4 about 2.85% max. I have planned my entry
capital allotment based on these DDs. Beware of es futures
trades on entries 1 and 2 as can get Margin calls on their large
DDs
the general stats like winning%, profit factor time in trade are
for all trades, but for the max draw down for now I may just show
the 1st entry for simplicity
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I started working on the
Here's some thoughts on the reversion to mean system trades
Posted by matt on 2nd of Mar 2020 at 03:13 pm
I started working on the table, the final format will be different but here's some of what I'll show. will put it on the website. Then when system trades occur you can simply reference
Great matt, Having them at
Posted by elliotw on 2nd of Mar 2020 at 04:11 pm
Great matt, Having them at each entry level would be great if possible?
I have analysed the spy system over 25 years and have draw down statistics for each entry, but as the spy systems as a whole not the individual systems at each entry level. Like entry 3 have a max DD of 4.85%. Entry 4 about 2.85% max. I have planned my entry capital allotment based on these DDs. Beware of es futures trades on entries 1 and 2 as can get Margin calls on their large DDs
Matt that looks great --
Posted by puma on 2nd of Mar 2020 at 03:30 pm
Matt that looks great -- are those stats for all entries combined for each trade type?
the general stats like winning%,
Posted by matt on 2nd of Mar 2020 at 03:31 pm
the general stats like winning%, profit factor time in trade are for all trades, but for the max draw down for now I may just show the 1st entry for simplicity