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upi is the most important personally, some metric that measures
semi-standard deviation.
----- Original Message -----
From: "eric paradis" <thechemistrybetweenus@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 13, 2005 4:06 PM
Subject: Re: [amibroker] What metrics do you use for comparing systems ?
> drawdown, annual return, time from drawdown to new
> high, # of trades, win/loss %, avg winner , avg loser.
> Should be enough there to come up with a good idea
> about what is a good system.
>
> Eric
>
> --- Condottiere <manset01@xxxxxxxx> wrote:
>
> > Hi,
> >
> > I am relatively new to trading and I've been going
> > through a variety of
> > sources about system comparison and robustness (i.e
> > Kaufman and so on).
> > However, I'd be really interested in what serious
> > traders find useful in
> > the real world.
> > For instance, do you use standard metrics or custom
> > metrics ?
> >
> > Manu thanks for your thoughts and your guidance.
> >
> >
> >
> >
> >
> >
>
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> >
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> >
>
>
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