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Is that 110% average PA or total?
Millowena
On Mon, 17 Apr 2006 13:48:03 -0000 "Fred" <ftonetti@xxxxxxxxxxxxx>
writes:
> Are the numbers you posted in sample or out of sample ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@xxx>
>
> wrote:
> >
> > I know it depends on what you want personally for risk/reward, but
>
> I'm
> > curious as to what other people's systems (developed in Amibroker)
>
> are
> > performing like. You don't have to share your code or the idea
> behind
> > your system (unless you want to), but I'm curious.
> >
> > Over the last 10 years, say, what is your annual profit %, max
> > drawdown, % winning trades, etc.?
> >
> > I have a long system that has returned around 110% since 1996.
> Its
> > winning % is 47%, and the system drawdown is 28%. It is a
> > reversal-based, swing-daytrade system.
> >
>
>
>
>
>
>
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