Re: [xlt] statistical expression to compare equity consistency

[rudolf stricker <lists@xxxxxxxxxxx>]

On Mon, 1 Oct 2001 23:14:01 +0200, you wrote:

> Does exist any
>statistical expression to measure the consistency of equity return?

I use a weighted combination over 5 years of 
	Profit,
	Number of trades / month,
	Number of winning / number of loosing trades,
	Win / losses,
	Max win,
	IN rate, and 
	Tail volume of loss distribution
to measure my personal "consistency of equity return".
My 0.5 cent. - Suggestions welcome.

mfg rudolf stricker	
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