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At what combined commission and slippage rate so we have a clue
exactly how REAL it is ?
> A real example:
> The system xxSys005 has the following data:
> pWinRate = 0.64
> pProfitRate = 0.82
> ER = (0.64 * 0.82) / (0.64 * 0.82 + (1 - 0.64) * (1 - 0.82)) = 0.89
> That means: this system makes up 89% of an ideal system.
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