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Hi das300,
Wednesday, November 24, 2004, 1:46:41 PM, you wrote:
dtca> what is the max adverseor fav exursion exactly?
This is the maximum of both the favorable move (fav) or negative move
(adverse) that any trade had during its lifetime.
For example: If you entered a buy at 100, and during any time before
the sell, the value hit 85, the max adverse would be 15 percent.
This is a very good statistic to know for any system, because if one
cannot withstand the maximum adverse moves, one cannot hang around
for the profits, should they come.
As for the maximum favorable, if it is consistently higher than the
actual percentage profit, one might suspect that an earlier (or even
later) exit might be in order. In any case, one would not be exiting
optimally if that was true.
Yuki
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