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Well, that depends on the system Evo. I only do
longterm systems, and i have no experience with short
term systems so i would hestitate to tell you exactly,
but ill give you basic ideas for long term systems
drawdown, 25-50% with a 50% being a crash like
drawdown (a la 2000)
annual return, 20-50%+ dont trade it unless it can
beat an index of provide a tiny drawdown
time from drawdown to new high, 3-12 months
# of trades, minimum 500 for a decent backtest
win/loss %, 40-65% winners
avg winner , depends on timeframe
avgloser. depends on timeframe 10% avg loser for long
term is good
win size 3-4X loser for long term systems
loss size lose no more than 1-2% of equity in each
trade
--- Evo1 <Evo1@xxxxxxxxxxx> wrote:
> eric paradis a écrit :
>
> >
> >Should be enough there to come up with a good idea
> >about what is a good system.
> >
> >Eric
> >
> Hi,
>
> For these metrics, could you give the values you
> consider as
> "satisfactory" ?
>
> Thanks in advance,
> Evo1
>
>
>
>
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