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People have mentioned the *Tharp* book as being a good starting point 
for exploring trading statistics. I'd like to add that *"The Trading 
Game" by Ryan Jones* has lots of interesting stuff to say about money 
management and system development. He has a chapter on statistics and 
even provides a basket of eight stats with an explanation of each. Good 
simple stuff but I've found it useful. Have written CBT code for the 
stats if anyone's interested. G
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