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Sorry neo I use Tradestation for most of my system tests and they do report
max drawdown. I once designed a system that had an average drawdown of only
8% which I thought was pretty good until I realized the max drawdown was
nearly 40%. I couldn't trade a system like that. Metastock might be using
max open trade drawdown for that figure I don't know.
Best regards
John Manasco
----- Original Message -----
From: "neo" <neo1@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, May 24, 2001 9:57 PM
Subject: RE: QQQ System Test
> John
>
> Cannot tell you the max drawdown. Does MS's System Tester give you this?
The
> Avg is what is given in the System Tester report and my guess would be
that
> it is % of equity.
>
> neo
>
>
> That looks good on the surface. What is your max drawdown? The Avg
> gain/trade is that per share?
>
> John Manasco
>
>
> > I have been working on a system to trade QQQ. It is still preliminary.
The
> > first trade was 4-16-99. It is an EOD system set up with MS. Results:
> >
> > Profit% = 317.44
> > Total trades = 140
> > Winners = 82
> > Losers = 58
> > Avg Gain/trade = 2.1
> >
> > Just curious how this compares with other systems trading QQQ.
> >
> > neo
> >
> >
>
>
>
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