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> ideally greater than 100 before the results are statistically valid...
That's correct.
The figures I gave were not real, but were based on a small portion
of a backtest of over 10,000 trades.
Bodaire
---------
Tom Sprunger wrote:
IMHO, the results from all are useless
from a statistical point of view.
You don't have enough trades in any of them for the results to
be
statistically valid. You need a minimum of 30 and ideally
greater than 100
before the results are statistically valid.
----- Original Message -----
From: "Bodaire" <bodaire88@xxxxxxxxxx>
To: "EquisMetaStock" <equismetastock@xxxxxxxxxxxxxxx>; "MetastockUsers"
<Metastockusers@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 27, 2004 12:22 AM
Subject: [Metastockusers] Which is Better?
> I've been thinking about this question and I can't
> decide which is better. The figures are for 1.00
> Lots per trade with no MM. I don't know which
> would give better results with MM. Here are some
> sample figures for A, B and C:
>
> %Profit
A) 48 B) 65 C) 80
> #Trades A) 12
B) 18 C) 25
> #W/#L A)
1.87 B) 1.98 C) 2.79
> %Prof/Trade A) 4.00 B) 3.51 C) 3.21
> %Prof/Day A) 1.49 B) 2.01 C) 2.50
>
> What's more important in the long run? Making more
> money per trading day (1 week=5days)? Making more
> money per trade with less trades? The better W/L
> ratio? Something else?
>
> Bodaire
> -----------
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