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In a message dated 98-07-11 07:41:54 EDT, he96@xxxxxxxxxxxxxx writes:
<< In general such long term test results dont have any value for me as you
cant
see what happenend during the time - i.e. this system below MIGHT have made
1 million in first 5 years and then continously keep on loosing - you cant
judge
from those numbers. I like to look at an equity curve.
rgds hans
>>
agree an equity curve is a better approach. however if it made a million then
ended
up with 240 thousand you would see this in the max drawdown which would be 760
thousand instead of 36 thousand .
i can send you the trade by trade printout out if you like. i am not all that
interested in this sysytem are you ?
do you hold spoos futures contracts / would you hold them this long ??ie a
year plus.
dale
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