RE: Yes on Sharpe Ratio, BUT is it enough?

["Ivo Karindi" <ivo@xxxxxxxxx>]

But if the percntage of losses vs. the percntage of winners remains the
same, he still will have a certain number of losses in a row somewhere down
the road.  More winners vs. losers will make it less likely to happen.  I
had the impression the main concen here were the flat/downward periods in
the equity curve.  Of course, another solution might be increasing the trade
frequency through diversification, which might cure the "hard-to-sleep"
periods as well.

Ivo

-----Original Message-----
From: M. Simms [mailto:prosys@xxxxxxxxxxxxxxxx]
Sent: Monday, January 07, 2002 12:42 AM
To: omega-list@xxxxxxxxxx
Subject: RE: Yes on Sharpe Ratio, BUT is it enough?

or WAIT....maybe this particular system would be more conducive towards
improving the win/loss ratio and should not worry about the %wins ??????


> -----Original Message-----
> From: Ivo Karindi [mailto:ivo@xxxxxxxxx]
> Sent: Sunday, January 06, 2002 4:43 PM
> To: Ernie Bonugli; omega-list@xxxxxxxxxx
> Subject: RE: Yes on Sharpe Ratio, BUT is it enough?
>
>
> In my opinion this has more to do with probabilities not so much
> with Sharpe
> Ratio or Profit factor.  In order to decrease the probability of flat
> periods, you should increase the %profitable number while maintaining the
> avg win/avg loss ratio.
>
>
> Ivo