evaluating system tests

["Chris Cheatham" <nchrisc@xxxxxxxxxx>]

I guess this fits with the recent popping drawdown discussion. I wonder how
others have handled evaluating system results on say ND, when the value of
the contract has gone away so much.  Right now, my approach is to vary
position size based on the value of the contract so as to get an equity
curve that is meaningful. Assume the equivalent futures to get to X dollars
of stock. Otherwise the recent results hardly make a dent in a drawdown
figure from a few years back. Or I guess you could do a series of short term
tests and average them.Any other ideas?

Thanks,
Chris