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This has been discussed many times on the list. It's probably all in the
archives.
It is not necessary to do percentage calculations or to buy expensive
add-ins. All you need is vary your size (number of contracts/shares
traded) during the backtest so each trade is risking an equal dollar
amount. Then all the standard TS stats become meaningful.
Of course, people selling books and/or software advocating percentages
will no doubt disagree. :-)
--
Dennis
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