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Can anyone out there tell me what kind of 'system performance profile' one
should strive for in terms of:
1) unleveraged annualised returns............above 15% or above 25% or
maybe above 50% but remember unleveraged..any thoughts...////
2) winner/loser ratio............is 50% good enough with correct money
management or is 75%+ achievable.......////
3) how should drawdowns be measured...and what percentage drawdown should
be expected////
4) what are the thoughts on the ratio of size of average wins to average
losses...is there a generally accepted ratio to look for////
5) how should the figures expected for a trend-following system be altered
for a range-trading system////
Obviously much of this is dependent on the market that one is trading
(personally I am primarily interested in the Fx markets) so maybe someone
could throw some light on the various expectations from markets with
different trending/ranging characteristics.////
Tom Nagle
Tullett & Tokyo Forex International,
Cable House,
54-62 New Broad Street,
London EC2M 1JJ.
Tel: +44 171 827 3409
www.tullett.com
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