Australian (ASX) Stock Market Forum

system metrics comparison

  1. W

    Multi system analysis - Amibroker

    I wanted to see how my systems would perform if I were to run them at the same time and see if I would be better off to do so. And I thought I would share this with others as well. First: there is a tutorial here, https://decodingmarkets.com/combine-equity-curves-in-amibroker/ . Please note...
  2. P

    Trend System Metrics Comparison

    If you had to choose one of the below three trend following systems to trade, which one would you pick and why? System A: CAGR 24% maxDD 31% MAR 0.77 W/L 2.18 Win% 43% System B: CAGR 31% maxDD 39% MAR 0.79 W/L 2.30 Win% 47% System C: CAGR 28% maxDD 24% MAR 1.17 W/L 1.73...
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