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I can't disagree with this rational, although anything can be compared. System 1 beat system 2 - why is another issue:)


Have a look at http://drawdown.blogspot.com/2006/03/comparing-systems-using-monte-carlo.html


Whilst the post doesn't answer your point in the timeframe that I trade I have found that the entry / exit  combo is very important. The exit isn't the only aspect of the system that is adding to performance.


I know because I tested random entry versus breakout entry and the same exit criteria for both systems.


Obviously it is worthwhile for every trader to objectively define what they mean by "beat" and do their own work on determining what works for them.


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