Normal
Looks like a slight skew to the right for the profit factor using TT rather than random. That would also fit that we'd never probably trade a random system with any conviction.Here is something else to think about. Systems will shows periods of acceleration and deceleration during different market conditions. For example my trend following system is generating a lot more signals over the last 15-months than what it normally does. This stands to reason basis the market conditions. However, the annual return has also accelerated away from the long term mean (currently running at 60% vs. 28%). I view this as a good sign in that it's generating more trade frequency in favorable periods. In order to generate the average it will obviously revert back below the mean in worse times, that is, generating less signals which again I view as a positive.
Looks like a slight skew to the right for the profit factor using TT rather than random. That would also fit that we'd never probably trade a random system with any conviction.
Here is something else to think about. Systems will shows periods of acceleration and deceleration during different market conditions. For example my trend following system is generating a lot more signals over the last 15-months than what it normally does. This stands to reason basis the market conditions. However, the annual return has also accelerated away from the long term mean (currently running at 60% vs. 28%). I view this as a good sign in that it's generating more trade frequency in favorable periods. In order to generate the average it will obviously revert back below the mean in worse times, that is, generating less signals which again I view as a positive.
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