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Hi R0n1n,Looks the goods to me.28%pa is nothing to scoff at.Only 82 trades in 10 years, which is mad.Your not doing much for 28%pa!!Average holding time almost 2.5years for the winners.50% winners is nice, but i would imagine R/R would be something special Max.DD is 52%, but it looks like this is only through 1 run.Have you done a montecarlo analysis on this system and how is it looking?
Hi R0n1n,
Looks the goods to me.
28%pa is nothing to scoff at.
Only 82 trades in 10 years, which is mad.
Your not doing much for 28%pa!!
Average holding time almost 2.5years for the winners.
50% winners is nice, but i would imagine R/R would be something special
Max.DD is 52%, but it looks like this is only through 1 run.
Have you done a montecarlo analysis on this system and how is it looking?
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