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Strategy Testing Numbers.

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    Strategy Testing Numbers.

    On the Summary with running backtesting:

    1. What would be considered a absolutely greg>Profit Factor>Sharpe Ratio>Ratio avg. Win/loss>and avg MAE,MFE, ETD?

    2. Also, what is the highest you have seen in the same areas? >Profit Factor>Sharpe Ratio>Ratio avg. Win/loss>and avg MAE,MFE, ETD?

    Thanks again...

    #2
    oh, yea, what would be considered a fantastic Max. Time to Recover?

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      #3
      birdog, it's really hard if not impossible to generalize those values. If you have reasonable slippage and comission included and can generate profit factors of 1.5 and higher, I would recommend checking the strategy out in our Market Replay as next step.
      BertrandNinjaTrader Customer Service

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