Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Strategy Testing Numbers.

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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?

    Comment


      #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

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by George21, Today, 10:07 AM
      0 responses
      4 views
      0 likes
      Last Post George21  
      Started by Stanfillirenfro, Today, 07:23 AM
      8 responses
      23 views
      0 likes
      Last Post Stanfillirenfro  
      Started by DayTradingDEMON, Today, 09:28 AM
      2 responses
      16 views
      0 likes
      Last Post DayTradingDEMON  
      Started by navyguy06, Today, 09:28 AM
      1 response
      6 views
      0 likes
      Last Post NinjaTrader_Gaby  
      Started by cmtjoancolmenero, Yesterday, 03:58 PM
      8 responses
      32 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Working...
      X