I am running historical analysis
Is there a statistic for the average and the maximum profit reached during the day?
I mean, every day the profit is fluctuating depending on the success of the last trade.
I would like to know what is the average profit reached during the day, over the historical period tested. The idea is, that if I reach this average profit I could stop the strategy, assuming that I have a good chance it will drop lower if I continue to run.
thanks
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