Hi Fred,
As per previous posts, The common stats are realy just a start
point. The ability to test said formula/system in a controlled
environment for more detailed analysis is what the rest of the framework
is designed for.
Thanks for your list too.
ATB
Michael.
Fred wrote:
>
> Most common ?! ... Should one really care what the most common are ...
>
> I'll chip in five from the list in no particular order ...
>
> Number of Trades
> CAR
> MDD
> UI
> KRatio ( One based on the log of Equity i.e. Not the one in AB )
>
> Additionally I'll add that while back test statistics tell something
> about how well one can curve fit a system to the data, this will at
> best get one to about 10% of where one needs to be to determine whether
> one has something tradable or not ... With nothing more I'd suggest one
> take half the CAR and double the MDD's and if it still feels tradable
> then MAYBE it is, but one still really doesn't have a clue.
>
>
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