The best strategy I have done: for data covering 5/30/08 to 10/21/08 110 trades net profit 48072 maxDD 1242 profit factor 6.7 kelly 61.88 Perf. Index 5.63
There are not many trades due to some filter design. position holding time doesn't seem to be very long. No other data to verify performance outside the data range yet. I have a question about data conversion, can I convert JBT5.08 data format to JBT6.03 format without losing critical information? if yes, then I can have a longer data range to test. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
