> 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 >
These are very good results, but they probably have pretty low statistical significance, since the number of trades is too small, and the time period is too short. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
