I agree that the period is short and the trade number is low to qualify any statistic significance. For the low number of trades: entry condition is more strict due to filter design. but exit is relaxed. It means open position wouldn't hang on too long.
On 11月21日, 下午10时04分, nonlinear5 <[EMAIL PROTECTED]> wrote: > > 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 -~----------~----~----~----~------~----~------~--~---
