> Thanks Eugene. That helps. I also have been looking at percent > winning trades > vs percent loosing trades because its straightforward. Do you think > that overlaps with > Profit Factor, PI, + Kelly? >
Percent of winning trades by itself is not very meaningful without the knowledge of the average winning trade and the average losing trade. That's why I stick with just PF and PI, and sometime Kelly. > I haven't > been able to > beat the best JBT sample strategies for the dataset I have. Well, it took me some time to find the right sample strategies, so it's not surprising that they are hard to beat. > Does Equalizer3 perform really well for the full > year dataset? Unfortunately, it does not. It's a consistent winner in 2008 and a consistent loser in 2007. So something is missing in the strategy design. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
