Mark Holstius![]() Elite ![]() ![]() ![]() ![]() Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL ![]() | Other interesting points in the example... Suppose you decide 20% is the highest you want to put on any trade (#2). By checking "Allow Settings...", you get the benefit of the strategies with "normally" higher Qty% strategies, but now with their entries lowered to 20%; Ending Equity goes from 3.7M to 5.4M and CALMAR from 3.90 to 4.56 (#2 vs #5). Comparing #3 to #5: The highest Qty% on any trade is lowered from 30% to 20%, but by checking "Allow Settings..." the Ending Equity goes from 4.9M to 5.4M and the DD decreases. CALMAR increases from 4.12 to 4.56. Mark [Edited by Mark Holstius on 1/21/2014 8:26 AM] |