mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | Well Steve, I’ve gotta say that’s one amazing port sim run! Obviously, there’s something going on other than simply MOC vs MOO - and I certainly hope it’s legitimate. If it is, you’ve found the holy grail. If you haven’t already, I’d recommend that you export the trades for both runs to see what’s happening. From what you’ve posted, it looks like you may be taking 1 trade at a time at 100% equity and allowing your ATRKing strategy to do its magic. Is it entering and exiting on the same day? It’s showing 5,730 trades and 80%HR for your Custom Universal method with a 27% MDD. I estimate there should be about 6,300 trading days from 11/19/93 to 11/27/18, so that may be 1 trade / day? What does it show for the % Of Equity method? The % Of Equity is an incredibly straight line with only an 11% MDD. That could be excellent (beyond excellent?) if you’ve actually found a way to enter at the open and then get out the same day with a profit… or it could be a bug. Hope you’re right, but…??? Mark P.S. Write to us after you move to the South Pacific island you buy... [Edited by mholstius on 11/28/2018 7:31 AM] | |
