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Lain Bogle

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Posts: 254

Joined: 3/7/2006
Location: Stratford, ON

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Subject : RE: XLS-19 V2 + other strategies
Posted : 5/23/2017 11:40 AM
Post #29562 - In reply to #28561

The Test period is 1990 to May 2017 (you can kind of see that from the years at the top of the chart).

MDD did go up 3.5%, but overall profit did not go down.
It went from 31,000% to 169,000%.
Over 5 times increase in profit for just a 3.5% increase in MDD.
Profit factor did go down, but Calmar Ratio went up.
And for that 5 times increase in profit it only added another 2000 trades over 27 years.


That's just one example of combining. Nirvana has many mechanical strategies you can combine. The more you combine to get your average invested number up, the more your money is working for you, the more profit you make (of course it depends on the strategies combined).


Lain
Deleting message 29562 : RE: XLS-19 V2 + other strategies


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