Frank Birch Veteran   Posts: 174 Joined: 3/25/2006 Location: UK  User Profile | I've further gone into detail on my criteria for accepting if the results and simplified it with numbers. Normally i do this on paper but here it goes how to explain what you need to see in your results. 1/ Consistency in Trades (90% and 110%) 2/Minimum Hit Rate Requirement (70%) 3/Minimum Number of Trades (100) 4/Maximum Drawdown Constraint (30%) These are the same for BT/FT. If you take a look at the performance below they are very close on all counts on BT/FT. this then shows me its a very solid strategy to then pursue further using the Port Sim. i have just done a larger data set to show you guys consistency across both BT/FT with the performance report using 2 years BT / and 2 years FT. ive taken the APN out of the formula as id rather use the port sim. Regards Frank Birch [Edited by Frank Birch on 11/12/2023 3:35 AM]  Attached file : Formula.png (29KB - 347 downloads) Attached file : Peformance Report.png (206KB - 334 downloads) |
