Which plan is better in term of their performance?

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oem7110
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Which plan is better in term of their performance?

Post by oem7110 » Mon Nov 19, 2012 10:02 pm

There are two performance for an assumed trading plans, and
Does anyone have any suggestions which plan will be better in term of their performance?
Thanks in advance for any suggestions

http://i1093.photobucket.com/albums/i43 ... /Plans.jpg

rhc
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Post by rhc » Tue Nov 20, 2012 1:53 am

I don't see any measure of risk (i.e. drawdown,stddev or whatever) in your two performance tables so should we assume you are not interested in risk adjusted performance? . . . :?

oem7110
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Post by oem7110 » Tue Nov 20, 2012 2:35 am

rhc wrote:I don't see any measure of risk (i.e. drawdown,stddev or whatever) in your two performance tables so should we assume you are not interested in risk adjusted performance? . . . :?
Let assume the risk for both systems are same, do you have any suggestions on which one is better?

Thanks you very much for any suggestions

Moto moto
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Post by Moto moto » Tue Nov 20, 2012 3:40 am

assuming everything is the same and risk, avg max adverse drawdowns are the same, instruments the same, liquidity the same, slippage the same, reality for both is the same.
Except that the strategies are different - otheriwse why bother ?

Take your money - split it in two and trade both.

rhc
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Post by rhc » Tue Nov 20, 2012 6:09 am

Something NQR going on here ??
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rhc
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Post by rhc » Tue Nov 20, 2012 6:14 am

You might also like to study this post (and it's associated 'branches')

viewtopic.php?t=6597&highlight=performance+measure

oem7110
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Post by oem7110 » Tue Nov 20, 2012 6:23 am

I just make up the profit number, my intention is to know how to determine which plan is better for learning purpose.

Do you have any suggestions?
Thanks everyone very much for any suggestions

rhc
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Post by rhc » Tue Nov 20, 2012 7:33 am

oem7110 wrote:I just make up the profit number
lmaoshmsfoaidmt !!! :lol:

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