Which plan is better in term of their performance?

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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oem7110
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Which plan is better in term of their performance?

Post by oem7110 »

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 »

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 »

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 »

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 »

Something NQR going on here ??
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rhc
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Post by rhc »

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 »

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 »

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