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.
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
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? . . .
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?
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 ?