Hello Folks,
I have two systems that I designed and would like you to judge for me which is the best as I cannot decide for myself.
Also I want this thread to be about trading system's and how to be able to select the best from among many. This thread is also for all of us to share our test results to compare with each other. If you like this idea please respond. I currently have two systems that I designed but I am unable to make up my mind which one is best. I am posting the test results here for your valuable comments.
Thanks & Regards,
Preston.
SYSTEM 1 SYSTEM 2
Initial capital 1000000 1000000
Ending capital 90996658.31 90808655.44
Net Profit 89996658.31 89808655.44
Net Profit % 8999.67% 8980.87%
Exposure % 70.83% 67.21%
Net Risk Adjusted Return % 12706.31% 13363.36%
Annual Return % 56.96% 56.93%
Risk Adjusted Return % 80.42% 84.71%
All trades 309 425
Avg. Profit/Loss 291251.32 211314.48
Avg. Profit/Loss % 27.66% 17.04%
Max. trade drawdown -2802527.69 -3459896.76
Max. trade % drawdown -89.76% -93.60%
Max. system drawdown -10091932.51 -8820203.48
Max. system % drawdown -44.58% -32.73%
Recovery Factor 8.92 10.18
CAR/MaxDD 1.28 1.74
RAR/MaxDD 1.8 2.59
Profit Factor 6.75 7.1
Payoff Ratio 7.53 7.84
Standard Error 9658706.19 10115564.08
Risk-Reward Ratio 0.48 0.41
Ulcer Index 18.55 13.95
Ulcer Performance Index 2.64 3.51
Sharpe Ratio of trades 0.5 0.6
K-Ratio 0.0276 0.0236
I have two systems that I designed and would like you to judge for me which is the best as I cannot decide for myself.
Also I want this thread to be about trading system's and how to be able to select the best from among many. This thread is also for all of us to share our test results to compare with each other. If you like this idea please respond. I currently have two systems that I designed but I am unable to make up my mind which one is best. I am posting the test results here for your valuable comments.
Thanks & Regards,
Preston.
SYSTEM 1 SYSTEM 2
Initial capital 1000000 1000000
Ending capital 90996658.31 90808655.44
Net Profit 89996658.31 89808655.44
Net Profit % 8999.67% 8980.87%
Exposure % 70.83% 67.21%
Net Risk Adjusted Return % 12706.31% 13363.36%
Annual Return % 56.96% 56.93%
Risk Adjusted Return % 80.42% 84.71%
All trades 309 425
Avg. Profit/Loss 291251.32 211314.48
Avg. Profit/Loss % 27.66% 17.04%
Max. trade drawdown -2802527.69 -3459896.76
Max. trade % drawdown -89.76% -93.60%
Max. system drawdown -10091932.51 -8820203.48
Max. system % drawdown -44.58% -32.73%
Recovery Factor 8.92 10.18
CAR/MaxDD 1.28 1.74
RAR/MaxDD 1.8 2.59
Profit Factor 6.75 7.1
Payoff Ratio 7.53 7.84
Standard Error 9658706.19 10115564.08
Risk-Reward Ratio 0.48 0.41
Ulcer Index 18.55 13.95
Ulcer Performance Index 2.64 3.51
Sharpe Ratio of trades 0.5 0.6
K-Ratio 0.0276 0.0236