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How to evaluate this performance?

Lugevho17
Mar 20 2016 at 07:31
25 posts
How would you evaluate a trading system that return 10% profit each month with 10% drawdown? Safe? performant? realist?

StoneHeart (StoneHeart)
Mar 20 2016 at 15:18
131 posts
It will be looking good with 1 year history , and drawdown 10%

Small GAIN, big WIN
togr (togr)
Mar 21 2016 at 15:31
4862 posts
Lugevho17 posted:
How would you evaluate a trading system that return 10% profit each month with 10% drawdown? Safe? performant? realist?


Why dont you post the link to such system?

stian
Mar 21 2016 at 21:24
325 posts
Over the last 5 years? Exellent.

Over the last week? Meh.

HF_Systems
Mar 27 2016 at 13:32
3 posts
As Ivan says, if max DD stays at 10% by the end of the year and the total return is 120% i.e. 12x the max DD then it looks very good. Please bear in mind that this is just for one system which is not as robust as trading a basket of systems as I do. Just out of interest my systems in combination are running at a similar kind of rate:

https://www.myfxbook.com/members/fuzi4960/howard-friends-managed-hedge-fund/1474752

I am trading a basket of 10-15 systems where capital is allocated to each component system on an equal basis according to historical maximum drawdown (10-12 years). In this way I am not at the mercy of any one system falling down or under-performing as there are many systems at work at the same time.


Professional4X
Mar 31 2016 at 22:14
1189 posts
HF_Systems posted:
As Ivan says, if max DD stays at 10% by the end of the year and the total return is 120% i.e. 12x the max DD then it looks very good. Please bear in mind that this is just for one system which is not as robust as trading a basket of systems as I do. Just out of interest my systems in combination are running at a similar kind of rate:

https://www.myfxbook.com/members/fuzi4960/howard-friends-managed-hedge-fund/1474752

I am trading a basket of 10-15 systems where capital is allocated to each component system on an equal basis according to historical maximum drawdown (10-12 years). In this way I am not at the mercy of any one system falling down or under-performing as there are many systems at work at the same time.




If it looks too good to be true, it's probably a scam! Let the buyer beware.
Kevinrichard
Apr 06 2016 at 13:47
137 posts
You can see if you are a good trader like this :

- Stable profit each month
- Low drawdown (less than 15%)
- Stoploss used

You should check my PAMM account. I trade like this on my account.
I have 10 years experience in Forex.
I trade with my own capital of 15 000$

See you

togr (togr)
Apr 06 2016 at 13:49
4862 posts
Kevinrichard posted:
You can see if you are a good trader like this :

- Stable profit each month
- Low drawdown (less than 15%)
- Stoploss used

You should check my PAMM account. I trade like this on my account.
I have 10 years experience in Forex.
I trade with my own capital of 15 000$

See you


While the parameters you stated are indeed right you did not mention account should be at least 6 months old to prove the low DD will remain low.

Kevinrichard
Apr 06 2016 at 14:09
137 posts
togr posted:
Kevinrichard posted:
You can see if you are a good trader like this :

- Stable profit each month
- Low drawdown (less than 15%)
- Stoploss used

You should check my PAMM account. I trade like this on my account.
I have 10 years experience in Forex.
I trade with my own capital of 15 000$

See you


While the parameters you stated are indeed right you did not mention account should be at least 6 months old to prove the low DD will remain low.


Yes of course. In case of my Pamm account its new, but i trade like this during 5 years !

togr (togr)
Apr 06 2016 at 14:21
4862 posts
Kevinrichard posted:
togr posted:
Kevinrichard posted:
You can see if you are a good trader like this :

- Stable profit each month
- Low drawdown (less than 15%)
- Stoploss used

You should check my PAMM account. I trade like this on my account.
I have 10 years experience in Forex.
I trade with my own capital of 15 000$

See you


While the parameters you stated are indeed right you did not mention account should be at least 6 months old to prove the low DD will remain low.


Yes of course. In case of my Pamm account its new, but i trade like this during 5 years !


It would be nice to see such account - publish it here. After 5 years of compounding you have to posses millions of USD;)

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