Advertisement
Elliot Copy Trading (による jamejia007)
The user has made his system private.
Elliot Copy Trading 討論
Jan 20, 2023 at 14:02
303 視聴
2 Replies
Oct 10, 2014からメンバー
5 投稿
Jul 04, 2023 at 20:31
Hi, this strategic have a adverse profit/risk factor, with profit factor 1,05 and drawdown -15%DD, also its seems performs a "martingale" strategic, with accumulating trades positions over the time.
Bull & Bear
Jul 05, 2023 at 09:45
As i know the drawdown of -15%DD suggests that the strategy has experienced a maximum peak-to-trough decline of 15% at some point. Drawdowns represent the potential risk and losses associated with a strategy. A drawdown of -15%DD indicates a moderate level of risk.
Oct 10, 2014からメンバー
5 投稿
Jul 05, 2023 at 14:39
(編集済みのJul 05, 2023 at 14:56)
strategy risk its not only drawdown measurement, profit factor / sharpe ratio, also are most important, this strategy keep openning trades over-the-time, equity growth VS equity , so strategy gains profit meanwhile more risk its accumulated (its a "martingale version") , that scenario appear in the "profit-risk-of-ruin" developed in may-10 (equity growth fall down to 0,32%), and recently june-28 equity finally fall down to 3.95 (with losses more than -16%)
Bull & Bear
*商用利用やスパムは容認されていないので、アカウントが停止される可能性があります。
ヒント：画像/YouTubeのURLを投稿すると自動的に埋め込まれます！
ヒント：この討論に参加しているユーザー名をオートコンプリートするには、@記号を入力します。
