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What is acceptable level for annual drawdown compared to performance ratio?

WahJay (wahjay)
Apr 22 2013 at 00:05
41 投稿
Hi everyone,

I'm currently working on EA's and i'm studying the drawdown compared to the performance annually.

My question is simple : what is the industry acceptable level for drawdown compared to the performance in terms of ratio?

I heard from a pro once, annual profit % has to be at least twice more than the annual drawdown.

If you have any details concerning profit factor too and average win to average loss ratio , anything is welcomed.

Thanks!

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