Advertisement
Elliot Copy Trading (에 의해 jamejia007 )
The user has made his system private.
Elliot Copy Trading 토론
Jan 20, 2023 at 14:02
306 개의 뷰
2 Replies
Oct 10, 2014 부터 멤버
게시물5
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 부터 멤버
게시물5
Jul 05, 2023 at 14:39
(편집됨 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
*상업적 사용 및 스팸은 허용되지 않으며 계정이 해지될 수 있습니다.
팁: 이미지/유튜브 URL을 게시하면 게시물에 자동으로 삽입됩니다!
팁: @기호를 입력하여 이 토론에 참여하는 사용자 이름을 자동으로 완성합니다.
