Elliot Copy Trading (jamejia007) Thảo luận | Diễn đàn Forex của Myfxbook

LDConsulting

Tham gia từ Oct 10, 2014 5bài viết

Jul 04, 2023 at 20:31

Tham gia từ Oct 10, 2014 5bài viết

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

lerenna2

Tham gia từ Jul 05, 2023 1bài viết

Jul 05, 2023 at 09:45

Tham gia từ Jul 05, 2023 1bài viết

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.

LDConsulting

Tham gia từ Oct 10, 2014 5bài viết

Jul 05, 2023 at 14:39 (đã sửa Jul 05, 2023 at 14:56)

Tham gia từ Oct 10, 2014 5bài viết

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

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