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帖子作者:
Zackreaper
Search systems by expectancy(in pips), probability,
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Jun 10, 2013 at 06:34
Search systems by expectancy, average win, profit factor. Why?Because gain% is severely related to the money management used, you can have an almost perfect system with 90% probability and 2:1 profit ratio and still have a low gain with a low-risk money management. I'd prefer to search something like probability, sharpe ratio, expectancy.The value in pips would again me more useful to determine which is the better system, not the one which is trading more money.
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