smith1973
12th April 2007, 10:16 AM
Hi David,
now I am getting into the detail of comparing various systems, some more statistics would be useful. Some areas of interest are:
1. Would like to see graphs of yearly / monthly profit as % of (fixed) capital per year used instead of accumulated equity. This gives a better indication of performance using constant equity & no compounding
2. Perhaps some trade statistics I see used such as K ratio, Sharpe ratio, average trades per year & week, max drawdown / capital ratio (not equity), system expectancy,
3. Is there a way to track open equity or report maximum excerusion of an open trade, particularly on a non-compounded basis to monitor if the account is being overdrawn? This is particularly important for margin trading which makes it easy to go into margin call if traded too aggressively.
Any thoughts here would be appreciated.
Cheers, Dave
now I am getting into the detail of comparing various systems, some more statistics would be useful. Some areas of interest are:
1. Would like to see graphs of yearly / monthly profit as % of (fixed) capital per year used instead of accumulated equity. This gives a better indication of performance using constant equity & no compounding
2. Perhaps some trade statistics I see used such as K ratio, Sharpe ratio, average trades per year & week, max drawdown / capital ratio (not equity), system expectancy,
3. Is there a way to track open equity or report maximum excerusion of an open trade, particularly on a non-compounded basis to monitor if the account is being overdrawn? This is particularly important for margin trading which makes it easy to go into margin call if traded too aggressively.
Any thoughts here would be appreciated.
Cheers, Dave