yesterday i asked that question in technical analysis forum. didnt get any reply ,i hope here somene will tell something
"i created a quite simple strategy . i am testing it live for one month , results support the backtesting method.
i am wondering if numbers are ok for using the system full scale
winning % 39
loosing %61
avg. profit % 3,15
avg loss %1.06
sharpe ratio 4.49 ( wealth-lab calculation)
i am using 1/3 margin . New profit adds to the trading capital likewise. this will trade local equity indice futures
i am quite confident in the system
i wonder if there is something i didnt consider.
i would like to hear some criticism
"
"i created a quite simple strategy . i am testing it live for one month , results support the backtesting method.
i am wondering if numbers are ok for using the system full scale
winning % 39
loosing %61
avg. profit % 3,15
avg loss %1.06
sharpe ratio 4.49 ( wealth-lab calculation)
i am using 1/3 margin . New profit adds to the trading capital likewise. this will trade local equity indice futures
i am quite confident in the system
i wonder if there is something i didnt consider.
i would like to hear some criticism
"