Equity Curve Website...

I'm getting very different results every time I run it on the same data... that doesn't look like a very helpfull tool

+20%, +70%, - 30%, +40% ,-40%, +100%.... all over the place so it doesn't give anything useful IMO... what's the point?
 
JackRab said:
I'm getting very different results every time I run it on the same data... that doesn't look like a very helpfull tool...
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I am sure that the tool is meant to be run inside your own historical trade data included. Otherwise it is just a random number generator. How it can be done on that website I have no idea. If you were able to upload all of your trade data there it my serve a use.
 
JackRab said:
I'm getting very different results every time I run it on the same data... that doesn't look like a very helpfull tool

+20%, +70%, - 30%, +40% ,-40%, +100%.... all over the place so it doesn't give anything useful IMO... what's the point?
More...

Thats precicely the point. It gives you an idea of the potential varience associated with particular system parameters. Its slightly unrealistic as its using random data, you can expect a far higher varience from non stationary market data.

If useful for determining the boundaries of what you might get, and for getting a handle on potential drawdowns.

As pointed out, its probably more useful to apply this sort of resampling idea on your own trade data, but its certainly useful to plug your own expectancy data into a simple tool lile this as even a rough idea of potential variance is better than no idea at all !
 
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