I've been searching the forums and C2 and found a series of different equity curves. It seems people largely prefer to focus on profit factor, sharpe, and R/Max DD as three key metrics - I was hoping to visualize how these might be represented in an equity curve.
Does anyone care to post a few equity curves and the corresponding metrics (don't have to be particularly good, can be a bad system)?
One thing I find surprising is how even a relatively 'good' metric can translate into some periods of very mediocre or even bad performance (I'm sure this is obvious to those with experience). Thanks.
Does anyone care to post a few equity curves and the corresponding metrics (don't have to be particularly good, can be a bad system)?
One thing I find surprising is how even a relatively 'good' metric can translate into some periods of very mediocre or even bad performance (I'm sure this is obvious to those with experience). Thanks.