How do you evaluate a tradings system?

M

maildigger

P&L is an obvious choice but how can you "rate" it. When is a system/edge good enough?

I've been testing a method (on indexfutures) the last 6 months with following results :

Style = intraday, 1 trade/day
Risk each trade= 1% of account
Reward = on average 2% each month
Biggest drawdown is 3%
 
You are describing your rules, not the results of a system. Impossible to "rate it". A performance report over those six months might get some system guru's to hop on board and evaluate it for you.
 
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