over 2600% in five years

H

heilbronner

Is this realistic?

Programmed a commodity system in TS2000i without any optimizing.

Percent profitable: 56%
Number of trades: 410 over 5 years
Ratio average win/average loss: 2,10.
Return on account: over 2600%

This seems to good to be true. What might I have done wrong?

:confused:
 
Quote from heilbronner:

Is this realistic?

Programmed a commodity system in TS2000i without any optimizing.

Percent profitable: 56%
Number of trades: 410 over 5 years
Ratio average win/average loss: 2,10.
Return on account: over 2600%

This seems to good to be true. What might I have done wrong?

:confused:
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What markets were you testing?
 
Quote from rlb21079:

Probably, but I should take a closer look before commenting, please send to rlb21079@excite.com...
:)
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Sorry, but so far I don't give systems away. Although I think the 2600% are not realistic, I will just trade the system with only one contract and check it out.

The system works well in 3 different markets with 2600%, 1100% and 860% over a 5 year period, respectively. Got the ideas for this system when I was drunk.
 
Quote from heilbronner:




Sorry, but so far I don't give systems away. Although I think the 2600% are not realistic, I will just trade the system with only one contract and check it out.

The system works well in 3 different markets with 2600%, 1100% and 860% over a 5 year period, respectively. Got the ideas for this system when I was drunk.
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What was the worst drawdown?
Since you were drunk when you devised the system, I think that is the manner in which you ought to trade it...good luck :D
 
you shouldnt look at % return because they all just use minimum margin req. you should look at a combination of % prof and avg win loss. ~50% and 2:1 is not bad. the %roa is meaningless.
 
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