B bdog May 3, 2007 #1 W% 41 w:l 1.8 PrFatc. 1.27 W% 25 w:l 3.89 PrFact. 1.32 With the above results only, is it a lay up that the w25% set is better simply because the profit factor is larger....any comments?
W% 41 w:l 1.8 PrFatc. 1.27 W% 25 w:l 3.89 PrFact. 1.32 With the above results only, is it a lay up that the w25% set is better simply because the profit factor is larger....any comments?
R Raystonn May 3, 2007 #4 Quote from bdog: W% 41 w:l 1.8 PrFatc. 1.27 W% 25 w:l 3.89 PrFact. 1.32 With the above results only, is it a lay up that the w25% set is better simply because the profit factor is larger....any comments? More... No. The first system would have a smoother equity curve, all else side. You must also look at your maximum drawdown. Neither of those systems look all that great with those statistics alone. -Raystonn
Quote from bdog: W% 41 w:l 1.8 PrFatc. 1.27 W% 25 w:l 3.89 PrFact. 1.32 With the above results only, is it a lay up that the w25% set is better simply because the profit factor is larger....any comments? More... No. The first system would have a smoother equity curve, all else side. You must also look at your maximum drawdown. Neither of those systems look all that great with those statistics alone. -Raystonn
