Universal Trend Trading

Quote from drm7:

What kind of return/drawdown stats did your backtest show you?
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Excluding commisions:
CAGR: 47%
Max DD: -50%
Profit factor: 2.03
Expectancy: 0.7
Average profit per transaction: 0.6%
 
Closed AudUsd with loss -30312
Closed DJIA with loss -7944
Closed FTSE100 with loss -6092
Closed SP500 with loss -3747
Bought EurGbp @ 0.8822
Bought EurUsd @ 1.4216

Account Value 297k. Huge 40% drawdown. On average, drawdown after starting system is 27%, so this one is bigger, but nothing to panick about.
 
Quote from luckyputanski:

Huge 40% drawdown. On average, drawdown after starting system is 27%, so this one is bigger, but nothing to panick about.
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Huh?....nothing to panic about? How could you even say that? You need 66.66% return to break even. Thats pretty big hurdle.
 
Quote from N54_Fan:

Huh?....nothing to panic about? How could you even say that? You need 66.66% return to break even. Thats pretty big hurdle.
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Well, yes it is. But look at historical rolling one-year return. Horizontal red line is at +66%. Profit like this happened many times in the past. I'm sure system will recover.
 

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Quote from luckyputanski:

Well, yes it is. But look at historical rolling one-year return. Horizontal red line is at +66%. Profit like this happened many times in the past. I'm sure system will recover.
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Uh,...OOoooK. Good Luck with that.
 
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