XJO 0.88% 7,959.3 s&p/asx 200

Monday October 7 - The Far side, page-23

  1. 16 Posts.
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    That's great encouragement, thanks yet again you have been a great help. The report from the back testing gives me some of the metrics that you have mentioned, and I looked the Expectancy Ratio up. The results are below. Would you find the Expectancy Ratio tolerable ? I enjoy the coding and will keep going Cheers.
    No Trades 385
    1No Wins137
    2Win Ratio (WinRate) 35.58%
    3Loss Ratio64.42%
    4Reward Risk Ratio 2.54
    5Expectancy Ratio 0.26
    6Short positions (won %)159 (33.96%)
    7Long positions (won %)226 (36.73%)
    8Profit trades (% of total)137 (35.58%)
    9Loss trades (% of total)248 (64.42%)
    10Max Draw-down23%



 
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