Hi, just trying to get a consensus on what would be considered a good return.
Im working on a full automated trading system, completely hands off system.
Im still running backtests to find the optimum equations, when it dawned on me
"What IS an optimum equation"
My head is spinning in circles at this point.
What I have now avgs:
======================================
Hold time = around 30 days for winners and losers
Net Risk Adj Rtrn Annually = 30%
Winners = 66%
Losers = 33%
Avg Win = 2:1 on the money
======================================
Most of the equations I have return with similar results to the above. It also has to survive the periods btw 2007 - 2009 - IMHO
Just trying to get a general idea of what I should realistically be shooting for.
At what point do I say: "This is good - Run with it"
TIA
Kevin
Im working on a full automated trading system, completely hands off system.
Im still running backtests to find the optimum equations, when it dawned on me
"What IS an optimum equation"
My head is spinning in circles at this point.
What I have now avgs:
======================================
Hold time = around 30 days for winners and losers
Net Risk Adj Rtrn Annually = 30%
Winners = 66%
Losers = 33%
Avg Win = 2:1 on the money
======================================
Most of the equations I have return with similar results to the above. It also has to survive the periods btw 2007 - 2009 - IMHO
Just trying to get a general idea of what I should realistically be shooting for.
At what point do I say: "This is good - Run with it"
TIA
Kevin
