hi,
for me the first view shows higher profits and lower "peak-to-valley" drawdowns for the second system...
...I'd would be interesting for me, to simulate alternative simulations with my on software and publish the two results her.
If you agree, I need only the following information (of both system backtests) to run the system simulations:
1. number of winning trades
2. number of losing trades
3. average profit of a winning trade (future points or $ etc.)
4. average loss of a losing trade
5. maximum loss of a losing trade
6. the test data bars were EOD, or?
bye,
zentrader
Hello zentrader,
Thanks a lot for your response. The following figures were generated using normal portfolio simulation. They were tested on daily data.
---------------------------------- I ----------- II
no of winning trades ------------- 364 ----------- 487
no of losing trades ------------- 378 ----------- 318
avg profit per winning trade ------ 5,050 ---------- 3,872
avg loss per losing trade --------- 3,173 ---------- 4,026
max loss ----------------------- 17,213 --------- 24,442
max profit ---------------------- 36,525 -------- 174,462