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Old 01-27-2006, 01:15 PM
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sunwest sunwest is offline
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Join Date: Jan 2006
Location: London
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Cool

Hello,

I think for a backtest, it is quite valid as the modelling is quite good 80%(90% will be best).
It is only for 5 week so it is definitivly not long enough to be really validated. the number of trade is respectable (22) as it is about 1 per day on average.
I beleive that you would need over 100 trade to have a better idea.

Your drowdawn is great as it is only 2.4% of the account.
Youy win ratio is really high which suggest that either your system has been optimised for this period or that your entry are amazing.
This is confirmed by your profit factor = 5.05 that is spectacular anything over 2 is really good.
Also ur number ol long and short are equal (11) and (11), that means that you are not abusing one trend.

I am interrested in your system, please keep us posted and we may help.

Bernard