Question for automated / algo traders - What are the key metrics that help you quantify a winning trade strategy?

in #backtest • 4 years ago (edited)

Using net P&L is not always the best metric. Some use drawdown, R factor (Avg Win / Avg Loss), % of winners etc.

Lets discuss what are your metrics and how much do you target for that metric value to be?

Eg. Is 30% win loss ratio with 4R is good?

image.png

image.png

#trading #performance #algorithm #futures
4 years ago in #backtest by
$0.00
    Reply 0

    Coin Marketplace

    STEEM 0.06
    TRX 0.31
    JST 0.059
    BTC 69562.42
    ETH 2082.42
    USDT 1.00
    SBD 0.50