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?

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#trading #performance #algorithm #futures
4 years ago in #backtest by
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