| Osamu U's Blog | ||||||||||||
| I am a trader. I can be the world gratest trader. | ||||||||||||
the performance of systems
mkts: USD/JPY period: 0501-2001 to 0501-2008 through 7 years profit %: 134.32% PF: 1.06 payoff: 7.66 # of total trades: 1753 trades win%: 23.45% Max DD: 82.53% the biggest streak of losers: 18 -------------------------------------------- used system: A3620 i do not control the size of any position, i.e. in any time, the size of position is 1 contract. if you want to know how to control the size of positions, the following site would be some helpful. iitm.com -------------------------------- note: as some of you may have found, the performance thru7 years is not equal to the total of that per 1 year. this is because i do not trade when equity is too small to trade by 1 contract, i. e. 10000 units. for example, it would be clear if you count the numbers of trades per-year perfomance and sum them up to compare with the number of trdes thru 7 years. 2008-05-29 08:09:59 GMT
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