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Date/Time: Thu, 25 Apr 2024 00:20:22 +0000

Post From: what is a good measure of a trading system?

[2021-02-23 17:37:20] Link To Thread - Link To Post [Go To First Post]
Marmany - Posts: 303
On a monthly basis I log: Win : Loss ratio Ave Win : Ave Loss Profit factor as defined in # 3 and given in line 4 of Activity log Analysis of these gives ideas to improve performance in following month e.g. tighten stops, widen profit target etc The average profit factor in the Activity log is absolute value of Average winning trade / Average losing trade. Similar to the one I use. Would not like to say one is better than the other.