Is there an error on the Monte Carlo? 100% chance of losing 50%. I never seen that before.
Drawdown too high.
You should spend time to learn what subscribers like and what they don’t like.
A strategy with 20% annual return and 5% drawdown will get many subscribers.
A strategy with 200% annual return and 50% drawdown will get no subscribers.
You have a very interesting strategy. I think you could easily improve the max. DD. Regards.
53 DD? Maybe better to start on a fresh new strategy after analyzing your DD, and stick to the asset type FX.
Personally I do not feel comfortable with a FX system that suddenly takes a Cocoa position or a MSFT put position.
Also, the fact that the trades can last for months is not very appealing
Thanks folks. This is a self-improving system. It probably is good to start a new one…
I don’t like strategies with a high win ratio but low expectancy (average win to average loss ratio), They invariably have large drawdowns or worse.
Totally agree! As you can see the DD is getting smaller and smaller…
If you are changing your strategy and it has better results it maybe better for you to start anew or reset since the historical track record will still show the past drawdowns and it may be make your new strategy look worse than it really is…just a suggestion for you.
Truly agree! A lot of changes on the C2 too.
