Other Performance Metrics

I posted this in the Autotrading forum by mistake:

First off, I think this site is onto a very intriguing concept. I am very interested in what it has to offer. However, I do have a suggestion.

In looking at relative performance indicators of the various systems, I notice that there is a large focus on return and equity. However, I am also interested in the amount of risk that the system takes. I did see the Sharpe ratio is used, but I would like to see other Reward-to-Risk Metrics as well, including RINA. RINA is nice because it discriminates against outliers and works on newer systems (unlike Sharpe and K-Ratio).

Another very useful metric is the Account Size Required.

It would be nice to see more of the performance metrics used in Tradestation before having to make a decision on which system to subscribe to. I’m hesitant to subscribe without knowing at least RINA and Account Size Required.


Good ideas.