# Question about Statistics

**URL:** <https://forums.collective2.com/t/question-about-statistics/5671>\
**Category:** C2\
**Created:** [January 20, 2009, 5:08pm UTC](https://forums.collective2.com/t/question-about-statistics/5671 "2009-01-20T17:08:57Z")\
**Posts on this page:** 6\
**Page:** 1

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**Author:** ![Index](https://avatars.discourse-cdn.com/v4/letter/i/db5fbb/32.png) [@Index](https://forums.collective2.com/u/Index)\
**Post date:** [January 20, 2009, 5:08pm UTC](https://forums.collective2.com/t/question-about-statistics/5671/1 "2009-01-20T17:08:57Z")

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Would it be possible to flag statistics on a system page that are REALLY bad? For example, Profit Factor or Sharpe below 1.0, negative APD, "Keep after worst-case slippage below 50%", etc. etc.???  
  
  
  
In other words, have the stat appear in red rather than green, to catch the eye to potential problems  
  
  
  
I noticed one system (USS) looks very good, until you notice this:  
  
**Keep after worst-case slippage 15.8%**

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**Author:** ![KD](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/kd/32/545_2.png) [@KD](https://forums.collective2.com/u/KD)\
**Post date:** [January 20, 2009, 5:25pm UTC](https://forums.collective2.com/t/question-about-statistics/5671/2 "2009-01-20T17:25:20Z")

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Its a good thought, but I can see lots of arguments about what is "good" and what is "bad." Its a lot of work, but maybe it can be a percentile rank (like APD information is now), either to all systems or to systems with subscribers (which theoretically should be "good" systems). That would make it more objective.

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**Author:** ![Index](https://avatars.discourse-cdn.com/v4/letter/i/db5fbb/32.png) [@Index](https://forums.collective2.com/u/Index)\
**Post date:** [January 20, 2009, 7:27pm UTC](https://forums.collective2.com/t/question-about-statistics/5671/3 "2009-01-20T19:27:47Z")

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that is why I said things like "negative" PF or ADP, etc - these generally means it is a losing system. It just flags something that is either terrible slippage or unprofitable, etc.  
  
  
  
Something with good stats and a 15% keep after slippage likely means it is untradeable.

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**Author:** ![PanuHaaramo2](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/panuhaaramo2/32/238_2.png) [@PanuHaaramo2](https://forums.collective2.com/u/PanuHaaramo2)\
**Post date:** [January 21, 2009, 6:52am UTC](https://forums.collective2.com/t/question-about-statistics/5671/4 "2009-01-21T06:52:32Z")

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That’s again a strange stat. If you look at the _real-life slippage_ of USS based on **641** real life trades it shows no slippage. That is enough information for me about the slippage but looking at the other stats of that system, I wouldn’t subscribe.  
  
  
  
- Panu

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**Author:** ![Index](https://avatars.discourse-cdn.com/v4/letter/i/db5fbb/32.png) [@Index](https://forums.collective2.com/u/Index)\
**Post date:** [January 21, 2009, 10:37am UTC](https://forums.collective2.com/t/question-about-statistics/5671/5 "2009-01-21T10:37:09Z")

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I am assuming the 15% keep after slippage has something to do with trading the US $, which is a low volume futures contract…  
  
  
  
But you are right, it is strange that real-life slippage is so different…

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**Author:** ![PanuHaaramo](https://yyz2.discourse-cdn.com/flex028/user_avatar/forums.collective2.com/panuhaaramo/32/238_2.png) [@PanuHaaramo](https://forums.collective2.com/u/PanuHaaramo)\
**Post date:** [January 28, 2009, 12:26pm UTC](https://forums.collective2.com/t/question-about-statistics/5671/6 "2009-01-28T12:26:10Z")

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Reading the system reviews, a bigger problem than system stats seems to be over leveraging. I’ve done it myself and I know how easy it is to do at C2. People report losing half of their account when the system has had a minimal drawdown of 10% or so.  
  
  
  
The fact that even good systems also go a little bit down sometimes should be communicated better to the first time subscribers. For example 5 first subscriptions would generate an e-mail telling about leverage and the same text could be shown also on the screen immediately after subscription.
