Please add to the basic statistics table (on each system’s page) the following:
Cumulative return for S&P
Sharpe Ratio for S&P
System excess return (vs. S&P)
These are critical numbers to consider when evaluating a system.
Good idea Mark. Hope they add that info.
Spot on - I’d also argue that in the thumbnails provided for each system there should be an S&P overlay, perhaps in red so that folks could see the relative performance of each. All too often I’ll look at a system that seems to have an excellent equity curve only to find out that it has underperformed a simple Buy-and-Hold strategy.
Excellent idea!
Another key stat that is missing: Average performance per trade.
It should be simple to add this. Hopefully they will.
I think a "% of time in market" stat would be useful.
