Which system you think is better? A or B

Which system would you trade?

  • System A

    Votes: 0 0.0%

  • System B

    Votes: 8 100.0%
  • Total voters
    8
F

fe2008

Junior member
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Both are daytrade futures. The main difference is that the system A when you stop you entry a new position at opposite side of the market, and system B when you stop you don't trade anymore in that day.

Analysing the diagnosis statistics, which system would you trade:
The comissions and slippage are already calculated

Total Trades (backtest)
A: 647
B: 487

Net Profit
A: 998k
B: 915k

Profit Factor
A: 2,12
B: 2,30

win%
A: 65%
B: 68%

worst drawdown (%):
A: 36%
B: 27%
 
Last edited:
whichever one makes more money when you forward test them (if either of them make money at all)
 
ok blackbison, lets assume that both are profitable... (don't want to change the point to backtest validation)
 
BlackBison said:
whichever one makes more money when you forward test them (if either of them make money at all)
Click to expand...

So drawdown is of no concern ?

Thats the problem isnt it, we all have different objectives so defining "best" will always be subjective
 
Fellipe,

Assuming that both are profitable, I prefer the system B.
I think you will spend less time operating and the operation stress should be smaller.
 
Net profit of nearly 1m each... both lol

Care to share these million dollar systems? :cool:
 
seriously I trade the Brasil Futures Market, but I think the rules are the same. Its a daytrading system backtested using wealth-lab. I've done several simulations using Market System Analyser software and did a 1 million sample monte carlo validation test (to ramdomize the trade order) and the system still got a positive expectation.

I'd share the system. Not here in the boards of course, but if anyone would like to contact send me a PM and I give my msn.

thanks
 
fe2008 said:
Both are daytrade futures. The main difference is that the system A when you stop you entry a new position at opposite side of the market, and system B when you stop you don't trade anymore in that day.

Analysing the diagnosis statistics, which system would you trade:
The comissions and slippage are already calculated

Total Trades (backtest)
A: 647
B: 487

Net Profit
A: 998k
B: 915k

Profit Factor
A: 2,12
B: 2,30

win%
A: 65%
B: 68%

worst drawdown (%):
A: 36%
B: 27%
Click to expand...
wrong answers all of u ! , what is the starting balance ?! he made 998k with a 36% drawdown , this 998k could be only 10% of the account ....
 
TheBramble said:
He has stated the profit factors.
Click to expand...

profit factor per trade , ok good , still not enough , how much % risk per trade ? , what is the period of the back test 1 week . 1 year ? what is the starting balance ?
 
fe2008 said:
seriously I trade the Brasil Futures Market, but I think the rules are the same. Its a daytrading system backtested using wealth-lab. I've done several simulations using Market System Analyser software and did a 1 million sample monte carlo validation test (to ramdomize the trade order) and the system still got a positive expectation.

I'd share the system. Not here in the boards of course, but if anyone would like to contact send me a PM and I give my msn.

thanks
Click to expand...

vendor ?
 
the starting balance was 10k.
Risking 5% per trade.

The backtest is from march/09 to march/11
 
Last edited:
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