Lets say your system had three trades,
Buy at 100. Sell at 120
B @ 200; Sell @ 220
B@ 200l Sell @ 190
then the points only test will return total profit as (120-100)+(220-200)+(190-200)
=20+20+-10=30 points
but the equity return will use the percentage return system, ie your return would be...
Very interesting thread. thanks to Hoggums for all the effort. :thumbsup:
(though it looks like he has to moved to Nassau.....well) :cheesy:
I learnt a lot of things from this thread. egs:
1. If you trade the right system (ie mean reverting or trending) its respective market, it stands a chance...