Recent content by syusuf66

Yet Brumby just posted statistics of a professional trader who made an 1187% return with that same profit factor..? Also explaining that profit factor is not the only stat worth considering. So why isn’t this tradeable?

Ok, so I worked out mine to be Average £ Winner - £100.33 Average £ Loser - £39.35 So my £ win/loss ratio would be 100.33/39.35 = 2.55 Right? (last question I promise :cheesy:)

Ah ok. Do you mind explaining how you’d calculate that exactly? :) I’ve seen some varying ways to do it.

One other thing. By win/loss ratio, do you mean the percentages of winning/losing trades?

I see. That makes sense. Thanks for taking time to explain

Thanks very much for this Brumby. That’s good to see. One thing I’m confused about though how can a system like the one you highlighted (where the total profits are equal to 1.38 times the total losses) can be that much more profitable than the systems with higher profit factors? Obviously...

So is your profit factor on your live trades 9 as well? Or is this just from backtesting.

Poor according to who..?

I am undecided on whether or not 2 was great or not which is why I was asking in the first place. To see what other people aimed for and thought was acceptable. My current win/loss ratio is on average around 35% win percentage, but I’m using a trend following system so not really concerned with...

Fair enough. I’ve just seemed to read a lot of articles (not saying these hold anymore weight than what you are saying) that have said a profit factor closer to 2 is great, and anything above 3 is exceptional/un-heard of? Have pasted one below...

So your profit is 9 and 5 times your losses respectively for each system after 14 years of backtesting? Have you proved this in forward testing / live trading too? You’ll be a millionaire compounding that (dependant on your account size) for any sustained amount of time surely? Don’t mean to...

Hi all So I had a question about expectancy/profit factor as well as back/forward testing if you could help. I have been paper trading a system for over 2 years (haven't been able to afford starting capital during this time) and recently started back testing it. My current trades taken and...

Hi options-george Thanks for the advice. I am actually running forward testing/live paper trading whilst carrying out my historical backtesting too and it has been helpful. Going back to the backtesting though.. I had a question. Do you know of any backtesting software which will allow me to...

Great. Thanks very much for the help mate. Appreciate it

because of a couple of reasons.. (some of which I may be wrong about) All of the backtesting software I have looked at so far only allows you to backtest a strategy on one separate stock chart at a time, not a portfolio of stocks all at once. Is there software that allows you to backtest a...