Entry and exit efficiency

Sharkfin

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Can anyone tell me how to best employ backtest results using entry and exit efficiency? I did some tests on a system I've been developing but I don't know how to interpre/use the results. I had an entry efficiency of about 90% but an exit efficiency of only 65%. That basically tells me I'm maybe giving back too much in profits but other than that, I don't know what the results mean/how to use them to improve my exits. Can anyone offer me some guidance on how to use?
Cheers, Sharkfin.
 
Sharkfin said:
I had an entry efficiency of about 90% but an exit efficiency of only 65%.
Can you describe what the figures mean, with an example?
 
Its just a question of maths. Why not put the whole lot on a spreadsheet with all the "variables", variable and see what gives the best results. After that forward test the optimum results and then start again!

Sharkfin said:
Can anyone tell me how to best employ backtest results using entry and exit efficiency? I did some tests on a system I've been developing but I don't know how to interpre/use the results. I had an entry efficiency of about 90% but an exit efficiency of only 65%. That basically tells me I'm maybe giving back too much in profits but other than that, I don't know what the results mean/how to use them to improve my exits. Can anyone offer me some guidance on how to use?
Cheers, Sharkfin.
 
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