Which system you think is better? A or B

[fe2008]

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%

 

[arabianights]

b

 

[fe2008]

arabianights, I just edited applying a fixed fractional money management.

 

[BlackBison]

whichever one makes more money when you forward test them (if either of them make money at all)

 

[fe2008]

ok blackbison, lets assume that both are profitable... (don't want to change the point to backtest validation)

 

[the hare]

whichever one makes more money when you forward test them (if either of them make money at all)

So drawdown is of no concern ?

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

 

[trader_dante]

I don't understand. Is this a trick question?

Obviously it's B.

 

[redart]

b?

 

[meocamp]

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.

 

[megamuel]

I'd trade both if they are both profitable

 

[Doomberg]

Net profit of nearly 1m each... both lol

Care to share these million dollar systems?

 

[fe2008]

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

 

[tar]

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%

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]

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 ....

He has stated the profit factors.

 

[TheBramble]

I just put the OP's question to my old mate Harry Hill. He said "There's only one way to find out....".

 

[tar]

He has stated the profit factors.

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 ?

 

[tar]

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

vendor ?

 

[TheBramble]

vendor ?

Isn't everyone?

 

[fe2008]

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

The backtest is from march/09 to march/11

 

[scose-no-doubt]

lolingtons