Tag: drawdown

Home To incorporate these elements into your SQX setup for handling maximum drawdown effectively, here are the

Home When certain performance metrics are “too high” in a bad way, it could indicate potential issues

Home After completing Step 3 (the Walk-Forward Matrix with real tick data), the next step for a

Home Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering

Home Compare with my last step. Now I have more than 500 strategies ready to enter [Portfolio

Home Added ability to filter by IS and OOS in each topic to see which IS/OOS should

Home Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean

Home OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust

Home To filter and select the best strategies from your 300+ strategies in Portfolio Master, follow a systematic approach

Home Yes, it is possible to find or build a strategy that meets these criteria, but it

Home When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric

Home what’s the most priority betwee CAGR/Max DD% and Sharp ratio ? When prioritizing between CAGR/Max DD% and Sharpe Ratio,

Home Great! Now that we’re moving forward with the Trend + Breakout + Swing Trading combination, here’s the plan