Tag: measure

Posted in • Diligently

Profitable ranking/filter.

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

Posted in • Diligently

I need confirm stability for long term running?

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

Posted in • Diligently

CAGR/Max DD% and Sharp ratio ?

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