Tag: sharp ratio

Home So give me re-arrange 5 pairs like this without duplicating filters for maximum efficiency. Sure! Here

Home To ensure your trading strategy aligns with FTMO guidelines and efficiently trades XAUUSD while managing risk

Home To classify the values for each metric you mentioned, I’ll provide typical ranges for minimum (min)

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

Home Profit factor (IS) > 1.4 Ret/DD ratio (full) > 4 Stability (is) > 0.6 open dd

Home Yes, you can definitely use the filters you listed for building your trading portfolio. Applying these

Home ah yes i added these filters already in all step; Profit factor (IS) > 1.4 Ret/DD

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 Primary Filters for Portfolio Selection (Including IS and OOS) When building portfolios in Portfolio Master and

Home Suggested Approach for Phase 1 Portfolio Creation with IS and OOS Filtering In phase 1, the

Home For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term

Home In phase 1, which says to create 4-6 portfolios, in this part, what should I filter

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 A Sharpe ratio greater than 1 is a positive indicator for a trading strategy, but when it’s over