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4.1) Why Return/MEAN-Drawdown is a better measure of trading performance than MAX Drawdown

Trading System Optimization

Return/Mean Drawdown

CAGR/Max Drawdown

Parameter Ranking

Custom Performance Criteria

Drawdown

System Performance

Performance Measure

CAGR

Return

Backtesting

Автор: Darwinex

Загружено: 2020-10-30

Просмотров: 4766

Описание: Why measuring trading system parameter performance in optimizations using ‘Return/Mean (Average) Drawdown’ is better than the ‘Maximum Drawdown’ equivalent. This can assist with providing a more reliable selection of robust parameters for your algorithmic trading strategy.

Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees:
https://www.darwinex.com/?utm_source=...

OTHER PARTS TO THIS EPISODE:
Easy access to all parts of this episode:
Part 1:    • 4.1) Why Return/MEAN-Drawdown is a better ...   (This part)
Part 2:    • 4.2) Coding MT5 Custom Performance Criteri...  

VIEW THE WHOLE 'ADVANCED MQL CODING TECHNIQUES' SERIES IN ONE PLACE:
   • Advanced MQL Coding Techniques  

THE CODE SAMPLE(S) FOR THIS EPISODE CAN BE FOUND AT:
https://github.com/darwinex/advanced-...

-----------------------
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and several other related variables

With seemingly small actions such as:
Clicking the Like button
Clicking the Subscribe button
Clicking the Share button (on YouTube) and distributing our content
etc

… YOU inform YouTube’s algorithms of your sentiment towards Darwinex, thereby directly helping Darwinex MASSIVELY in achieving organic growth.

Thank you very much for your kind consideration!
-----------------------

Risk disclosure:
https://www.darwinex.com/legal/risk-d...

** Fancy joining a vibrant community of algorithmic traders, quants, and data scientists focused on financial-hacking? Join the Darwinex Collective Slack Workspace:
https://join.slack.com/t/darwinex-col...

#AlgorithmicTrading #TradingSystemOptimization, #CAGRMaxDrawdown, #ReturnMeanDrawdown, #ParameterRanking, #CustomPerformanceCriteria, #Drawdown, #SystemPerformance, #PerformanceMeasure, #CAGR, #Return, #AlgoTrading

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4.1) Why Return/MEAN-Drawdown is a better measure of trading performance than MAX Drawdown

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