4.1) Why Return/MEAN-Drawdown is a better measure of trading performance than MAX Drawdown
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.
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Part 1: • 4.1) Why Return/MEAN-Drawdown is a better ... (This part)
Part 2: • 4.2) Coding MT5 Custom Performance Criteri...
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