![]() We really must know the starting capital and then normalise this to current market prices. Investors have very little understanding regarding drawdown and often see a system with a max 10% drawdown as promising. This whole post implies futures trading with a small account, as we know, futures trade in contracts so drawdown for an individual trading 1 contract is entirely misleading when looking at past data. This is only in respect to futures trading with a small account, e.g. Hence, with the example, we show that drawdown is completely irrelevant when looking at past backtests. ![]() Clearly the higher the current market price, there will be ticks for every 1 % move meaning more dollars per every 1% move in the market.
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