Norm? - page 19

 
ksbr:

I didn't count, that's the point, I was checking the interpretations of the pictures. For 13 years (since 1999) I got 1600% or in 13 years my deposit has increased 16 times, which corresponds to (with reinvestment) 1,24 times a year (24%) on average (1,24 to the extent of 13). Next I was naturally interested in the drawdown, the table shows a relative figure of 13.43%. That's all I saw, a rather mediocre yield (especially if you subtract inflation) and not weak (in comparison) risks.

After your figures: balance sheet of 10000 - profit of 350000. What period is that for? 22% is a solid drawdown, but what annual return are we talking about?

where did you see reinvestment?

my Expert Advisor is earning 100% of the initial balance with a drawdown of 13% per year for 13 years. I've seen in the tests that the worst year is about 10-20% profit, but if you consider that no product in the Marketplace is alive for 3-5 years it's a good result

 
lazarev-d-m:

where have you seen reinvestment?

An EA earns 100% of the initial balance with a 13% drawdown

And with reinvestment? Is there any way to do this?

So, it turns out that your Expert Advisor trades with "one lot" all the time? I think I can guess why Market products "spoil" so quickly ))))

 
ksbr: And did I get it right that my favourite CAR/MDD (Compounded Annual Return/maximum drawdown) metric is the "profitability" metric in the picture?

No, it is not the same. Profitability is the ratio of total profit (from profitable trades only) to total loss (from losing trades only). It is 1.66.

And what you are talking about is the recovery factor, which according to the report is 157.39. Well, for all 13 years, of course.

 
Mathemat:

No, it's not the same. Profitability is the ratio of total profit (from profitable trades only) to total loss (from losing trades only). That's 1.66.

And what you are talking about is the recovery factor, which according to the report is 157.39. Well, for all 13 years, of course.

No, it is definitely not a recovery factor, because such a number 157.39 for a 13 year test would be a hell of a chocolate, it means that on 1% risk the system would give 157% p.a., or on 10% risk 1570% p.a.

The point here is that the lot does not change and there is no reinvestment, yes the chart is beautiful, but I would like to see with reinvestment and with different leverage the result (and not on a fixed lot). As it is, for me it is a "dark forest".

 
ksbr:

No, it is definitely not a recovery factor, because such a number 157.39 for a 13 year test would be a hell of a chocolate, it means that on 1% risk the system would give 157% p.a., or on 10% risk 1570% p.a.

The point here is that the lot does not change and there is no reinvestment, yes the chart is beautiful, but I would like to see with reinvestment and with different leverage the result (and not on a fixed lot). As it is, for me it is a "dark forest".

Reinvestment I have screwed in. The lot is out of the realm of possibility. The profits are tearing the roof off )
 
ksbr: No, it's definitely not a recovery factor, because a number like 157.39 for a 13-year test would be a hell of a chocolate

Strange logic, don't you think? "No, that's not it, because it's unrealistically chocolaty".

Here is how the Recovery Factor is calculated according to the tester documentation (highlighting is mine):

Recovery Factor - this indicator shows the riskiness of the strategy, how much the Expert Advisor is risking to gain profit. It is calculated as the ratio of the profit gained to the maximum drawdown;

ksbr : Here the point is that the lot does not change and there is no reinvestment, yes the graph is beautiful, but I would like to see the result with reinvestment and with different levers (and not with a fixed lot). But for me it is a "dark forest".

If reinvesting is not too aggressive, it doesn't seem to affect FS too much over a long period of time. But I'm not sure about that, to be honest.

And if it is aggressive, it usually makes PV worse.

 
Mathemat:

Strange logic, don't you think? "No, that's not it, because it's unrealistically chocolaty".

This is how the reinvestment factor is calculated according to the tester documentation:

If reinvestment is not too aggressive, it doesn't seem to affect the FS too much over a long period of time. But I'm not sure about that, to be honest.

If reinvested evenly, the FS will be about the same.
 
Mathemat:

If reinvesting is not too aggressive, it doesn't seem to have much of an impact on FS over a long period of time. But I'm not sure about that, to be honest.

Strongly. Very strong. ksbr wants an annual FS. i.e. 157/14 = 11.2.

11.2 is 11.8% p.a. at 1% risk or 290% p.a. at 10% risk.

lordlev:
If reinvested evenly, the FS will be about the same.
Hi.
 
TheXpert:

Strongly. Very strong. ksbr wants an annual FS. i.e. 157/14 = 11.2.

11.2 is 11.8% p.a. at 1% risk or 290% p.a. at 10% risk.

Hello.
Good for you too. See for yourself. even reinvestment means risk tolerance while increasing the balance. For example on 1000$ I put 0.01 lot. on 2000$ it is 0.02 and so on. At observance of risks will be and expected drawdowns (in my case 25%) and therefore FS will be approximately the same.
 
lordlev:
Good for you too. See for yourself. even reinvestment means keeping the risks while increasing the balance. For example on 1000$ I put 0.01 lot. on 2000 already 0.02 etc. At observance of risks will be and expected drawdowns (in my case 25%) and therefore FS will be approximately the same.
Provided that in case of short term decrease in balance for example to 1900, the lot will still be 0.02.
Reason: