What looks like two very different systems are actually the same system with different position sizing strategies. The 2000% plus profit for system 1 was achieved using 10% of equity as the postion size, whilst system 2 used $10000 per trade on $100,000. Everything else in the 2 tests was the same.
This is why it can be very difficult to compare systems.
The results are from a 100 simulation Monte Carlo, from Jan 1999 to present, on the ASX300. As with all my systems this one is weekly. Average trade length is over 1 year. I don't trade this system.
No comments:
Post a Comment