Question for automated / algo traders - What are the key metrics that help you quantify a winning trade strategy?

in backtest •  3 years ago  (edited)

Using net P&L is not always the best metric. Some use drawdown, R factor (Avg Win / Avg Loss), % of winners etc.

Lets discuss what are your metrics and how much do you target for that metric value to be?

Eg. Is 30% win loss ratio with 4R is good?

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backtest trading performance algorithm futures
3 years ago by

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