Scorecards: best APR/Drawdown ratio
Author: Lunev
Creation Date: 10/18/2012 2:54 AM
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Lunev

#1

10/18/2012 2:54 AM

What the coefficient of Scorecard can show us the greatest consistency APR% and Drawdown during optimzatsiya trading system from year to year?
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Eugene

#2

10/18/2012 3:07 AM

MAR Ratio fits the bill.
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