APR
Author: chad6195421
Creation Date: 1/14/2016 8:53 PM
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chad6195421

#1

1/14/2016 8:53 PM

Hi Otto,

Thanks for posting this system! It looks great. I've downloaded the excel file and am I missing something on the results? I'm showing the past 3 years a gain of 1% overall? Any help on figuring out these figures? Or is this correct since the other percentages are based off of all time back test?

Thanks a lot!

Chad
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Eugene

#2

1/15/2016 6:08 AM

Chad,

Your calculation is incorrect. The sum of P&L on 948 trades (not including commission) is over $134K. The system started OOS trading with $400,000. That's much more than 1%.
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