Houston TX
Legendary Market Wizard
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,388
Thanks Received: 10,207
|
Run a Monte Carlo simulation. That will give you an idea of what sort of draw downs you can expect in those 'extreme times' where you get an abnormal number of losses in a row. It's something Kevin Davey, aka @kevinkdog covers a lot in his book and in his thread
|