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What is the highest win% you have seen a trading system, automated or manual, have?


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What is the highest win% you have seen a trading system, automated or manual, have?

  #21 (permalink)
 
ThatManFromTexas's Avatar
 ThatManFromTexas 
Houston,Tx
 
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ElectricWiz View Post
Big Mike is right, win% by itself is worthless. I guess I was just interested to see what people's real systems look like. I'll just say it, it was a dumb question. SOme interesting posts thanks all who too the time to reply.

@ElectricWiz

That was NOT a dumb question ... a dumb question would be... "Should I have done research before I blew up my account?"

I'm just a simple man trading a simple plan.

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  #22 (permalink)
 
ThatManFromTexas's Avatar
 ThatManFromTexas 
Houston,Tx
 
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Lampert View Post
@ThatManFromTexas - I apologize for causing a hissy fit. I don't know what is hard to understand about a legitimate source of statistical data from real trading systems.

Ya, I get tired of people arguing with me too - why don't they just listen??

Or are you all knowing:

1. I thought I was wrong once... but I was mistaken...

2. I'm not all knowing...occasionally I have to ask @Fat Tails questions... but I can never understand his answers...

3. Seriously... you convinced me...I really am looking forward to your journal...

"Not intended to be a factual statement" John Kyle Senator Arizona

Disclaimer: This post does not represent the view point of the owners, managers, or moderators of this web site and is not intended as a slam against any moderator, board member, any banned former members whose name we dare not say, any other living person, any recently living person or any person or persons whose status we are not sure of and especially not for any platform vendor with a questionable product and a pit bull lawyer. This post is meant purely for entertainment and should not be confused with a real thought.

I am not a programmer, coach, trainer or self appointed guru and do NOT hold myself up to be a good example for anything. I do not have a book, trading room or seminar .Even though I have an opinion on every subject under the sun, I do not give financial advice. Nor should I be held responsible for feeble attempts at humor at your expense.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #23 (permalink)
 mrmuggins 
manchester, england
 
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I think everyone has a valid pont.

Personally, I would like a system that gives me 75% win ratio and my average winners being 3 times larger than my average losers.

But, this would still be not good enough if you do not have a stop loss in place, as then you would blow out your trading account before you would make any money.

Just my 2 pennies worth. I am english, so cents do not work for me.

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  #24 (permalink)
 
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 Big Mike 
Manta, Ecuador
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indextrader7 View Post
Profitability, over any period measured, can be figured out by looking at win% and avg win:loss ratio TOGETHER. There is actually a direct relationship between the two and the formula is:

Required breakeven win:loss ratio =[(1 - win%) / win%]

You might also check out the Risk of Ruin thread.

Mike

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  #25 (permalink)
 
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 Lampert 
Calgary, Canada
 
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ThatManFromTexas View Post
Disclaimer: This post does not represent the view point of the owners, managers, or moderators of this web site and is not intended as a slam against any moderator, board member, any banned former members whose name we dare not say, any other living person, any recently living person or any person or persons whose status we are not sure of and especially not for any platform vendor with a questionable product and a pit bull lawyer. This ....

Hahaha, @ThatManFromTexas , you are a master of obsfucation.

Back to the op's topic of %wins, for those who are interested in examples of statistics from real trading systems, the Collective2 site is a free source of data and results from actual trading systems. For the most part, the examples are what not to do which can be as important as what to do.

Len

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  #26 (permalink)
 
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 ThatManFromTexas 
Houston,Tx
 
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Lampert View Post
Hahaha, @ThatManFromTexas , you are a master of obsfucation.

Back to the op's topic of %wins, for those who are interested in examples of statistics from real trading systems, the Collective2 site is a free source of data and SIMULATED results from actual trading systems. For the most part, the examples are what not to do which can be as important as what to do.

Len

@Lampert

Fixed that for ya... you don't have to thank me...

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #27 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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Mike

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  #28 (permalink)
 
Lampert's Avatar
 Lampert 
Calgary, Canada
 
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I agree - this thread is about % wins data associated with trading systems.


Len

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  #29 (permalink)
 
Lampert's Avatar
 Lampert 
Calgary, Canada
 
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indextrader7 View Post
..........

It's a natural question to want to know what our trading stats "should look like" or what we should be striving to achieve. My two cents is that the way someone trades always brings trade offs. Ex: You wait for more confirmation on a trade, so you have less bad signals and a higher win %, but in doing so, the trade off is that your stop loss is now farther away and your profit target is closer - so your avg win:loss is hurt. It's all a trade off. Keep up with multiple non-correlated stats on your performance, and you're on your way to understanding your areas for improvement, both in trading and yourself.

Hope this adds some value.

Best,

IT7

Because I am interested in trading stats, here is some data from an unnamed source. This builds on the comments from previous contributors. These charts contain data for systems with average trade durations less than 24 hours.

The three charts show:
  • % winners vs win/loss ratio - similar to the chart that was posted by indextrader7
  • % winners vs profit factor - systems that are high in both numbers typically use a Martingale approach (doubling down when trades are losing)
  • profit factor vs % drawdown - CHART HAS BEEN REMOVED AS DATA WAS INCORRECT - as above, Martingale systems have high drawdowns and will eventually blow up
As has been stated, additional factors (beyond these three) should be evaluated for any trading system. Anyway, this is just data. You are welcome to draw your own conclusions.


Len


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  #30 (permalink)
 
Lampert's Avatar
 Lampert 
Calgary, Canada
 
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Lampert View Post
Because I am interested in trading stats, here is some data from an unnamed source. This builds on the comments from previous contributors. These charts contain data for systems with average trade durations less than 24 hours.

The three charts show:
  • % winners vs win/loss ratio - similar to the chart that was posted by indextrader7
  • % winners vs profit factor - systems that are high in both numbers typically use a Martingale approach (doubling down when trades are losing)
  • profit factor vs % drawdown - as above, Martingale systems have high drawdowns and will eventually blow up
As has been stated, additional factors (beyond these three) should be evaluated for any trading system. Anyway, this is just data. You are welcome to draw your own conclusions.

Here is a subset of the charts in the previous post. This data only includes systems with average trade durations between 5 minutes and 2 hours. Distribution of the data appears to be similar but the population is much smaller.

Len


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