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Strategy build targets


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Strategy build targets

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 Hugh2200 
Baltimore
 
Experience: Advanced
Platform: Tradeststaion
Trading: Futures
Posts: 4 since Jun 2012
Thanks Given: 2
Thanks Received: 0

So far I know MAR Ratio = Annual Return /Max Monthly Loss Draw Down Target should be 10% Draw Down
Hedge fund & CTA Mar target is .50 - 1.00 attempting 40% DD to achieve 20% Return

Profit factor: 2.0

Win% 50+

Backtest 10 years

Please anyone correct me or add to this
Thanks

Hugh

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Last Updated on July 18, 2012


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