Strategy build targets

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Updated July 18, 2012

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Strategy build targets

Strategy build targets (post #242120)

Hugh2200 · 2012-07-18T07:08:25-04:00

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

July 18th, 2012, 07:08 AM	#1 (permalink)
Hugh2200 Baltimore Elite Member 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