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Evaluating 2 strategies


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  #1 (permalink)
 shzhning 
Madison, NJ
 
Experience: Intermediate
Platform: CQG/TOS
Broker: Optimus/CQG
Trading: ZN/TN/ES/NQ
Posts: 134 since Jun 2010
Thanks Given: 65
Thanks Received: 112

Hello, I'm seeking inputs for evaluating 2 similar strategies. A has around 50% win rate, win/loss ratio is about 3:2, but trades more frequently. B has higher 60% win rate, win/loss ratio is very close to A, and trades less. The profits come out close. I'm having a hard time deciding between the two. Is there anything else I'm missing?

Thank you!


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  #3 (permalink)
 
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 wldman 
Chicago Illinois USA
Legendary Market Wizard
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
Frequency: Several times daily
Duration: Hours
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trade what works till it doesnt work. If you have two methods that are profitable trade them both till your b@!!s fall off.


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