© Ed Seykota, 2003 - 2005 ... Write for permission to reprint.

Ed Seykota's

Frequently Asked Questions

FAQ Index & Ground Rules  ...  Tribe Directory - How to Join

TTP - The Trading Tribe Process  ...  Glossary

  TTP Workshop  ...  Resources  ...  The Trading Tribe Book

TSP: Trading System Project  ...  Breathwork  ...  Charts

 

SYS_SR

Run(x : y) = (8 : 5)

Variable *==> Fast Days = 45.000

Variable *==> Slow Days = 120.000

Heat = 0.050

Commission = 0.000

Skid Fraction = 0.500

Margin = 0.200

EquityStartEndICAGR & Years
This Test1,000,000.002,333,280.000.0276
Benchmark1,000,000.004,634,865.210.0499
Dates75-01-25-a05-09-27-T30.672


Dr-Dn = 0.3689

Bliss = 0.0747

trade log - metrics log - equity log

Black=Equity  Blue=Closing Balance  Green=Benchmark