【Over 30% annual return!】TradeStation New Strategies Comparison
Campaign ongoing until the end of October 2017!
Ten new TradeStation strategies have been released.
We'd like to review them one by one, but we've compared them in an easy-to-understand way.
In seven years of backtesting, there are strategies with profits of over 2,000,000 yen and an average annual return over 30%.
■ Look at the profit amount or the drawdown—it's the question.
If you simply seek profit, Mr.MA is the most profitable strategy.
However, when you also take into account the 'maximum drawdown' value, that's a different story.
The "maximum drawdown" for TradeStation strategies is the maximum drawdown relative to profits,
which is what it is.
A gain of 10,000 yen followed by a 20,000 yen loss results in a -100% drawdown.
Mr.MA is 384%, so if you think you earned 100,000 yen, the next loss would be 480,000 yen...
This indicates that such a thing occurred in backtests.
■ Balanced type? Profit-seeking type?
When looking at the balance between profit and drawdown,
Mr.Ichimoku has an annual return of +22%, and a seven-year maximum drawdown of 38%, giving it the highest risk-reward value.
This is the highest.
If you want to avoid negative years, we recommend strategies with lower maximum drawdown and larger profit amounts than total profits.
Until October 31, 2017,
39,800 yen ⇒ 9,800 yen
Moving average and RSI strategy
Ichimoku Kinko Hyo-based strategy
Strategy using the new high breakout method
