4.1) Why Return/MEAN-Drawdown is a better measure of trading performance than MAX Drawdown скачать в хорошем качестве

4.1) Why Return/MEAN-Drawdown is a better measure of trading performance than MAX Drawdown

Why measuring trading system parameter performance in optimizations using ‘Return/Mean (Average) Drawdown’ is better than the ‘Maximum Drawdown’ equivalent. This can assist with providing a more reliable selection of robust parameters for your algorithmic trading strategy. Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=... OTHER PARTS TO THIS EPISODE: Easy access to all parts of this episode: Part 1:    • 4.1) Why Return/MEAN-Drawdown is a better ...   (This part) Part 2:    • 4.2) Coding MT5 Custom Performance Criteri...   VIEW THE WHOLE 'ADVANCED MQL CODING TECHNIQUES' SERIES IN ONE PLACE:    • Advanced MQL Coding Techniques   THE CODE SAMPLE(S) FOR THIS EPISODE CAN BE FOUND AT: https://github.com/darwinex/advanced-... ----------------------- IMPORTANT REQUEST: If you find this content useful, please do consider liking and sharing it on YouTube, Twitter, Facebook, LinkedIn, and whatever other social networks you have circles in. Darwinex relies almost exclusively on organic growth, primarily through recommendations via informative content. YouTube’s algorithms measure the quality of Darwinex content on the basis of: Reach Engagement and several other related variables With seemingly small actions such as: Clicking the Like button Clicking the Subscribe button Clicking the Share button (on YouTube) and distributing our content etc … YOU inform YouTube’s algorithms of your sentiment towards Darwinex, thereby directly helping Darwinex MASSIVELY in achieving organic growth. Thank you very much for your kind consideration! ----------------------- Risk disclosure: https://www.darwinex.com/legal/risk-d... ** Fancy joining a vibrant community of algorithmic traders, quants, and data scientists focused on financial-hacking? Join the Darwinex Collective Slack Workspace: https://join.slack.com/t/darwinex-col... #AlgorithmicTrading #TradingSystemOptimization, #CAGRMaxDrawdown, #ReturnMeanDrawdown, #ParameterRanking, #CustomPerformanceCriteria, #Drawdown, #SystemPerformance, #PerformanceMeasure, #CAGR, #Return, #AlgoTrading