tag:blogger.com,1999:blog-3910008585223856206.post6229425818954707611..comments2009-09-10T11:38:17.221-07:00Milk Traderhttp://www.blogger.com/profile/15008769973064875700noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-3910008585223856206.post-16145117436861301892009-09-10T11:38:17.221-07:002009-09-10T11:38:17.221-07:00Milktrader,<br /><br />Can you follow me on Stocktwits? I am intriqued by your Black Box and would like to discuss some things with you sometime privately. I am BBtrader1<br /><br />Thanks.<br /><br />BBtrader1Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-3910008585223856206.post-9375561644608599502009-09-09T11:34:24.666-07:002009-09-09T11:34:24.666-07:00Drawdown is an important metric, and also helps sketch the system&#39;s personality. The net profit/drawdown ratio is a good basic trait that, like net profit by itself, helps illuminate how a system behaves and if it makes money. <br /><br />I&#39;ll plan a follow-up to the rough net profit sketch that will include drawdown.Milk Traderhttp://www.blogger.com/profile/15008769973064875700noreply@blogger.comtag:blogger.com,1999:blog-3910008585223856206.post-65408415880963103882009-09-09T02:11:31.386-07:002009-09-09T02:11:31.386-07:00Very nice. I like to see many winning values, and often gravitate to median values among the best performers, if I&#39;m not wanting to nudge the system toward more or less trades. Another metric along these lines is drawdown, of course, since faith in a system is so easily lost when a position is on (and for a good reason if overoptimized).manaauhttp://twitter.com/manaaunoreply@blogger.com