hi @basumallick
Thanks for sharing a base system that one can build on. I run quant strategies intraday and I normally assume 2X DD from Backtest. Although backtest DD is also seen in live at times, DD can exceed maxDD from backtest. How does is compare of Short term positional systems in live. Does the DD reflects and stays within backtest limits ? Im asking this mainly because DD showed in the table is pretty high and if one can stand to stay quiet when its getting tough.
Once again thanks for sharing your views.
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