Strategy Testing Numbers.

[birdog]

On the Summary with running backtesting:

1. What would be considered a absolutely greg>Profit Factor>Sharpe Ratio>Ratio avg. Win/loss>and avg MAE,MFE, ETD?

2. Also, what is the highest you have seen in the same areas? >Profit Factor>Sharpe Ratio>Ratio avg. Win/loss>and avg MAE,MFE, ETD?

Thanks again...

[birdog]

oh, yea, what would be considered a fantastic Max. Time to Recover?

[NinjaTrader_Bertrand]

birdog, it's really hard if not impossible to generalize those values. If you have reasonable slippage and comission included and can generate profit factors of 1.5 and higher, I would recommend checking the strategy out in our Market Replay as next step.