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You are right, it is a rubiks cube! One side comes together and the other side crumbles. if developing a system was easy then I don't think that I would enjoy doing it as much.

If a trader wants less drawdown then one approach is to take less risk - as you found above. Less risk can be achieved, whilst not touching the system entry / exit criteria, by altering the position sizing strategy. Try 1% risk position sizing rather than 2% risk or take more smaller positions.

If a trader wanted to increase drawdown then use lots of leverage - it's very easy to have 100% drawdown with lots of leverage.

TradeSim looks only at closed trade drawdown and objectively that is the drawdown that is important, but emotionally the open trade drawdown (unless you are using lots of leverage) is the most difficult. Amibroker looks at open trade drawdown in it's standard report.

My drawdown won't be too healthy for August - probably double digits when I get around to balancing everything up!

regards

<blockquote data-quote="stevo" data-source="post: 198424" data-attributes="member: 2970">You are right, it is a rubiks cube! One side comes together and the other side crumbles. if developing a system was easy then I don&#039;t think that I would enjoy doing it as much.If a trader wants less drawdown then one approach is to take less risk - as you found above. Less risk can be achieved, whilst not touching the system entry / exit criteria, by altering the position sizing strategy. Try 1% risk position sizing rather than 2% risk or take more smaller positions. If a trader wanted to increase drawdown then use lots of leverage - it&#039;s very easy to have 100% drawdown with lots of leverage.TradeSim looks only at closed trade drawdown and objectively that is the drawdown that is important, but emotionally the open trade drawdown (unless you are using lots of leverage) is the most difficult. Amibroker looks at open trade drawdown in it&#039;s standard report.My drawdown won&#039;t be too healthy for August - probably double digits when I get around to balancing everything up!regards</blockquote>

[QUOTE="stevo, post: 198424, member: 2970"] You are right, it is a rubiks cube! One side comes together and the other side crumbles. if developing a system was easy then I don't think that I would enjoy doing it as much. If a trader wants less drawdown then one approach is to take less risk - as you found above. Less risk can be achieved, whilst not touching the system entry / exit criteria, by altering the position sizing strategy. Try 1% risk position sizing rather than 2% risk or take more smaller positions. If a trader wanted to increase drawdown then use lots of leverage - it's very easy to have 100% drawdown with lots of leverage. TradeSim looks only at closed trade drawdown and objectively that is the drawdown that is important, but emotionally the open trade drawdown (unless you are using lots of leverage) is the most difficult. Amibroker looks at open trade drawdown in it's standard report. My drawdown won't be too healthy for August - probably double digits when I get around to balancing everything up! regards [/QUOTE]

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