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Very good question. For me that is a very important metric and one that drives my decision to go live or not go live with a system--even more so than % winners. It is seriously tough trading through a lot of consecutive losers and for me that messes with my head so is something I'm very sensitive to.My backtests over 4000 historic trades have this particular system sitting at max consecutive winners of around 36 and max consecutive losers at around 20. The current figures on the live version of the system (which is shown in the graphs above) has consecutive winners at 10 and consecutive losers at 9, but that is after around 351 live trades, which is clearly far less than the 4000 trades executed in my backtests.Definitely the max of 9 consecutive losers helped me stick to the system.
Very good question. For me that is a very important metric and one that drives my decision to go live or not go live with a system--even more so than % winners. It is seriously tough trading through a lot of consecutive losers and for me that messes with my head so is something I'm very sensitive to.
My backtests over 4000 historic trades have this particular system sitting at max consecutive winners of around 36 and max consecutive losers at around 20. The current figures on the live version of the system (which is shown in the graphs above) has consecutive winners at 10 and consecutive losers at 9, but that is after around 351 live trades, which is clearly far less than the 4000 trades executed in my backtests.
Definitely the max of 9 consecutive losers helped me stick to the system.
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