One more follow-up on that EA work, I didn't include a breakdown of the markets included in the portfolio results - see table below for markets and stats for each market (listed in order of highest ratio of P/L to max draw i.e. imo the moost attractive to least attractive):
View attachment 1224549
The only P/L:MD ratio less than 1:1 is the GBPCAD so I would consider this one marginal in terms of whether to include/exclude from the portfolio - the decider would be whether it makes the total portfolio max drawdown higher or lower, but either way could easily leave this one out and the portfolio would still be very good.
Cheers, Sharks
