Structural FX, page-187

  1. 8,420 Posts.
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    Niki, the best way to know if a run of losses is too long during a demo test is to know how long it can be in backtesting. That's why I measure maximum drawdown not just in % and $ but also in time (both number of days and number of trades). Then you know how long a run of losses can be - you only have a problem with your strategy in demo testing if it goes beyond that.

    Cheers, Sharks
 
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