StockFetcher Forums · General Discussion · ROI & Win/Loss ratioE<< >>Post Follow-up
glider
59 posts
msg #35996
Ignore glider
5/13/2005 11:05:47 PM

Does anybody have an opinion on the relationship between ROI & Win/Loss ratio? I've noticed when backtesting some filters, a very high ROI will result in a low W/L ratio. Example: ROI = 500%, W/L = 35%/65%. I think a good balance between these two indicators would give better and more consistent results. Example: ROI = 150%, W/L = 65%/35%. Any thoughts?

glider


corsino
259 posts
msg #36000
Ignore corsino
5/13/2005 11:38:02 PM

glider

I think that you have to consider the number of picks too. For example, I have a filter with a win/loss ratio of 86/14 and an ROI of 2294%, but it has only picked 7 stocks since the beginning of the year. So maybe a group of good percentage filters is advisable,rather than just depending on one filter.


glider
59 posts
msg #36001
Ignore glider
5/14/2005 2:32:53 AM

Corsino,

Good point. Thanks for the comment.
I've found that downloading the trades to an excel spreadsheet, adding a few extra columns for Number of shares, Total gain/loss with a running total etc. gives a more realistic % return. It's always lower than the ROI but still a good return.


abbabb1tt
18 posts
msg #41162
Ignore abbabb1tt
2/12/2006 6:18:36 PM

Corsino:

What is the filter you have that returns only seven stocks, but had the great ROI? Please post. Thanks!


guru_trader
485 posts
msg #41438
Ignore guru_trader
2/21/2006 1:13:10 AM

I know Corsino has a bunch of SUPER filters ... I would love to see the one's he actually trades.


StockFetcher Forums · General Discussion · ROI & Win/Loss ratioE<< >>Post Follow-up

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