236: In 10 Years, Will Your “Mechanical Trading Strategy” Still Work? Pro Trader, Kevin Davey, Explains
Trading Nut | Trader Interviews - Forex, Futures, Stocks (Robots & More)
Monte Carlo Simulation for Trading Risk of Ruin
I usually look at return to drawdown. That's the one where if it's above a certain threshold, I will consider it for trading. And that turns out to be a very good metric because it encompasses not only the profit you can make, but the drawdown that you have to endure to get to that profit. Because ultimately, that's what's going to kill you. The profits don't kill you. It's that drawdown.
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