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225: Kyle Schultz – The Art and Science of Algorithmic Futures Trading

Chat With Traders

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The Most Important Metrics to Optimize Return on Account?

In futures markets, return to max tradon ratio is one of the most important metrics. Most traders and clients are notionally funded or using some amount of leverage. The whole goal is to maximise return without getting a capital call. And i don't think trade station has a fitness function for calmar ratio so you can't optimize the calma ratio which is odd.

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