Hello Stephen, I can say there is. The more count of trades a strategy has, the more chances you have to pass the Monte Carlo.

Simply, if you have a small count of trades, you are getting closer to over-optimized strategy. The more trades a strategy has, the more robust it is. The strategy was tested more times in the past, and there is a higher chance to continue profit.

Hey,Pekto!

Thanks for the answer. I was guessing that the more count of trades we have, the better.

I saw that the strategies having more count of trades pass the Monte Carlo.

However, I think that EA Studio is capable to find great strategies, and especially if we succeed to filter them well.

Thanks for your help as always!

@Petko – Sorry for the delayed response. Yes I really do treasure the OOS, especially the acceptance criteria control of both in and out of sample is extremely useful! Finally got my new computer yesterday which is why I’ve been radio silent. Looking forward to cranking out more strats!

Hey Roman,

Glad to hear from you again. Yes, the new acceptance criteria really changed the usage of OOS. Before that, I was not using it…

Guys, when you use the win/loss ration what value are you looking for in the acceptance criteria as a minimum?

Hey Jacpin,

you do not use the OOS at all? How is the win loss ratio calculaed? Isn’t it the profit divided by loss?

I think it is calculated when you sum the Winner trades and the losers trades, and then divide by the winners…not 100% actually.

Hey guys, it does not really mean how it is calculated. I know that it is a ratio between winning trades and losing trades 🙂

But if your SL and TP are different(and they are) this will mean that these criteria could be misleading.

For example, if you have SL 2 times bigger then the TP, it will mean that one negative trade will equal to 2 positive trades. And it will be different for any strategy…

Good point Andi, I observed that my win/loss ratio is only high (>0.75) when SL is very close to or bigger than TP. Sometimes, those strategies with SL 2 times bigger than TP can give very nice equity line but it will require a lot of wins to recover one negative trade.

Hey guys, that is why I use more the profit factor. It is not connected to the number of profitable trades and losing trades but to the results itself. At the end of the day, the important is the results, not the number of trades.

Hey Ossaio,

yes, this is true as Petko confirms. It is nice to use the win/loss ratio but it is better if you combine it with some other criteria.

For sure, Andi. We always need to combine different criteria.

Now, when trading on the live account, you can use one strict rule/criteria to follow the trading on the live.

I think Jacpin was using exactly the Win/loss to monitor the EAs on the live which makes a lot of sense.

Hello Jacpin,

Glad to hear that the recent videos that I recorded improved your strategies with the OOS and the R-Squared.

I think your system to manage the live account with win/loss ratio of 0.70 is just great. Keep up the good work!

Hey Jacpin,

thank you very much for the replay. Your system is really nice. I will give it a try during the next month. It makes a lot of sense really.

And what is your system to test the EAs on Demo, or you do not? Do you only use the system of Petko for OOS?

Hello Desita!

Thank you so much for making this so clear. I see that you are very strict in your testing which is absolutely respectful.

I like that you look at the recent trades. I also do. I avoid placing EAs which equity line goes down at the end after the generation. But it is not really strict and precise to look at the chart. Probably the number of trades is the better solution.

Anyway, I watched many times the OOS update from Petko and it is just great. I am sorry that I did not use it so far.