Topic: Floating P/L

While reading the exported xls sheet the column Floating PL grabbed my attention

why not to add the number of (+) floating bars & the number of floating( -) to the acceptance criteria

The concept behind that : it reflects a real life trading experience lets imagine that you are looking to your trading platform screen and you see it most of time in Red floating territory it will be a stressful strategy even it ends with profit  and i think the odds also will increase to end profiting if the floating Green exceeds the floating Red in %

For Example a strategy with MAX DD =6% , PF =1.5, Winloss=57% includes :

Number of (-) bars = 70% of all bars  and the sum of nigative floating = 2 times sum of positive floating

Re: Floating P/L

A good idea. I have to find a way for adding custom Acceptance Criteria.