Just wanted to share an equity curve with y'all.
- This is from an Exponential Crossover system, trading S&P 500 futures and Gold futures both long and short between 1975 and 2005.
- Starting capital = $1,000,000
- Ending equity = $124,036,093
- Annual growth rate = 15.7%
- Largest drawdown = 60.4%
- Bliss (Growth rate/Lgst. drawdown) = .26
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