From Dr Ernie Chan: More ways to see how your trading strategies are performing
I asked this specific question via email:
i Bryan,
Some people also like to see Sortino ratio, max drawdown, max drawdown duration, APR/Max Drawdown ratio, and winning ratio.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
