I've been back testing my long-only system for the past 45 trades (stocks, not fx), and I've noticed that on average my Risk/reward ratio is not good at all, just .55, however I'm up 39% on the back tested trades with 64% winners.
Should a trading system be focused on RR, or can a system with high positive expectancy ignore the RR ratio all together?
thanks
Should a trading system be focused on RR, or can a system with high positive expectancy ignore the RR ratio all together?
thanks