如何持续评估交易系统的可用性？

针对牛市、熊市、盘整类型的市场，事先计算出下列评估数据。

• R-multiple distribution
• SQN
• The maximum drawdown and the probability
• Lossing streak in a row and the probability
• Trading frequency and the maximum and minimum number of trading in a month
• The average time returning to the peak
• The longest period making a new peak

交易过程中，绩效不符合上述的评估数据，表示交易系统已经失效。