What does monkey use as a fitness function? Pure net worth? Do you risk-adjust, or otherwise look to minimize dips in capital?
monkey only thinks about estimating price trajectory. any position sizing, hedging, &c is all on me. i personally try to follow the dynamic leverage-space model (generalized kelly sizing) but when i'm trading purely my own book, i get a bit risky; i have goals which can best be characterized as insane.
Right. Monkey needs feedback telling him when he's doing best so the best algorithm can be selected. I'm asking how you look at the equity curve and make the comparison of what's better. The best would obviously be a smooth straight line upward as time passes. The worst would be constant drops to $0 with recovery, where he happens to be at an all time high in equity right now. I wouldn't equate the latter with a good system even though it's at an all time high of equity right now.
Like it. 
No
