Strategy Robustness: Difference between revisions
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* '''Walk-Forward Profitable Runs Count''' - the number of profitable runs cannot be much smaller than the number of losing runs; | * '''Walk-Forward Profitable Runs Count''' - the number of profitable runs cannot be much smaller than the number of losing runs; | ||
* '''Total Profit Distribution Across Runs''' – profit should be distributed more or less evenly between the runs; | * '''Total Profit Distribution Across Runs''' – profit should be distributed more or less evenly between the runs; | ||
* '''Winning Trades Distribution Across Runs''' – winning trades should be distributed more or less evenly between the runs; | |||
* '''Max Drawdown, Max Drawdown of Single Run''' – the capital drawdown should be limited to some value; | * '''Max Drawdown, Max Drawdown of Single Run''' – the capital drawdown should be limited to some value; | ||
* '''Number of Trades''' – there should be set the minimal number of trades so that you could be sure your strategy has enough information for making decisions to get into trades; | * '''Number of Trades''' – there should be set the minimal number of trades so that you could be sure your strategy has enough information for making decisions to get into trades; |