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Strategy Robustness

127 bytes added, 12:30, 22 October 2018
* '''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;
* '''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;
* '''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;

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