04-06-2018, 03:20 AM
The Average Strategy - Settings is just an average of the top 10 settings, right? If we backtest it does not correspond to the profit mentioned at Average Strategy - Meta (That probably is an average of the top 10 profits). So, whats is the method to not have an overfitted strategy?
Does this Profit calculation already contemplates the Market Performance? Profit = GrossProfit + MarketPerformance or Profit = GrossProfit?
Does this Profit calculation already contemplates the Market Performance? Profit = GrossProfit + MarketPerformance or Profit = GrossProfit?