Don't over-optimize
Thanks, Tommie,

The items I like best are these:

Losing Trades
Winning Percentage Trades
Average Gain
Average Loss
Worst Loss
Trades Per Day

I think best trades should probably be subtracted and removed from the stats.  Better to assume they won't happen again for back testing purposes.  Not sure how many to delete.  All the overly big ones.

And strings of losing trades is good to show.  Largest number of losing trades in a row.  That's a possible indication of strategy failure if the number is too large

I also like to divide things into chunks.  If you back test a year then how did each week do?  Did you have a really bad or really good week (or month.)  If you had a stellar week then you might want to remove that from the stats too.  Things like that tend to add to wishful thinking, and poorer performing strats.

Mostly just thinking out loud.  Been a while since I've done this stuff.  I wrote up a bunch of stuff in C, including full charts.  Can't find where I put them.  :-(  Rats.

Good trading!

Messages In This Thread
Don't over-optimize - by richard - 04-06-2018, 04:14 AM
RE: Don't over-optimize - by askmike - 04-06-2018, 06:03 AM
RE: Don't over-optimize - by tommiehansen - 04-06-2018, 06:48 PM
RE: Don't over-optimize - by richard - 04-18-2018, 10:06 AM

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