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Testing and results #444023 07/29/14 07:28 07/29/14 07:28
Joined: Jan 2013 Posts: 68 I ibra OP Junior Member
ibra OP Junior Member I Joined: Jan 2013 Posts: 68	Hi! When testing the strategy, do you guys use like a "standard" startdate? Like myself, my rule of thumb is to test the strategy the past 10 years, I think the biggest reason is to get enough trades for the strategy. When checkning the results, which figures of the performance reports do you 'focus' on? I tend to look the most at the sharpe ratio. In the manual it says that tradeable strategys should have a SR > 1. I guess they mean in both the normal test as well as in the forward test - or can you accept a worse SR figure in a forward test? Like > 0.85? Whats your thought about this - discuss! Sunny wishes IBra

Re: Testing and results [Re: ibra] #444583 08/14/14 13:47 08/14/14 13:47
Joined: Apr 2014 Posts: 23 M Mothership Newbie
Mothership Newbie M Joined: Apr 2014 Posts: 23	Hello! I too have the same thoughts as you regarding the sharpe ratio figure and this quote in the tutorial Quote: The low Sharpe Ratio (SR) tells her that this result comes at a risk. The Sharpe ratio is the mean profit divided by its standard deviation. Sharpe ratios below 1 indicate that the gains fluctuate a lot - there might be years when the strategy achieves a lower profit, or even a loss Does this mean that I can "accept" (I know that it's up to me of coure) a lower SR-figure because it only means that the gains fluctuate, or does the tutorial really says that a strategy isn't tradeable with SR < 1?

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