Normal
I think I would want it better than that.That's the same as saying if the average is > 0, but if it's too close to zero then that means you've roughly a 50-50 chance of making a profit (if the average is close to the median).I'd be looking at least one standard deviation down to be greater than zero to be a bit more on the safe side - two standard deviations preferably. In fact, I'd rather want all backtest results to be greater than zero.Cheers,GP
I think I would want it better than that.
That's the same as saying if the average is > 0, but if it's too close to zero then that means you've roughly a 50-50 chance of making a profit (if the average is close to the median).
I'd be looking at least one standard deviation down to be greater than zero to be a bit more on the safe side - two standard deviations preferably. In fact, I'd rather want all backtest results to be greater than zero.
Cheers,
GP
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