When evaluating the success of a trading strategy, a strategy developer can use a large number of strategy metrics. One of them is the profit factor. Profit Factor may be …

In today’s episode, we build on the findings from the previous parts, in which we tried to identify and measure the factors that can affect the true out-of-sample performance of …

A common problem for a trader is to know when his strategy has lost the advantage, or in short, when there is such a situation that does not fit today’s …

Part 3:Profit Factor, Ret/DD Ratio/ Stability SQ3/ Annual % Return,Winning Percent, Win/LossRatio/ Sharpe Ratio

In today's episode, we look at whether using a spread ratio can lead to a better true-out-of-sample (WFOS ) result.

Part 1: Complexity and Number of Trades About a year and a half ago, I came to the conclusion that the edge of my strategy development workflow was shrinking. . …