En Backtest on Additional Markets cross-check evaluates a strategy's ability to generalize across different markets or timeframes. It helps ensure that the strategy logic is not overly tuned to a single dataset.

Propósito

True robustness means that a strategy performs reasonably well across different market conditions. This cross-check determines whether the strategy maintains its profitability or stability when applied to:

• Other symbols (e.g., EURUSD → GBPUSD)
• Other timeframes (e.g., H1 → M30 or H4)

Cómo funciona

• The same strategy is retested on one or more user-defined symbols or timeframes.
• Results for each market are generated and stored.
• Equity curves, drawdowns, and profitability can be compared across markets.

Evaluación

• A robust strategy does not have to perform equally well on all markets.
• Acceptable outcomes include:
  • Moderate profitability
  • Slight losses
• Major underperformance on alternate markets suggests sobreajuste o data dependency.

You can view the results under Results -> Equity Charts and adjust the Data view to "portfolio parts only."

Suporte a la filtración

You can configure filters to automatically reject strategies that deteriorate significantly in Retest scenarios.

Ejemplo:

Filter out any strategy where Profit Target of EVERY Additional Market Backtest < 1.