z-score probability correct?
I have tested some EAs with EA Analyzer.
Although my z-Score was below the critical point of 1.96, the probability was higher than 95%.
To my opinion this is not possible, according to the standard z-score distribution, the critical z-score for a probability of 95% is 1.96, therefore it is not possible to achieve probabilities over 95% for z-scores below 1.96…
Any suggestions how this could be?
Thanks a lot
I have to check it, it is possible that there is a mistake.
Could you post here (or send me by email) the report where I can see this problem?
Or even better you can create a bug report in tasks.strategyquant.com and attach your file there.
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