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Monte Carlo tests resampling Restest, filter out 95% less than 100 $?

4 replies

3 years ago #261608

How to filter out Restest -> Monte Carlo tests resampling -> filter out 95% less than 100 $?

3 years ago #261613

how could you compare some USD values? doesnt make sense to me…

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3 years ago #261626

i want bottoms of MC to be above 100$

3 years ago #261631

Do you mean filter out strategies with Net Profit < 100 at level 95%?

You can set filtering for various confidence levels. Up to you. See the screen

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3 years ago #261664

he can set whatever he want, but question is if filter for some USD values make sense – for me absolutely not, every strategy has different MM and thus the USD values are not comparable. Everything what counts is only RDD

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