4min chapter

The Trade Busters cover image

92 - BBP04 - The Perfect Backtest

The Trade Busters

CHAPTER

How to Scale a Long-Term Compound Test

Kager: If you don't have the slippage in the fees in there and the test looks bad, it's not going to get better. He says he will start a test without any commission or with no slippage at all. Kager does this so that his metrics can be more accurate long-term. "It lets you realize what ideally, the strategy ... we're trying to isolate the results of the strategy from our test"

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