87 - BBP03 - Garbage In, Garbage Out
The Trade Busters
00:00
How to Design Tests That Match Real-Life Trading
For a longer-term study, metrics like Kager and kind of these drawdowns are not going to be as meaningful. You have to understand how to design tests a certain way to get the kind of results that match real-life trading. Back test is supposed to give you a lot of context. But if you can't trust the context, or if you don't even understand why it produces a certain output, it's going to be hard to get conviction.
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