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239: Confident Consistent Trading - Laurens Bensdorp

Better System Trader

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Analyzing Backtest Reports for Trading Strategies

This chapter explores the significance of interpreting various metrics in backtest reports, such as Sharpe ratio and Sortino, underlining that they are historical indicators. It delves into the importance of recognizing a system's potential for profit or loss, referencing a long-term trend-following system as an illustration.

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