Better System Trader cover image

239: Confident Consistent Trading - Laurens Bensdorp

Better System Trader

CHAPTER

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.

00:00
Transcript
Play full episode

Remember Everything You Learn from Podcasts

Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
App store bannerPlay store banner