
239: Confident Consistent Trading - Laurens Bensdorp
Better System Trader
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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