What information do you guys think is important when backtesting strategies?
I think most people have a tendency to look first at return, but I can see importance in managing drawdown risk and standard deviation. Is there anything else that you would look for in optimal backtesting of strategies?
I am sure what you look for differs in automated strategies vs manual strategies.
I think most people have a tendency to look first at return, but I can see importance in managing drawdown risk and standard deviation. Is there anything else that you would look for in optimal backtesting of strategies?
I am sure what you look for differs in automated strategies vs manual strategies.
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