Was hoping someone could help with a few basic questions.
When backtesting the performance of a trading strategy where the goal is to be invested 100% of the time, which is the more important parameter in the backtest report. The annual return or the risk adjusted return? My annual return is 14% and risk adjusted is 28% .. Big difference here.
I can't seem to get 'buy and hold' comparison in my report no matter what I do. I have the checkbox on for buy and hold and have $XAO.au as the ticker. Is there anything else I need to do? Data and all is working fine. $XAO.au is there in the data.