Backtest Strategy Metrics

AFL Programming
1

Hi all.

I am new to backtesting.
Can I get your opinion on what is the metrics to show that that BT strategy is a good one?

Thanks

2

Hello.

Your question might not be so easy to answer.

What might be good for you might not be considered good for someone else.

You are probably better of asking google that question as your question is
not Amibroker related.

Personally i look for a straight flat equity line with low drawdowns (search: SQN - System Quality number) which is typical for mean reversion systems.

In the end it needs to make money, with as low risk as possible.

I suggest you start here:

https://www.investopedia.com/articles/fundamental-analysis/10/strategy-performance-reports.asp

2 Likes
3

@flyingdutchmen

Thanks for the reply.

4

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