axweye
1
Dear collegs,

could you recommend with what metric estimate smoothness equity in backtest?

Best regards,

Alexander

@axweye you might consider something like the K-Ratio discussed here,

Or maybe take an R-Squared (coefficient of determination) of your Equity curve.

axweye
3
Thx a lot!

I've found one more interesting article

@axweye a couple of sample afl codes for doing that.

https://www.mail-archive.com/amibroker@yahoogroups.com/msg43297.html