Here is a backtest for a bit over 2 years ( 2010-04-05-2012-05-17) for a purely mechanical system. Attached is the profit curve.
# Trades: 967
Profit factor: 1.29
% Wins: 49.12
Av. Win: $35.37
Av. Loss: $26.40
I want to determine the probability that this is a result of randomness. What is the best way to do that?
Thanks in advance.
# Trades: 967
Profit factor: 1.29
% Wins: 49.12
Av. Win: $35.37
Av. Loss: $26.40
I want to determine the probability that this is a result of randomness. What is the best way to do that?
Thanks in advance.
Swedish steel!