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Which type of backtesting performance would you choose?
I would like to ask everyone how you would choose backtesting performance metrics? Among the following backtesting results conducted in the same time period with slightly adjusted strategies, which one would you choose and why
How to create a profitable strategy?
Recently, I've developed several trading strategies and found that creating a profitable one is quite challenging. One of the strategies involves numerous conditions, but I've noticed that these conditions affect the trading volume. However, relaxing these conditions results in losses instead. Below