Scatter Plots
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The arithmetic average return on all trading signals derived from your strategy, expressed as a percentage.
The arithmetic average return on all signal and non-signal data points, expressed as a percentage.
The difference in value between the mean strategy return and and the anytime return.
A statistic used to determine if there is a significant difference between the mean forward return of your trading strategy and the mean forward return of all data data points for an asset within a single lookback period.