Historical Forecasts
This 2-minute video teaches you how to generate a forecast of future price movement based on the historical performance of your trading strategy.
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The average number of trading days it takes for a signal originating from given a trading strategy to reach its highest return within an observed time period.
The average number of trading days it takes for a signal originating from given a trading strategy to reach its lowest return within an observed time period.
The maximum observed gain, from a trough to a peak, of a trading strategy, before a new trough is attained.
The maximum observed loss, from a peak to a trough, of a trading strategy, before a new peak is attained.
Last modified 1yr ago