Backtest & Validation

What Question Should We Ask A Backtest?

Short readBacktest & Validation

Question

What is the right question to ask a backtest?

Answer

Instead of asking whether an EA will make money in the future, ask how the system behaved in the past and under what conditions it performed well or poorly.

Key Takeaway

Ask about behavior, not predictions.

Related Notes

Are We Using Backtests Incorrectly?If Backtests Cannot Predict The Future, Why Do We Use Them?What Is A Good EA?