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what are the best formulas to evaluate an EA performance?

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willgart
850
willgart 2014.06.26 11:12 

Hi,

what are the best formulas to evaluate the performance of a back test?

because now we can use the ontester function, we can implement our own formula here...

but which one? :)


is the SQN (Strategy Quality Number) used by strategyquant in their EA Analyzer tool is good?


thanks for your comments!

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