I'm having this dilemma of actually quantifying a strategy as accurately as possible. Speaking more precisely; if I back-test 12 different pairs and I wanted to build a simulated model of all those trades in chronological order to see what the equity curve over that time looked like; how would I go about doing this fairly?
Just taking all the trades and slapping them into excel in chronological order simply doesn't cut it because if your lot calculations are based upon account equity, then you're screwed.
I'm all ears to ideas or corrections? Just wanting to gain some fruit from others crossing this bridge?