Could some body explain me what is the mean of each parameter that I can see on the report that is generated after the execution of an test in the strategic tester?
The parameter are the following:
1. Expected payoff
2. Absolute, Maximal and Relative drawdown
3. Difference between Maximal and Maximum
Thanks in advance.
What the Numbers in the Expert Testing Report Mean
Any expert can be tested on history data. After the expert has been tested, the summarized expert testing results and some key characteristics are displayed in the "Report" tab. Reports allow comparing to each other both various experts and the working results of the same expert with different inputs working. This article explains how to read such reports and to interpret the obtained results properly.