in backtesting, how to determine the uniform behaviour of the balance curve based on the ST report...

[cyberglassed]

Hello folk, I goold like to know, which of the following Strategy Tester report parameters

infrom me about the uniform behaviour of the balance curve after bactesting:

[Rodrigo Malacarne]

cyberglassed:

Hello folk, I goold like to know, which of the following Strategy Tester report parameters

infrom me about the uniform behaviour of the balance curve after bactesting:

I would say drawdown could give you a good idea, although it's not exactly a measure of how "steady" your equiy curve is. A steady equity curve (as shown in the second picture) should ideally have a small drawdown.

[cyberglassed]

Malacarne:
I would say drawdown could give you a good idea, although it's not exactly a measure of how "steady" your equiy curve is. A steady equity curve (as shown in the second picture) should ideally have a low drawdown.

I also thought about this, but I think it has not too much accuracy,

any other ideas?

[Rodrigo Malacarne]

cyberglassed:

I also thought about this, but I think it has not too much accuracy,

any other ideas?

You can also try to develop a custom criteria for your backtest, for instance, the slope of the equity curve. As an example of how to develop these custom criteria, please take a look at this article: https://www.mql5.com/en/articles/286

If you want a specific measure for equity curve "straightness", please take a look at this link: http://qusma.com/2013/09/23/equity-curve-straightness-measures/ 

I hope it helps you somehow.

Regards,
Malacarne 

[Alain Verleyen]

Malacarne:

You can also try to develop a custom criteria for your backtest, for instance, the slope of the equity curve...
Malacarne 

Doesn't this lead to curve fitting ? In my opinion yes, but it's only a guess.