Libraries: BacktestOverfitting: probability of backtest overfitting (PBO) of an optimization
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BacktestOverfitting: probability of backtest overfitting (PBO) of an optimization:
Probability of Backtest Overfitting (PBO) of an MT5 optimization by combinatorially symmetric cross-validation. Every pass sends its daily results as a frame, and the PBO is computed when the optimization ends.
Author: Mohamed-amine Baddir