Back Testing
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Sir, I have watched almost all videos posted by you on insight as well as on YouTube several times. Each time is a new learing experience evn on the same subject. Wanted a clarification if u may like to reply. You have always maintained that expectancy should be positive then the strategy is good and it will give positive P&L over a period of time. What number can be taken as positive expectancy? eg 0.01 is also positive. Alternately what is the minimum number we should achieve in back testing?
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Yes, 0.01 is a positive expectancy. Your system should have positive expectancy, higher the better. Above 0.50 is excellent.
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Thanks Prashant SIr.
