Module 13 — Backtesting and Performance Analysis

Module 13 has 28 lessons on measuring a strategy honestly before you risk money. Sources: MetaQuotes’ MT5 Strategy Tester documentation, research on overfitting (Bailey et al., 2014), multiple testing (Harvey, Liu and Zhu), survivorship bias (Carhart, Carpenter, Lynch and Musto, 2002) and the Sharpe ratio (Sharpe, 1994), plus StockCharts on the Ulcer Index. Sample-size figures come from course simulations, described where they are used.

Level: Advanced · Before this: Module 12.