Test Your Trade Log for Real Edge
Given N closed trades, is your average result better than luck? Test your trade log with a free open source CLI: t tests and bootstrap intervals, run offline.
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Given N closed trades, is your average result better than luck? Test your trade log with a free open source CLI: t tests and bootstrap intervals, run offline.
One equity curve is one sample. A bootstrap confidence interval on a backtest Sharpe is often wide enough to contain zero. Here is how to build and read one.