Support Board
Date/Time: Sun, 24 Nov 2024 02:49:22 +0000
Post From: Back Testing Question
| [2013-08-28 18:07:47] |
| Richard Reyes - Posts: 98 |
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I am doing back testing on an automated trading system using Excel in a spreadsheet configuration using a 5 year time period. I watch the chart as it goes through the back testing procedureand and I notice that the majority of the profits (80%) are always generated in the first half of the backtesting, about the first 30 months. The second half of the back testing (about 30 months), may only generate about an additional 20% of the overall profits even though it is 50% of the back testing time period. This happend over and over no matter the currency pairs being back tested. Is this normal or is something wrong? Many Thsnks
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