Backtesting Tutorial - Your strategy made a profit. But is it actually any good?

Subject: Backtesting Tutorial - Your strategy made a profit. But is it actually any good?

A profitable backtest can still hide a terrible strategy.

It might have made all its money from one lucky run.

It might have suffered a drawdown you could never stomach.

Or it might look brilliant until you inspect the individual trades.

That is why you cannot just look at the final profit number.

You need to understand how the strategy produced those results.

I have recorded a new tutorial showing you how to use the Strategy Results section inside our football backtesting software.

You’ll see how to analyse things like:

Profit.

ROI.

Strike rate.

Winning and losing runs.

Drawdown.

Performance over time.

And every match that qualified for the strategy.

Watch the tutorial here:

The aim is not to find a backtest that looks exciting.

It is to find a strategy you understand, trust and could actually follow when the losing run arrives.

Martin