Who use 2D and 3D backtests graphics ?
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Hi Guys,
In the continuity of the discussion with @Vonassi I did different tests this morning
And I discover that we have some (rare) explanations on the 2D and 3D graphics in PRT but I did’nt find ANY explanations on who to use them (What do we need to loo for, what to see and so on..) and interpret the graphics
So I imagine some of you did their own interpretations ?
For example I think it could be interesting to look for parameters with Gain average >0 for example the A variable I indicate on my graphic, or may be should we see parameters with lower maximum drawdown ?
I think it’s a powerful tool but actually it’s like a cow who find a Iphone and know how to use it 🙂
So if you use them, please indicate who you interpret 2D/3D graphics
Thanks
Flat area gives valuable information of variables not too much over-optimized. While comparing a set of optimized variables with gain, we should not consider the peaks (usually painted in red) that represent somehow the abnormal situations, which deviate from the ordinary distribution of variables that have given good results. Hope I’m clear 😉
And that’s why WF on gain are often wrong because we have often peak on backtest 😉
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This topic contains 6 replies,
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5 years, 9 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 05/15/2020 |
| Status: | Active |
| Attachments: | 3 files |
