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5:54
YouTube
Darwinex
9.3) Using 'Return / Max Drawdown' and Normalized Profit Factor Performance Criteria | Backtesting
The standard implementation of Profit Factor in algorithmic trading introduces a major bias. An alternative normalized version, and also CAGR / Max Drawdown are proposed as alternatives. Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance ...
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