Comparison between evaluation profile and live trading performance

If the Quick check is successful this means that your trading systems are working as designed and your simulation process is highly accurate. Based on this you can assume that the results of your historical simulations are highly accurate as well.

This is good news because it means that you should have high confidence in the accuracy of the stats in the trading system evaluation profile. As a result, you should expect your trading system to continue to produce results within those limits. The more live trading results you add to your trading system evaluation profile, the more confidence you should have in the stats, as this is real out of sample data. An important note is to let the system run long enough to gather enough live trades before you start focusing on this analysis.

Topics overview:

  • How to compare the stats between the trading system evaluation profile and the live trading performance?
    • Learn the steps you need to take in order to compare the stats of your backtest profile and the live trading performance
  • Practical examples

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