liero1 Posted February 12, 2019 Share Posted February 12, 2019 (edited) Hi, can someone help how to calculate my z score for my back testing results? Or if it is even helpful? Just looking to expand my repertoire of key performance indicators when looking at back test results for different systems.. So far I am doing p value, r squared test for expanding the system criteria, max. draw down... and the general p&l graph of course over time.. Thanks!! Edited February 13, 2019 by liero1 Quote Link to comment Share on other sites More sharing options...
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