Forums › ProRealTime English forum › General trading discussions › What do you look for in a backtest result? › Reply To: What do you look for in a backtest result?
Hello Cusack,
the looback period is too short, in my opinion.
You could increase the number of bars to 100.000 or 200.000 and use it as a huge out of sample test. Nicolas has provided some insight into this technique: https://www.prorealcode.com/blog/avoid-equity-curve-fitting-with-probacktest-trading-strategy-optimisation/.
I would expect that a flat year will be a killer for your system. You can try to avoid this with Walk-Forward testing. https://www.prorealcode.com/blog/learning/strategy-optimisation-walk-analysis/
But a huge sample size with a reasonable out-of-sample period is the gold-standard for evaluating a system.