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Many friends do not know how to interpret data when engaging in quantitative trading. What we should follow is not the total return, as the actual trading and backtesting often fall short of expectations due to factors such as latency, Slippage, and changes in candlestick prices. We should focus on the winning rate, average profit, and loss, and then apply the expected value formula: Expected Value = Profit * Winning Rate - Loss * Losing Rate. When the expected value is positive, the higher the value, the better.
This chart shows the backtesting data for the past year with a principal of 100u and 5x leverage.
To be on the safe side, we usually set a 3x leverage for our clients.
#ena
#量化交易