mc 入面佢有得合埋一齊gen.
我backtesting 係trade一張既期貨on each strategy. 全部strategy都會唔同係各個symbol.
我要拉高個ret/dd, 所以我set 所有strategies across all market correlation 唔可以高過0.4, 大部份低過0.25
如果用同一startegy d metrics同equity curve相唔相似?
我既會做2nd market test. 比如strategy A 係nq 用係es既時候都要滿足我要求既profit factor and curve stability.