Probability of backtest overfitting

Forge API 1

A low figure is good: it says the winner of the search is not just the luckiest of many.

over the ways to choose half of {pbo_n_blocks} blocks of the history as the fit, the share in which the best setting on the fit ranked below the median on the other half; the run passes when it is at most {pbo_max}

probability

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