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Theme

The standard setup

No standard setup is published yet.

A standard setup is the symbol, period, costs and pass levels every published strategy in a market is tested on.

The engine's rules

  • At least 300 trades
  • 30% of the period held out
  • Walk-forward: at least 3 windows with a pass rate of 60%
  • Overfitting probability below 0.5
  • Deflated Sharpe at least 0.95