Calculates average values of 83 strategy metrics for additional markets in cross-checks. Helps evaluate strategy robustness and consistency across different market conditions.
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83 Strategy metrics that calculate the average value of a given metric for all additional markets tested in the additional markets cross-check. Thanks to these snippets it is possible to better evaluate the performance of a strategy in different markets and can therefore be used to evaluate the robustness of a strategy.
More about Crosschecks in StrategyQuantX you can find here .
List of 83 Average values of Stretegy Metrics on Additional Markets.
AddMAActualDrawdownPctAvg.java
You know me as clonex. I’m Ivan Hudec — I built the free blocks you’re using here, and I write about the research behind them at algotrading.space . Need something built? Work with me .Past performance is no guarantee of future success. All information should be viewed as educational only
UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.
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