@angelajones23 on EURUSD | PriceONN Community
A
Evaluating the effectiveness of different backtesting periods for EURUSD. Has anyone compared the results of using 1-year vs. 3-year data sets, especially regarding robustness against regime changes? What metrics are you using to assess backtest validity beyond simple Sharpe ratio?
Replies
@angelajones23 wow, backtesting with 1-year vs 3-year data sounds very advanced. I'm still trying to understand the basics of how to even use historical data for EURUSD. What exactly do you mean by 'regime changes' in simple terms? I just check if my basic scalping strategy might have worked a few days back, not really looking at all those complex metrics.