ilmscore | How Many trades Should You backtest?

How Many trades Should You backtest?

Published: 2018-06-28
Status: Available | Analyzed

Predictions from this Video

Total: 2
Correct: 0
Incorrect: 0
Pending: 2
Unrated: 0
Prediction
Topic
Status
A minimum of 200 trades and 5 years of market data on a 4-hour timeframe is recommended for backtesting trading strategies before trading them live.
"I would never start trading a strategy or base a trading plan around a strategy that I had not tested at least 200 trades and five years of market data at least for me to test most of my strategies on a four hour time frame."
Trading Strategy Backtesting
Pending
For an hourly timeframe, 3 to 5 years of market data is the minimum required for backtesting trading strategies, irrespective of the number of trades.
"and even if I'm on the hourly timeframe I need three to five years of market data regardless of the amount of traits that is"
Trading Strategy Backtesting
Pending