I’m backtesting a strategy right now before sending it live, it’s giving positive results for now and has done when backtested for 5 years.
I’m wondering what criteria people are using to determine wether a backtested strategy is ready or not.
How many years do you go back?
How many trades minimum do you want to see?
What win/loss ratio do you need?
What maximum drawdown will you allow before saying it’s too volatile?
What minimum annual return as a %age do you want to see to make it worthwhile?
What other criteria would you use to ascertain if it’s worth going live or not?
Thanks for your time and look forward to reading any input or advice you can offer.