very good explanation but what was the verdict in the end? Is this a good (robust) strategy to go live with or not ? And if its good what are the signs of drawdown to look out for in order to stop it when it goes live? Thank you
Thanks Ali, great video! when you export your trades from another platform to upload as csv to SQX, do you export the trades including commissions and slippage?
80% confidence level shows you the statistics that you will likely see at that level. say we have the following stats: Confidence level of 95% DD = 35% Net Profit = $50K the above means that I have a 95% chance of achieving $50K profit with 35% drawdown and 5% chance of having worse net profit and worse DD
You can join my discord server through patreon: www.patreon.com/statoasis although there are many benefits to join, but the excel sheet will be available there for free
all downloads from videos, will be in the "Free Download Channel" in the discord server Go.StatOasis.com/Discord except for few big ones which are in the video description
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The Excel example was very important. Thanks.
Glad it helped
This guy is amazing at distilling complex topics succinctly. So glad I found his channel!
Wow, thanks!
@@StatOasis which method is better in the real world? Sampling or exact? i want data to know my system max drawdown
Awesome explanation about Monte Carlo Simulation! I was quite confused until I watched this video!! Thank you Ali for such a great tutorial!!!
Thank for the kind words
very good explanation but what was the verdict in the end? Is this a good (robust) strategy to go live with or not ? And if its good what are the signs of drawdown to look out for in order to stop it when it goes live? Thank you
The 98% metrics is what you should expect your strategy performance in the future
Thanks Ali, great video! when you export your trades from another platform to upload as csv to SQX, do you export the trades including commissions and slippage?
you should, but if your average trade is +4X your slippage and commission then it will not make a big difference
@@StatOasis gotcha thank you!!
thanks
You're welcome!
great Ali! I'll wait for the second part of this video!
I posted it, and should be live tomorrow
Excelent Video and explanation! Thanks!
You are welcome!
What does it mean if your main strategy's equity curve is sitting above most of the runs?
Your strategy is the most optimistic curve and the chance to repeat in the future is extremely low
@@StatOasis ah I see, thank you 🙏🏾
Great getting clearence in this, Hoping for the same in SPP aswell:)
coming soon!
Cheers Ali, do you perform these on every one of your potential strategies prior to live trading? [Jabezz].
no, use it many for capitalization
Good vid!!
thank you
10:48 Does that mean there is a 1 in 5 chance roughly that it will make a loss since it's profitable from 80% confidence level?
80% confidence level shows you the statistics that you will likely see at that level. say we have the following stats:
Confidence level of 95%
DD = 35%
Net Profit = $50K
the above means that I have a 95% chance of achieving $50K profit with 35% drawdown and 5% chance of having worse net profit and worse DD
Super informative vid, Ali - Thanks! Question: Discord link? Also possible to provide link to the Excel sheet?
You can join my discord server through patreon:
www.patreon.com/statoasis
although there are many benefits to join, but the excel sheet will be available there for free
@@StatOasis Hi Ali! Couldn't find the excel (at least for free), can you share a link please?
all downloads from videos, will be in the "Free Download Channel" in the discord server Go.StatOasis.com/Discord
except for few big ones which are in the video description
where is the code?
Is this software free or paid?
free trial