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Forge counts how many settings you tried and marks the result down for it.
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Start free The verdict and live tracking are paid.
12 of the 12,870 ways to deal the halves.
Both allow for the search itself: the more settings tried, the better the best one looks by chance alone.
The odds that the winner you picked was luck.
Every way of dealing the history into two halves, to see if the winner on one half wins on the other.
If it fails:Killed at the expensive tier
The Sharpe ratio, with the credit for trying repeatedly taken back off.
If it fails:Killed at the expensive tier
A raw Sharpe does not know how many settings were tried. The deflated Sharpe is the chance it is above zero once they are allowed for.
The best try's Sharpe as tested: 1.9.
A killed result is not an error. It tells you which question the strategy could not answer.
It failed the checks that it is not luck.