Backtest Score & Strategy 47

As discussed in the Mudder Report from last week, we’ve added a backtest score to each strategy. The backtest score is a function of many things. In particular, a strategy with a low backtest score:

• makes less than 5 trades per day and those trades are spaced apart

• has a high ‘average time in the market’; the higher the better

• makes more than $100 per t…