Home Community Crypto-ML Roadmap, Feature, and Suggestions 5.40 Model Release Notes: Improved Risk Management Reply To: 5.40 Model Release Notes: Improved Risk Management

#9310
admin
Keymaster

Hello,

Yes. The backtesting we perform is complex and not easy to share. It involves multiple steps, including:
1. Cross-validation
2. General backtesting
3. Backtesting by market condition
4. Forward testing

This link provides some insight into how this may be viewed: https://crypto-ml.com/blog/machine-learning-upgrade-to-5-0-deep-neural-networks/#Statistical_Measures

In general, any enhancement improves overall backtesting results while also better handling exceptions and edge cases.