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Hello,
Does a formula exist that
consent us to estimate when a TS “makes money” with more efficiency
and less waste of energy and resources than other TS, without considering its
profitability?
In other words, without using
– one by one – all the parameters generated after a back-testing,
if is it possible to make this valuation with a unique parameter?
It is not important how many
money this system can be made, but with which efficiency the system has made
this profit.
Do you know if someone
already made a study to reach this result?
Thanks for any help,
Antonio
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