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One thing I find myself doing over and over is testing my backtesting
results for statistical significance. I use a t test assuming zero
return for random trades. So I cut and paste my results into Excel
to find out the probability that my results are due to chance.
It would be very nice indeed if this feature were included in the
built in report...less cutting and pasting, and VERY useful for
comparing the results of optimizations. Its not the only way to test
results, but its an easy one and a good one. It would be great if it
were in there, and users could click to sort by the probability of t
happening through chance.
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