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Where can I find a list of the limits and thresholds of common terms
used in Backtest ? Simply, for the following items, how do I know what
is an acceptable value for any of these:
Recovery Factor
CAR/MaxDD
RAR/MaxDD
Profit Factor
Payoff Ratio
Standard Error0
Risk-Reward Ratio
Ulcer Index
Ulcer Performance Index
Sharpe Ratio of trades
K-Ratio
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