What are you metric or benchmarks for evaluating the profitability of your quant or profitable technical analysis trading strategy?

What are you metric or benchmarks for evaluating  the profitability of your quant or technical analysis trading strategy? Is it any of these: Simple returns, log return, and average returns Skewness, Kurtosis (fat tail analysis), Volatility is variance of log or simple returns Performance attribution also known as benchmarking Periodic or simple rate of return …

What are you metric or benchmarks for evaluating the profitability of your quant or profitable technical analysis trading strategy? Read More »