--- In [email protected], "ezbentley" <ezbent...@...> wrote:
>
> If I backtest a system over the past 10 years, is there a way to show the
> profit distribution breakdown each year?
> It would be really helpful in general to see if a strategy makes money
> consistently every year, and to identify what kind of market condition is
> suitable for a particular kind of strategy.
>
the simplest way is to use walk forward optimization to do this for you. just
insert a dummy optimzation statement in your code, then go to setting and
select yearly steps, uncheck out of sample data. Then run the walk forward
optimization. You will get an break down table without writing a single line of
code.
