Editing Sample Size & Parameters - Tutorial
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The next screen reports upon the trade sample size and invites you to enter the parameter count from the trading system used to generate the trading record. The sample size affects the degradation imposed on the P&L statistics. Large samples tend to bolster the credibility of the profit statistics and small sample sizes tend to support degradation in performance. The sample size shown is the number of trades you reported in your profit-and-loss record. The default value is an accurate representation of the input data. Although you can edit the sample size, we recommend against doing so.

The parameter count is important because it describes the level of curve fitting that may have been adopted to achieve the trade-by-trade results. The more parameters or constraints employed by a trading system, the less likely the proposed system will perform in actual trading. Your TSPE evaluation will demonstrate that you should choose a system that consumes minimal parameters. A system with just one (1) parameter would be far more likely to rate well with TSPE than a system with several more. Enter a parameter that describes your analysis approach.

You can further correct for bias using the "Total Correction" box at the bottom of this screen.