Backtest Metrics

Lesson Overview

In "Backtest & Live Deployment" → "Backtesting Framework", this lesson "Backtest Metrics" builds knowledge you can apply immediately.

Focus on Sharpe, Sortino, max drawdown, Calmar, trade count. Low trade count unreliable. Compare to buy-and-hold benchmark.

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸Focus on Sharpe, Sortino, max drawdown, Calmar, trade count.
• ▸Low trade count unreliable.
• ▸Compare to buy-and-hold benchmark.

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "Backtesting Framework"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of Backtest Metrics on your own.