Further analysis of initial results

[owocki]

My test portfolio was initialized with a 1 BTC deposit, and after 2 months and 23,413 trades, exited with 0.955 BTC. The system paid 2.486 BTC in fees to poloniex.

Investigate whether I was lucky or good at trading.

1. Were my results just because ETH had a spectacular rise ( Ideas for managing fees #5 (comment) ) ?
2. How would my results have changed if I was on a low/no-volume exchange?

Bonus points
3. How does this affect how we should robustly backtest our trading algos against past data?

[owocki]

arghh.. i typed up several paragraphs on and submitted it yesterday and it's gone now. i wonder if the flaky internet on the 🚌 ate it. will try to submit something new soon.

[jeff-hykin]

If I feel especially inclined to think about statistics (which I often am) I may devise some general tests for measuring luck vs skill. If they work they’d be useful for measuring the real profitability of future versions as well as the past.