MetaTrader 4 (MT4) is not only a powerful platform for real-time trading and market analysis but also offers the capability to backtest trading strategies. This feature allows traders to evaluate ...

Other metrics such as profit factor, Sharpe ratio, and recovery factor provide a more complete picture of system stability.

JP Morgan twice exceeded its regulatory value-at-risk during backtesting in the three months to end-June, triggering its first capital add-on in three years. On 25 of the quarter’s 65 trading days, ...