Can anyone tell me how to best employ backtest results using entry and exit efficiency? I did some tests on a system I've been developing but I don't know how to interpre/use the results. I had an entry efficiency of about 90% but an exit efficiency of only 65%. That basically tells me I'm maybe giving back too much in profits but other than that, I don't know what the results mean/how to use them to improve my exits. Can anyone offer me some guidance on how to use?
Cheers, Sharkfin.
Cheers, Sharkfin.