Hello,
Here the results of my portfolio backtest. I find this extremely good to be true. Could someone please explain why this might be happening?. Thank you!
Strategies: 43 Max Slots: 10 Account Alloc: 100.00 %
Initial Capital: 50000.00 Final Equity: 864103.73
Total ROI: 1628.21 % CAGR: 158.54 %
Max. DD: 2.90 % Sharpe Ratio: 12.410
Log. Linearity: 99.282 % System Score: 155.154
Start Date: 2021-03-01 End Date: 2024-02-29
Commissions: 5849.71 Comm.% P/L 0.71 %
