How can I calculate the change that over an X period of time, the strategy will, with a certain percentage of reliability) make money.

Hope you can help me out which methods to use (I’ll be programming it in C# by the way). Kind regards,

Matthijs

example of day-to-day PL (rounded rounded to 0 decimals for the layout).

How can I calculate the change that over an X period of time, the strategy will, with a certain percentage of reliability) make money?

Hope you can help me out which methods to use (I’ll be programming it in C# by the way).

Example of day-to-day PL (rounded rounded to 0 decimals for the layout):

Let’s say I have the day-to-day PL (an accumulation will give the total PL over the given period) of 5 years back testing (about 1250 points), what is the best way of “predicting” what the total profit might be in the next 6 months (125 pint ahead) and the next year (250 points ahead)?

Let’s say I have the day-to-day PL (an accumulation will give the total PL over the given period) of 5 years back testing (about 1250 points), what is the best way of “predicting” what the total profit might be in the next 6 months (125 points ahead) and the next year (250 points ahead)?