O'Reilly logo
  • Yushu Yao thinks this is interesting:

ll have a possible equity curve. If you perform the whole analysis many, many times, you’ll have a family of equity curves. Each one represents a possible way that trades in your strategy could have occurred. Using the family of possible curves, you can get statistics about your trading system.

Note

aren't the order of the trades determined by the conditions preceding the trade? If yes, how can reshuffling the trade sequence be a valid one?