Trading System Evaluation

Andrea Unger

By Kir... on Oct 3, 2025

- Trading

In this course by 4-time Trading World Champion you'll learn:

  • The most important metrics that define a trading system,
  • When a system is no longer working.
  • The process of trading system analysis, whether you or someone else developed them, And much more!

This course is beneficial if:

  • You are a trader and developer and want to know if your systems will stand the test of live trading.
  • You are NOT a developer, but want to purchase trading systems developed by others.
  • Never be fooled again by trading scams!

Curriculum

Introduction

  • Preview Welcome (2:28)
  • Resources
  • MultiCharts and IQFeed discounts

System's Characteristics

  • Characteristics of a usable system - Part I (9:04)
  • Characteristics of a usable system - Part II (7:29)
  • System stability & parameters changes - Part I (7:26)Sy
  • Stem stability & parameters changes - Part II (7:40)
  • The influence of time frame - Price dynamics and market dynamics - Part I (9:19)
  • The influence of time frame - Price dynamics and market dynamics - Part II (8:07)
  • The influence of time frame - Price dynamics and market dynamics - Part III (9:28)
  • The influence of time frame - Price dynamics and market dynamics - Part IV (5:53)

Performance Report (Part 1)

  • Psychological Analysis of the performance report - Part I (9:38)
  • Psychological Analysis of the performance report - Part II (9:30)
  • Technical analysis of the performance report - Part I (7:09)
  • Technical analysis of the performance report - Part II (5:07)
  • Technical analysis of the performance report - Part III (8:58)
  • Technical analysis of the performance report - Part IV (8:37)

Performance Report (Part 2)

  • Technical analysis of the performance report - Part V (6:33)
  • Technical analysis of the performance report - Part VI (10:11)
  • Technical analysis of the performance report - Part VII (6:10)
  • Technical analysis of the performance report - Part VIII (8:16)
  • Technical analysis of the performance report - Part IX (11:07)
  • Technical analysis of the performance report - Part X (8:51)

Deep Dive

  • MFE and MAE (9:42)
  • Further Evaluations - Part I (7:31)
  • Further Evaluations - Part II (12:18)
  • Further Evaluations - Part III (4:53)
  • Further Evaluations - Part IV (5:34)
  • In Sample / Out Of Sample Analysis - Part I (9:17)
  • In Sample / Out Of Sample Analysis - Part II (6:16)
  • In Sample / Out Of Sample Analysis - Part III (9:31)

Equity Curve Trading

  • Equity Curve Trading - Part I (5:42)
  • Equity Curve Trading - Part II (12:39)
  • Equity Curve Trading - Part III (4:14)
  • Equity Curve Trading - Part IV (12:27)
  • Equity Curve Trading - Part V (7:33)
  • Equity Curve Trading - Part VI (5:17)
  • When To Stop a Trading System - Part I (9:23)
  • When To Stop a Trading System - Part II (13:55)

Conclusions

  • Periodical Reoptimization (8:54)
  • Introduction to Walk Forward Testing (guest lecturer: Kevin Davey) - Part I (9:19)
  • Introduction to Walk Forward Testing (guest lecturer: Kevin Davey) - Part II (10:18)
  • Summary (8:30)

Andrea Unger – Trading System Evaluation, Trading System Evaluation, Andrea Unger.

Related Shares