Number of Trades Definition
Number of Trades or # Trades is simply the number of trades taken by the backtesting engine for a particular trading strategy during a particular time period.
Extra Insight:
I have two reasons for prominently recording the number of trades:
- The opportunity to trade determines the opportunity to profit and also determines the requirements for capital.
- Comparing the number of trades between backtesting runs is a good consistency check.
Updated 11/12/08.
October 22nd, 2008 Filed under GlossaryTags: backtesting, strategy, trading







