Your backtest is lying to you: walk-forward analysis and the Deflated Sharpe Ratio in plain Python

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https://dev.to/wataru_suda_d295dab9cca4f/your-backtest-is-lying-to-you-walk-forward-analysis-and-the-deflated-sharpe-ratio-in-plain-python-36d7

Your backtest is lying to you: walk-forward analysis and the Deflated Sharpe Ratio in plain Python - DEV Community

I tried 108 parameter sets and the best one had a Sharpe of 1.46. How much of that is real? A walk-forward loop and the Deflated Sharpe Ratio, with code, on 8 years of exchange data.

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