Does this metric have a name? % of backtested profits that trading realizes

Discussion in 'Strategy Building' started by ratan961, Jul 1, 2017.

  1. ratan961

    ratan961

    I have in my head a metric that captures how well my real trading follows backtested results - but I don't know what to call it. Is there an official name for this concept? Thanks!

    Joel
     
  2. wintergasp

    wintergasp

    It's called tracking error.