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How to analyze backtested data?

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Vancouver, Canada
Trading Experience: Intermediate
Platform: Ninja
Broker/Data: IB and Scotia iTrade
Favorite Futures: futures, US stocks
anituchka's Avatar
Posts: 40 since Jun 2011
Thanks: 78 given, 39 received

How to analyze backtested data?

Hello, I have developed an automated trading strategy that has shown good results in backtesting. I am trying to
do some additional analysis and possibly try to find any correlation but am a bit stuck for ideas.

I have the following data.

Average true range (in ticks)
Opening range size (in ticks)
Daily profit (in ticks)

Does anyone know how I can analyze the data? I have about 850 rows...Ideally I wanted to know if there is any correlation between average true range and opening range or opening range and profit or profit and average true range.

Any input will be appreciated.

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