Many traders discover an uncomfortable truth: an algorithm that makes money is not automatically an algorithm that can pass a prop firm evaluation. The explanation is straightforward: a proprietary trading evaluation is a rule-constrained risk test, not merely a search for profit. The algorithm must
How to Beat Prop Firm Tests with an Algorithmic Trading System
A profitable backtest can still fail a prop firm test in a single afternoon. The reason is simple: a proprietary trading evaluation is a rule-constrained risk test, not merely a search for profit. Generating positive expectancy is only part of the assignment.The objective is not to make as m