[Experiment] Including taxes dropped the backtest to -4.2% annual return. But the cause was 'how taxes were applied' — Comparing by including loss offsetting and c…

When you have an AI write a backtest, unless you ask, taxes are usually not included. When I added 'deduct about 20% when a ...

AI created a mechanism to prevent stop-losses from being triggered by overnight wicks

Stopped out even though the price hadn't reached the levelOn the morning of October 30, the AUDNZD long position held by the ...