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TSTS includes the Craciun Factor: a percentage number - always a positive figure - which is the difference between the REAL Trades Annualized Percent Gain/Loss and the Paper Trades Annualized Percent Gain/Loss. If low, it detects a healthy trading system assumption. If high, it denotes erroneous assumptions and it requires a review of the hypothetical operations. This feature is supposed to help with trading system backtesting and consequently with trading system development. It will take the diligent trader at least six months of Real trades to be corroborated with hypothetical trades for the C Factor to become meaningful and it will take much longer than that for a new trading system to be created and finely tuned by using it!
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