If you haven't, that's pretty easy to do: export your trade history, preferably in a .csv format and ask any LLM to calculate the t-stat for you. Just make sure it correctly sees your trades. If the file includes orders, positions, and deals, it's better to remove everything except the deals. Thta's the cleanest. A score above 2.0 is generally considered statistically significant ( the minimum acceptable) The approximate probability of your result to happen by luck: 2.0 - 1 in 22 2.5 - 1 in 81 3.0 - 1 in 370 3.5 - 1 in 2,149 4.0 - 1 in 15,787 4.5 --1 in 147,059 5.0 -- 1 in 1,744,278 Of course, the t-stat alone doesn't prove an edge. Youb should combine statistical significance with proper OOS validation + live trading (to add execution into the equation). My t-stat is above 5.0 after 13 months of live trading with my latest strategy (700 trades) submitted by /u/Kindly_Preference_54 [link] [comments]