Does this metric have a name? % of backtested profits that trading realizes

[ratan961]

I have in my head a metric that captures how well my real trading follows backtested results - but I don't know what to call it. Is there an official name for this concept? Thanks!

Joel

 

[wintergasp]

I have in my head a metric that captures how well my real trading follows backtested results - but I don't know what to call it. Is there an official name for this concept? Thanks!

Joel

It's called tracking error.