Overfit or not?

I have created trading script and have been trying to address overfitting, for that reason I have run sensitivity analysis that is based on 2 most important variables, and I got following results:

Note: variables from 1 to 9 and A-P are only slightly different from each other.


What would be the safest choice for me to identify and pick 2 variables to minimize risk of overfit?

Submitted November 12, 2020 at 09:47AM by mikalaisin
via https://ift.tt/32DYURK

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