A critical reading of the TradingAgents multi-agent LLM trading paper, explaining why backtesting LLM-based trading agents is fundamentally problematic and why most published results should be treated with extreme caution.
Backtest of the systematic World 1D strategy over 7,666 US and European equities on a daily timeframe across roughly 10 years. It produced a 40% CAGR with a 29% max drawdown, 1.79 Sortino and 1.15 Sharpe over 374 trades – backtested, not live, figures.
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A backtest of a systematic 1-hour strategy on a panel of EUR-quoted equities, with run parameters and headline result metrics.
Disclaimer. Content on KreamEdge is published for informational and educational purposes only. Backtest results and strategy outputs do not constitute personalised investment advice nor an invitation to buy or sell any financial instrument. Past performance is not indicative of future results. Financial markets involve risk of partial or total capital loss. Each reader is solely responsible for their investment decisions and risk management. Full bilingual disclaimer on the community page.