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Version: v0.17.0

Create a backtesting test

Overview

A backtesting validation test enables you to analyze a model.

Instructions

To create a backtesting test for a model, consider the following instructions:

caution

To run a drift backtesting test on a model, you must have the Connection utilized to import the model to be on a Connected state.

  1. In the H2O Model Validation navigation menu, click Tests.
  2. Click the New test tab.
  3. In the Model list, select the model you want to utilize for the backtesting test.
  4. Click the Backtesting card.
    note

    After selecting a model, H2O Model Validation greys out unsupported tests while highlighting applicable tests.

  5. Define the backtesting test settings.
    note

    To learn about each setting for a backtesting test, see Settings: Backtesting.

  6. Click Run backtesting test.

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