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backtest giving strange results

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ProOrder: Automated Strategies & Backtesting
backtest giving strange results

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04/12/2024 at 12:28 PM #231447 quote

juld63
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Hi everyone,

Am I the only one who feels the backtest are not reliable? Last example: I am testing two trading systems that only differ by minutiae in the conditions for opening positions. They have the same SL and TP. However, when I compare the trades they’re doing to understand why the end results vary so wildly, I can see that in some instances where they open the same positions, they will exit them at different times, with one system or the other completely missing the boat by exiting to early or to late. Any explanation? This is driving me crazy. Thanks!

04/12/2024 at 12:31 PM #231448 quote

juld63
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Never mind, I found the cause: they were testing with different spreads.

GraHal thanked this post
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backtest giving strange results

ProOrder: Automated Strategies & Backtesting

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juld63 @juld63 Participant

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This topic contains 1 reply,
has 1 voice, and was last updated by juld63
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/12/2024
Status:	Active
Attachments:	No files

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backtest giving strange results

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backtest giving strange results ProOrder: Automated Strategies & Backtesting

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backtest giving strange results

ProOrder: Automated Strategies & Backtesting