backtest giving strange results

juld63 · Fri, 12 Apr 2024 11:28:57 +0000

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!

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

juld63

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!

juld63
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04/12/2024 at 12:31 PM #231448

juld63

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

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GraHal

juld63
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backtest giving strange results

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