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Differences in Performance

robertogozzi · 2016-10-17T21:50:33+00:00

I am testing a strategy and I get two much different outputs from 2 different ProBackTest instances, from Sept. 18th 22:00 (utc+2) through Oct. 17th 22:00 (utc+2). ProBackTest from IG real and demo accounts yield +151.5% over 14 trades. ProBackTest (10.3 beta) from PRT, both in tick and classic mode, yields -2,55% over 12 trades. Same spread and same capital to start with. Do data from PRT and IG differ? Thank you.

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ProOrder: Automated Strategies & Backtesting
Differences in Performance

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10/17/2016 at 10:50 PM #15076 quote

robertogozzi
Moderator

Legend

I am testing a strategy and I get two much different outputs from 2 different ProBackTest instances, from Sept. 18th 22:00 (utc+2) through Oct. 17th 22:00 (utc+2).

ProBackTest from IG real and demo accounts yield +151.5% over 14 trades.

ProBackTest (10.3 beta) from PRT, both in tick and classic mode, yields -2,55% over 12 trades.

Same spread and same capital to start with.

Do data from PRT and IG differ?

Thank you.

10/18/2016 at 7:34 AM #15080 quote

Nicolas
Keymaster

Legend

You are comparing Futures and CFDs contracts which are totally different .. 😉
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Differences in Performance

ProOrder: Automated Strategies & Backtesting

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robertogozzi @robertogozzi Moderator

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/17/2016
Status:	Active
Attachments:	No files

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Differences in Performance

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Differences in Performance ProOrder: Automated Strategies & Backtesting

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Differences in Performance

ProOrder: Automated Strategies & Backtesting