how is relat perf (%) calculated?

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  • 05/02/2019 at 1:36 PM #97538 quote
    jebus89
    Participant
    Master

    cant seem to find the answer in the manual. It stays the same regardless if i change my equity starting amount.

     

    edit: talking about the detailed report window under “closed positions list” from a backtest.

    05/09/2019 at 12:13 PM #98059 quote
    Nicolas
    Keymaster
    Master

    Is the perf in money the same ? Do you have a picture of what %perf you are talking about please?

    05/09/2019 at 1:04 PM #98072 quote
    jebus89
    Participant
    Master

    There u go. It dosnt seem to look at “change in equity” and i cant find info about it in the manual so i got no clue..

     

    Edit: look at the bottom numbers thats €6x.xx, vs their % numbers. Weird

    relat.png relat.png
    05/09/2019 at 1:40 PM #98078 quote
    Vonasi
    Moderator
    Master

    I always assumed it was price position closed at divided by price position bought at times 100.

    So you buy 1 contract at £13160 and close it at £13225.8 which is £65.80 or a 0.5% relative performance gain. You’d need to check the buy and sell prices to confirm this as it is just my assumption.

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how is relat perf (%) calculated?


ProOrder: Automated Strategies & Backtesting

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jebus89 @jebus89 Participant
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This topic contains 3 replies,
has 3 voices, and was last updated by Vonasi
6 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/02/2019
Status: Active
Attachments: 1 files
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