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massive errors in performance report

nonetheless · 2021-04-08T09:33:06+00:00

Does anyone know why there should be such a discrepancy between the strategy performance as reported by PRT and what actually happens in real life? The attached image shows what PRT thinks happened on the left, and my IG history on the right (live trading). Any trades on the DOW can only have been with this strategy. Where some of the dates and times are the same, the profit/loss amounts are way off, with PRT reporting several trades that simply never happened. It wouldn’t surprise me to find that the two were not identical, but in this case they bear no resemblance to each other – to the extent that the data is meaningless. Has anyone else noticed this? (apologies if this has been discussed before)

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massive errors in performance report

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04/20/2021 at 11:00 AM #167593 quote

VinzentVega
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I have a problem in backtesting. In my settings the backtest is open end, so when there is an activ trade, it is still running and counting. But nearly every time the backtest end with the candle i start start the backtest. In real, the trade is still running. Someone the same problems?

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04/20/2021 at 11:07 AM #167597 quote

VinzentVega
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Same backtest, few minutes later.

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massive errors in performance report

ProOrder: Automated Strategies & Backtesting

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This topic contains 16 replies,
has 5 voices, and was last updated by VinzentVega
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Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/08/2021
Status:	Active
Attachments:	8 files

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massive errors in performance report

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massive errors in performance report ProOrder: Automated Strategies & Backtesting

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massive errors in performance report

ProOrder: Automated Strategies & Backtesting