Saving full output of backtesting into Excel

• 04/15/2022 at 4:25 PM #191803
  alfredocuaresma

  Hello everyone,

  When we backtest 10,000 combinations, the results window only shows the top 100. This can be misleading because we haven’t a complete vision of the profitability generated by the system with the variables used, we only have the vision of the 100 best combinations, a bias. We can copy the first 100 results (combinations) from the “Results” window of a backtest into Excel. But how can we copy the 10,000?

  Thank you.

  

  alfredocuaresma

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  04/15/2022 at 8:04 PM #191811
  JS

  You can use the 3D graph, which shows all optimization results.

  In the 3D graph, parameters from the back test are shown on the X and Y axis. The Z-axis shows things like profit, drawdown of runup.

  The flatter the curve, the more robust the system.

  1 user thanked author for this post.

  Nicolas

  

  JS

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