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Saving full output of backtesting into Excel
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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.
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.
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 04/15/2022 |
| Status: | Active |
| Attachments: | 2 files |
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