Trade is shown in backtest Price chart but not Equity Curve
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I was alerted to this by a live trade that failed. When I went to backtest this trade to see what went wrong I noticed that it is shown on the Price graph, but not in the Equity Curve at the top, and not in the Detailed Report, as you can see in the screenshots.
The first screenshot shows the bigger picture going back to 29 April. You’ll see a number of trades on the Price chart that match those in the Detailed Report. However, the final trade (where the cursor is) on the Price chart, on 25 August, isn’t shown in the Closed Positions List and isn’t shown in the Equity chart above the Price chart.
The second screenshot shows this trade zoomed in. Again, you can see it on the Price chart, but not elsewhere.
I am running this live, and the trade failed as I show in the third screenshot – this matches the Price chart in backtesting, but this time the Equity chart shows it losing.
I am worried that the backtest Closed Position List doesn’t show all the trades, and that some could be failing but I wouldn’t see them unless I checked all the graphed trades against the Closed Position List.
Could you please shed some light on this?
Thanks.
Thanks for the response, GraHal. In reply:
It’s not in the orders list, attached. Do I have a Cancelled / Rejected list for backtesting?
Spread is 2pts, although if I untick the box I get the same problem, just with a slightly better total in the Equity Curve – attached.
I have just tried backtesting this again, changing only the number of units: 100,000, then 10,000, then 1,000 units. I attach the screenshots from the results. They are anomalous.
There are several more trades in July and August that show when backtested with smaller number of units than 100,000, but not when tested with 100,000 units. Compare the screenshot for 10,000 with the originally posted one for 100,000. Even with 10,000 units the 25 August trade isn’t shown in the Equity Curve and Closed Position list, although it is on the Price chart. I also don’t understand why it’s shown with red and green markers, when the other trades are in blue and yellow.
This 25 August trade is shown correctly when 5,000 units are displayed, and now with blue and yellow markers like the other trades.
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Topic Details
| Forum: | Platform Support: Charts, Data & Broker Setup |
| Language: | English |
| Started: | 08/27/2020 |
| Status: | Active |
| Attachments: | 15 files |
