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different results backtesting / strategy performance

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    different results backtesting / strategy performance

    Hi guys!

    I have optimized a strategy and used the same parameter for backesting.

    The Strategy Analyser tab shows different results. It´s the 23.04.2012

    Did i missed something?

    Thanks and Cheerz Mirandus
    Attached Files

    #2
    Mirandus, what tabs are you exactly comparing here?

    The Strategy Analyzer backtest vs. the backtest directly from a chart?

    Are you sure you're using the same session template for both?
    BertrandNinjaTrader Customer Service

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      #3
      Yes, exactly.

      I use the same session template for both.

      Picture 3: As you can see, the last trade ($143,00) is missing in the summery from backtesting (Strategy Performance -> Periods -> Daily)

      Under Strategy Performance -> Trades the trades are the same as in Picture 2.
      Last edited by Mirandus; 04-26-2012, 06:14 AM.

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        #4
        Over what time / date range do you let both run? I'm curious since the trade amount for both backtests seems to be strongly different (4 to 30+).
        BertrandNinjaTrader Customer Service

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          #5
          Just look at the 23.4.

          Picture 1: This is the result from Strategy Analyser tab / Walk Forward with 4 parameters.
          Picture 2: Here you see the 4 trades. If u sum up the trades, the result is $309,50. This is shown in Picture 1 and is fine so far.

          If i run the backtest directly from the chart with same parameters, i got the same trades on 23.04 as you see in picture 2. Thats what i would expect. But the summery unter Strategy Performance -> Periods -> Daily for the 23.04. only shows $166,50 (Picture 3). I would also expect $309,50, because the trades are the same.

          Is that a wrong assumption?

          Comment


            #6
            Thanks for your clarifications Mirandus, yes that difference is unfortunately a reported limitation you run into which is on my dev team's list for enhancing for our next major update.
            BertrandNinjaTrader Customer Service

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