I was backtesting a strategy and getting inconsistent results. The only thing I changed between the tests was the timeframe I was testing over.
If I just tested over the last 22 days (1/2/23 to 1/25/23) it would show 8 trades. However, if I increased the time window to cover the last four months there was only 3 trades. And when I increased it to test over all of 2022 there was 0 trades executed.
I used the same code, the same settings, etc. Just changed the timeframe.
I haven't seen this with other strategies and am at a loss at what could cause this, so I'm not sure how to troubleshoot it. Any advice of where to start is appreciated.
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