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Hi all,
I'm having trouble interpreting the result of my backtest where:
1) When I backtested my system between 1996-2006, my equity as of
2004/1/1 was 239,047,456 and 2004/12/31 was $235,772,048, loss of 2%
for the year of 2004.
2) when I backtested THE SAME SYSTEM from 2004/1/1 to 2004/12/31 (just
that particular year of 2004), my equity goes from $30000 to $19417
for a loss of whooping 35% for the year of 2004.
Although the amount of money is different for the former and the
latter, the backtester makes same trades throughout 2004 (i.e. if the
former trades ABC on 2004/3/3, so does the latter). I split my funds
evenly among 4 trades at once. However, the former only loses 2%
throughout the year of 2004 while the latter loses 35%.
If anyone has seen something like this, could you please explain as to
why this may occur?
Thank you in advance,
intermilan04
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