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Hi Tomasz,
Thank you for your tip. I will look into the trade list carefully and
see what caused the difference in the outcome.
Oh, I forgot to mention but my system is a daytrading system, so
trades entered prior to 2004/1/1 would not affect the outcome, at
least that is my understanding.
Regards,
intermilan04
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx> wrote:
>
> Hello,
>
> You don't post the trade list but I guess that it takes a few
DIFFERENT trades in fact.
> The difference may be because if a "buy" signal is generated prior
to 2004/1/
> such trade is entered in case 1) but not entered in case 2) and if
it is profitable
> trade it will result in 1) having better profit than 2)
>
> So you have to carefully compare trades at the boundary of analysis
period.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "intermilan04" <intermilan04@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, June 08, 2006 5:16 AM
> Subject: [amibroker] Interpreting backtest results
>
>
> 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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