[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Crazy backtest results



PureBytes Links

Trading Reference Links

Maybe you have a default commission or slippage, or
you earned interest on the short positions. Check your
settings and the settings as they were set during the
backtest.

Eric

--- matrix10014 <allansn@xxxxxxxxxxxxx> wrote:

> Hi all,
> 
> new user to AMI,and was running some simple
> backtests.Much to my 
> suprise,the backtest report is distributing 100%
> innacurate results.
> 
> How does the backtester come up with a net loss of
> (6015.37),when it 
> appears that the long trades netted $7695.35 while
> the short trades 
> only lost (5534.03).I would think that I shoild have
> a net profit of 
> 1679.98....How can this be???Thank you!!!
> 
> For the record,much more bizzare things are
> happening.For instance,I 
> have selected in settings "LONG" trades,and in the
> trade reports,no 
> short trades are entere,but I do have a SHORT P&L in
> the reports..
> 
> Here is a copy of reports
> 
> 
>                     All trades       Long trades    
> Short trades 
> Initial capital      200000.00       200000.00      
>  200000.00 
> 
> Ending capital     193984.60          207695.35     
>   194465.97 
> 
> Net Profit          -6015.37            7695.35     
>   5534.03 
> 
> 
> any help deeply appreciated
> 
> Allan
> 
> 
> 
> 
> 
> 


__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.yahoo.com