Good Back Test Report But Bad Equity Curve

• 10/29/2021 at 11:00 AM #180536
  SpreadBetMH

  Hello

  Why is it when I back test a strategy and have Pro Back Test in Tick by Tick switched on, I get a good Optimize Report and a bad Equity Curve?

  Do I need to upgrade?

   

  I have attached a file showing the results.

  Thank You

  

  SpreadBetMH

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  10/29/2021 at 11:34 AM #180542
  robertogozzi

  Please attach JPG or PNG files only for pics (TXT files for unformatted text and PDF files for formatted text).
  Thank you 🙂

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  robertogozzi

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  10/29/2021 at 11:37 AM #180544
  robertogozzi

  The optimizer doesn’t use Tick-by-Tick mode.

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  10/29/2021 at 12:05 PM #180551
  GraHal

  See the 1174 in the tick mode column?   That is 1174 instances where – in the same bar – TP and SL were both hit … referred to as zero bars.

  The Optimiser calculates on TP being hit first, no account being taken of SL during those zero bars 1174 bars.

  Your equity curve shows the true result under tick by tick conditions where either TP or SL get hit as price would at each successive tick.

  Does that help your understanding?

  EDIT /PS

  Make TP and SL larger values or optimise for 0 / near zero in the tick column and the backtest results will be closer to the equity curve results.

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  GraHal

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  10/29/2021 at 12:25 PM #180553
  SpreadBetMH

  Saved to JPEG

  Thank You

  So, Tick Mode is when a Stop/Loss & Take Profit happen within the same Candlestick bar, and the way to avoid that is to use a longer S/L & TP

  

  SpreadBetMH

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  10/29/2021 at 2:32 PM #180556
  GraHal

  As you say above, yes that is what is meant by the column heading – Tick Mode – in the Optimisation Table.

  Tick by Tick refers to … using each individual price tick to determine the result of your coded strategy … just like it would be in real live data.

   

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  GraHal

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