No or incorrect display of drawdown in V12
Forums › ProRealTime English forum › ProRealTime platform support › No or incorrect display of drawdown in V12
- This topic has 133 replies, 10 voices, and was last updated 4 months ago by Batty.
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03/19/2024 at 4:24 PM #230046
The problem certainly seemed to be part fixed but, as above, IG “We currently don’t have any updates on the above, besides Pro Real Time saying a fix is in progress, ” …. which would indicate they currently have an ongoing case on resolving the unresolved issues?
03/23/2024 at 12:18 PM #230309There appears to have been another update to the reports but I am still getting random reports generated with 2x the totals for all the stats. As before, the report has to be regenerated to show the correct amounts. This is extrememly frustrating when loging the reults from multiple systems and obviously leaves the door wide open to errors being inadvertently copied into the log. Anyone else still experiencing the same?
03/23/2024 at 1:09 PM #230317I am still getting random reports generated with 2x the totals for all the stats.
Does above mean …
- You are now getting stats for Long and Short Trades, but the stats are 2 x what the stats should read / total up to?
OR
2. You are still ONLY getting combined stats and NOT getting stats for Long and Short separately?
I’m only trying to clarify so I know what to look out for on my Detailed Reports and then I will report back.
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03/23/2024 at 1:29 PM #230318Also are you referring to …
- Individual Systems or the Portfolio Detailed Report?
- Individual Systems after opti and backtest?
- Individual System from the ‘running’ section of the ProOrder autotrading window?
I just did a re-opti on a single System and all stats got populated and look correct.
03/23/2024 at 3:36 PM #230322You are now getting stats for Long and Short Trades, but the stats are 2 x what the stats should read / total up to?
The above is what I mean GraHal. And referring to the Detailed Report that opens automatically when you run a backtest. All the stats are there but double what they should be. Click on the chart menu to generate “Detailed Report” and it will reload the one that is already showing with the stats corrected. I’d estimate it happens in about 1 on 2o backtests but there is no pattern to it. Next time it happens I will take some screenshots.
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03/23/2024 at 6:46 PM #230330Here is an example, these two Detailed Reports are from the same backtest. The first is the Report that was generated automatically when I clicked on a row in the Optimize Report. It looked wrong so I clicked “Detailed Report” in the chart menu and Detailed Report regenerated, this time with the correct results. All the base stats are doubled for some reason in the first Report e.g 26 trades vs 13. 13 is correct.
03/23/2024 at 9:54 PM #230337Well spotted Batty! How very odd!
You should submit a Technical Report via Help > Technical Support > Other and refer to your post using the link below
https://www.prorealcode.com/topic/no-or-incorrect-display-of-drawdown-in-v12/page/3/#post-230330
Maybe see if it is still doing the same tomorrow before you send Tech Report to PRT.
I will also look out for this now!
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03/23/2024 at 10:00 PM #23033803/24/2024 at 10:41 AM #230348Thanks GraHal and phoentzs. Yesterday afternoon I was running further backtests and it was happening more frequently. I sent details to IG Chart Support under the original ticket I opened regarding the other Detailed Report issues, as they said the case was still being worked on. Let’s see what they come up with.
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03/28/2024 at 5:47 PM #23067103/28/2024 at 7:39 PM #23067303/29/2024 at 8:51 AM #23068403/31/2024 at 4:07 PM #230793@Nicolas . Here’s more info in case it is useful. Two further screenshots taken this afternoon. The root of the incorrect figures is a doube-counting of the number of trades. It is the same each time. So stats such as total return, number trades per day, number winning, number losing etc. are all be incorrect wheras stats such as Average Gain are correct as it is taking 2xtotal return/2xnumber trades, so the correct result but based on the wrong figures.
The correct Detailed Report is screenshot 1 with 9 trades. Screenshot 2 is incorrrect. The correct report is generated by clicking the Detailed Report button in the graph menu, same as each time it happens.
(if two other screenshots show in this post please ignore, I uploaded two from a previous post by mistake but have hopefully editted them out)
03/31/2024 at 5:57 PM #230799The correct report is generated by clicking the Detailed Report button in the graph menu, same as each time it happens.
Batty, @phoentzs too, what do you actually do or click to get the Detailed Report in the first place, hence when it goes wrong with you ?
I am not bugged with this, so I wonder what we do differently from each other.
Coincidentally I am working on Spot Gold just the same (with IB), so that isn’t the culprit.I just click lines in the Optimization Result you see below and nothing is ever counted double whatsoever.
I lately always sort the result on Start-Date/Time (do/set that once in the session), but I can’t imagine that matters.PS: And Batty, I see you do this in Demo. This thus looks to be IB. Demo is not reliable at all. Will that matter for this case ? if others (like phoentzs) have it too in IG, then probably not.
03/31/2024 at 7:32 PM #230806It is in the IG account in both live and demo. For example, I start a system on a chart and… 90% of the time the report is wrong. Then I press detailed report in the already opened system… this display is then correct. The same thing happens when optimizing. I actually only use SP500 and NASDAQ, if that helps. The time unit doesn’t matter at all. From 1 minute to daily the effect is the same.
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