Optimisation report missing v11?

• 05/23/2021 at 5:23 AM #170189
  ausrod

  I cant seem to find a way of seeing results for each of the combinations tested? I can see a walk forward window which has 5 sets of results and the variable with an ‘x’ at the end – any suggestions? There used to be a detailed report for each combination.

  

  ausrod

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  05/23/2021 at 10:33 AM #170195
  GraHal

  Click on the equity curve for an Algo and you will see Detailed Report at red arrowhead.

  

  GraHal

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  05/23/2021 at 10:20 PM #170217
  ausrod

  Yes that shows the report – but where can I see the result of all the different combinations tested – seems to be a top 5 arrangement at the moment – perhaps due to iterations?

  

  ausrod

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  05/24/2021 at 8:09 AM #170223
  Nicolas

  with walk forward activated, there is no list of optimized strategies like with standard optimization.

  

  Nicolas

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  05/24/2021 at 9:41 AM #170235
  ausrod

  Ok I guess that makes sense – so it walks forward and picks the best then?

  

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  05/24/2021 at 10:06 AM #170237
  PeterSt

  ausrod wrote:

  it walks forward and picks the best then?

   

  Coincidentally yesterday I wondered the same. But none of the results was taken for the Detailed Report. To me it looks to be some rated average, as the net result surely did not resemble the normal average. See the attachment;
  I have no screen copy of the result shown, but I can tell you it was 5000 and a bit (5060 or something). And might it help, the total result outside of Walk Forward was 6400.

  Apologies for the Start Times not showing, but for the Out of Sample this always is a couple of hours. Maybe the 2nd attachment helps. Total span of this is close to one month (the original BackTest). Ah, see third attachment. You can derive 5076 from there as the result shown in the statistics. All right … this should be the best result for the one time span of the best of them ? … no, still not because the 5076 should have been in the list.

   

  

  PeterSt

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  05/24/2021 at 10:19 AM #170242
  PeterSt

  For further interest, I like to add one more screen shot. See attachment;

  The $-84 you see there, can not come from my Strategy because it will not bail out at such a figure. Btw, same for the -$296 you see in the earlier screenshot.

  Please do notice that elsewhere I figured that a BackTest will end with an Exit at the last possible time, which for a weekend is e.g. 11pm my time (this is just an example). @Nicolas may recall my post about that. I suggested that the Walk Forward could behave similarly, or else I simply would not know how it is done. However, this *is* crucial (to know).

  So the other way around now : the +$2230 you see in the first line in this attachment, is that including the last running loss (as in : Mark to Market) ? does that not count the last trade in there ? … notice that each In-sample line will span roughly 10 trades. .. and again, the -$84 just can’t be for a full trade.

  Hopefully this post helps for a better context ? (I’m afraid it won’t ;-))

  

  PeterSt

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