PRT Backtest results

• 06/23/2016 at 1:00 PM #9746
  davidp13

  Hi all,

  I have noticed a change in the backtest results of a few of my systems. Is anything wrong with PRT backtest results that anyone know of?

  Thanks

  

  davidp13

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  06/23/2016 at 1:16 PM #9748
  Big Hug

  You might want to check the start time of each back test that you run.

  Modify Pro BackTest

  Then in the new window on the right hand side “Time Period”

  

  Big Hug

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  06/23/2016 at 4:58 PM #9761
  davidp13

  Hmm thanks, but that is not the issue.

  The DD and DD% on the backtest results look suspicious. If I export all my trades into excel and calculate the Max DD then i get a way different value leading me to believe something is wrong.

  Anyone else pick this up?

  

  davidp13

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  06/23/2016 at 9:15 PM #9780
  Big Hug

  I’m wondering –

  I think PRT calculate the DD from the top of the equity curve – not just a single trade.

  Just a thought…….

  

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  06/24/2016 at 12:25 PM #9793
  davidp13

  and the problem is demo vs. life…

  

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  06/24/2016 at 3:22 PM #9805
  Nicolas

  Spread and overnight fees maybe?

  

  Nicolas

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  06/24/2016 at 6:10 PM #9818
  davidp13

  Nope, 100% demo vs. live account

  

  davidp13

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  06/24/2016 at 6:40 PM #9819
  Nicolas

  What difference do you spot exactly between your own calculations and Probacktest? Do the difference came up recently?

   

  

  Nicolas

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  06/25/2016 at 6:48 AM #9827
  davidp13

  
  

  you can see the massive difference between the two. The black image is from the demo account and it all started when they introduced the new launch method for PRT. So basically not using the JAVA aplet anymore. This is on IG though.

   

  

  davidp13

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  06/25/2016 at 6:49 AM #9830
  davidp13

  

  

  davidp13

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  06/25/2016 at 9:28 AM #9834
  Nicolas

  I see in the white screenshot that for the same ZAR gain, the percentage result is double compared to the same amount in the black screenshot. Is the initial balance the same in the 2 backtests?

  

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  06/25/2016 at 9:51 AM #9835
  davidp13

  exactly the same. the issue is between demo vs live PRT. not the same at all

  

  davidp13

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  06/25/2016 at 10:01 AM #9836
  Nicolas

  It’s not only about dd% then.. Gain percentage is also different. I do not have any other explanation right now. I’ll try to get information by Monday, have a great weekend in the meantime.

  

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  06/26/2016 at 6:28 AM #9847
  grizzly

  What instrument is this on?

  

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  06/26/2016 at 7:02 AM #9851
  davidp13

  SA40

  

  davidp13

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