The real value in backtesting result

Created at 21 May 2019, 21:16
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
EL

eliezer_barros

Follow

Joined 21.12.2018

The real value in backtesting result
21 May 2019, 21:16

During the backtesting use, the value closed  (profit or loss) doesn´t appear all expenses(swap for example). What is necessary to have a real value?

Tks

@eliezer_barros
Replies

PanagiotisCharalampous
22 May 2019, 09:51

Hi Eliezer,

Even though we are trying to make backtesting results as close as possible to the real time execution, it is not always possible. At the moment we do not have historical data about the swaps. commissions or market depth therefore you should expect some deviation of the backtesting results when compared to real time execution.

Best Regards,

Panagiotis

@PanagiotisCharalampous

eliezer_barros
24 May 2019, 13:41

Hi Panagiotis

 

I think this is easier to change in program, because is only to considerate the how long days the position is open and to include the swap and other costs.

This will be much more real information that we have today and very import.

I now that spread is a average, not problem, anyway is more acurate that today

 

Tks

Eliézer

@eliezer_barros
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.