Error in 'Trade Statistic' -Optimization
Error in 'Trade Statistic' -Optimization
02 Jan 2025, 07:43
Hi cTrader. There is an error in cTrader optimisation 'Trade Statistic' .
Short trades are actually Buy positions and Long trades are sell positions. (check it out in backtesting and you'll notice)
2.
Please add the Sharpe ratio and Sortino ratio back to Optimisation Criteria. I liked the Sortino ratio.
3.
3. We really need the Max Equity Drawdown (in money) in the Backesting 'report' = Trade Statistics, too.
We were told more than half a year ago that this would be added.
It would be great to have the Max Equity Drawdown (in money - account currency) in Backtesting ' Trade Statistics '
Please consider my ideas. Thanks. Have a nice day.
Replies
algorithmic.trading.eu_gmail.com
03 Jan 2025, 08:55
( Updated at: 03 Jan 2025, 09:59 )
RE: Error in 'Trade Statistic' -Optimization
firemyst said:
Your points 2 & 3 should be posted in the “Suggestions” forum. This is a tech support forum.
Point #1 - from the screen capture you have posted, I don't see why you feel the stats are reversed? For instance, the 570 trades you have indicated - why do you feel those are “long” trades and not the “Short” trades as indicated?
Hi,
My Reply:
Point #1
- The stats are reversed. Evidence: On IC Markets the Swap commission on short trades ‘sell positions’ are positive (you get money).
The stats show a negative swap commission, which is not correct.
- I know this, because when I run the bot on the same period with the same values on cTrader 4.92 the starts are correct.
- Test the bot in Optimization and then in Backtesting, and you will see that I am right. 2. Test the bot on 2 weeks period and count the buy and sell closed positions on your own - you'll see that I'm right.
**
firemys I respect you a lot. I have been following your posts in the forum for several years. Take care and best wishes.
Mark
**
@algorithmic.trading.eu_gmail.com
firemyst
03 Jan 2025, 00:40
Your points 2 & 3 should be posted in the “Suggestions” forum. This is a tech support forum.
Point #1 - from the screen capture you have posted, I don't see why you feel the stats are reversed? For instance, the 570 trades you have indicated - why do you feel those are “long” trades and not the “Short” trades as indicated?
@firemyst