Back test optimisation correlation

Created at 08 Jun 2020, 11:31
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shapebubble

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Joined 26.05.2020

Back test optimisation correlation
08 Jun 2020, 11:31

Hi ya

 

I'm having trouble with the backtest and optimisation results. I often find that when I optimise the max drawdown will not tally with the equity chart. The stated figures are frequently much lower than the equity chart says.

 

Also it has started giving wildly different result when you take the settings from optimisation and backtest them on the same period. For example I just had a an optimised £44,000 profit which backtested at a £800 loss.

 

I have attached a screen shots of the backtest results from example test but this upload system would not let me upload any more files from my computer, stating i needed a URL. I'll try in a following reply.

 

Any suggestions?

 

Thanks

@shapebubble
Replies

shapebubble
08 Jun 2020, 11:32 ( Updated at: 21 Dec 2023, 09:22 )

image 2

 

I get this error which might explain things

 

@shapebubble

MadMike
08 Jun 2020, 17:06

I just noticed you are using cTrader Beta, it may be worth noting that it is just a beta version and may contain bugs, best to run your tests on a standard released version first and see if you get the same error.

@MadMike

PanagiotisCharalampous
09 Jun 2020, 10:01

Hi shapebubble,

To be able to investigate this issue you will need to provide us with the cBot code and exact steps to reproduce this behavior (Optimization settings and dates, selected backtesting parameters etc).

Best Regards,

Panagiotis 

Join us on Telegram

 

@PanagiotisCharalampous

shapebubble
09 Jun 2020, 10:50

RE:

Hi Panagiotis

 

Thanks but it's a paid cbot from clickalgo (grid hedge and moving average) so I don't have the codes. It does it pretty much all the time now or it may be that I notice it all the time. It isn't a specific time or currency it will just start doing it on everything prior to giving the error code and then the error code will come. I don't know if the error code has anything to do with it because if I restart then it still reports in correct data.

I have 2 ctraders open at the same time running 2 different accounts, could this be causing problems?

 

Thanks

 

PanagiotisCharalampous said:

Hi shapebubble,

To be able to investigate this issue you will need to provide us with the cBot code and exact steps to reproduce this behavior (Optimization settings and dates, selected backtesting parameters etc).

Best Regards,

Panagiotis 

Join us on Telegram

 

 

@shapebubble

shapebubble
09 Jun 2020, 10:53

RE:

Hi Mike

 

Thanks for the tip. The beta version seems to be the only one they offer on the site so I don't know where I would fine the standard version. Any suggestions?

 

All the best

 

Adam

 

 

MadMike said:

I just noticed you are using cTrader Beta, it may be worth noting that it is just a beta version and may contain bugs, best to run your tests on a standard released version first and see if you get the same error.

 

@shapebubble

PanagiotisCharalampous
09 Jun 2020, 10:56

Hi shapebubble,

The error will be fixed in an upcoming update. If you still face issues with the results, you should report it to your vendor and if this is an issue with cTrader they should contact us directly.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

MadMike
09 Jun 2020, 12:33

RE: RE:

just pick any broker from the list below and download and open a demo account.

 

@MadMike
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