MIH8
- ago
I just tried my first steps with a metastrategy. The following caught my eye.

The profit that is shown in the picture is also shown at the score card.
I have no clue why it is negative and at the same time all included strategies have a positive result. Do you have an explanation or an idea?



Apart from the help, are there any important points to consider or to know.
I have already discovered that more tabs are available in the report.
Perhaps tips for intraday trading or applying different time intervals?

Are the score cards for the single strategies available somehow in this context?
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- ago
#1
What is the NSF position count?
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MIH8
- ago
#2
Hello Adrian,

unfortunately this information is no longer available.

Although the negative amount was visually eye-catching, I have now made several runs to check if there are any other discrepancies to be seen.
I can only say that the sums of the individual values now agree with the overall result. I have no idea how I managed to generate this incident.
Of course, it is now difficult to analyze. I continue to keep an eye on this. If I have another incident, I'll try to provide more details.

Maybe it's helpful if other people pay attention too.
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MIH8
- ago
#3
Hello WL Team,

i was able to figure out what the issue is related to.

When the commission settings are disabled, the overall result matches the individual results.
However, when commissions are calculated there are differences. Here is another example.

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- ago
#4
It looks like the discrepancy comes from the child strategy result being raw (w/o commission) and the combined backtest having the effect of commissions applied.
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Glitch8
 ( 10.62% )
- ago
#5
Yes if you look at the MetaStrategy Curves tab it spells out the formula specifically which should provide the answer.
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MIH8
- ago
#6
I'm afraid I don't understand how to use your feedback. Is there something you want me to check?
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Glitch8
 ( 10.62% )
- ago
#7
I was just showing how the Profit Curves tab shows the breakdown of raw Strategy profit, combined with overall dividends, margin interest, commission, produces the resultant profit.

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Glitch8
 ( 10.62% )
- ago
#8
But I just noticed that the Profit Curves Visualizer did not include Commission in this line, need to get that integrated there!
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MIH8
- ago
#9
Ok. This picture looks like that here.



Just noticed there was another reply from you. Yes, no commissions included.

Interesting is that the sum of profit is correct (255,75) and although no commissions are "displayed",
the amount in the footer is still less than the total.
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Glitch8
 ( 10.62% )
- ago
#10
The footer is subtracting commissions, but we neglected to include commission in the Profit Curves tab calculation line. Going to add that in for Build 13.
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MIH8
- ago
#11
My point is, if the footer subtracts commissions from the 255.75, then that means the 255.75 is without commissions. That in turn is the sum of the child strategies. Following the logic, these are displayed without commissions. (Why?!)

Intuitively, I would prefer to see the pure profit, minus commissions, already in the child strategies.
Then the Profit Curves Visualizer already shows the -230.25, which then matches the footer.

And of course, I am ultimately interested in the adjusted profit to compare the performance of the individual strategies. Since strategies are differently sensitive to commissions, the comparison is only meaningful if it includes the commissions.
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Glitch8
 ( 10.62% )
- ago
#12
We'll work on this further in the future to include commissions there.
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MIH8
- ago
#13
Thank you.
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