I'm testing wealth lab.
I ran the same backtest several times with the same data and settings, and each backtest has a different result (PROFIT) .
The benchmark remained the same.
Why are these results different (PROFIT) for the same backtest?
I ran the same backtest several times with the same data and settings, and each backtest has a different result (PROFIT) .
The benchmark remained the same.
Why are these results different (PROFIT) for the same backtest?
Rename
You will find this question answered in the webiste FAQ:
Every time I run a Strategy I get a different result. Why?
https://www.wealth-lab.com/Support/Faq
Every time I run a Strategy I get a different result. Why?
https://www.wealth-lab.com/Support/Faq
I think we can elaborate the explanation a bit more in the FAQ. The reason this happens is because your simulation results in too many trades for the simulated equity. You can see how many "missed" trades you had by examining the Metrics Report, NSF Positions. Each time you run the backtest, WL7 randomly takes some of the possible candidate trades, resulting in different outcomes. Reduce the position size to eliminate this phenomenon.
Thanks, done for the next website update.
Is there a Raw Profit Mode, like WL6 has, to avoid this problem? In WL6, I do everything in Raw Profit Mode to avoid collateral complexities.
No, but you can set a large starting capital to make sure all trades are included. And we did port over the Raw Profit mode’s Profit per Bar metric.
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