When running an evolver strategy (weighted) on it's own, there seems to be a huge stats difference in general.
See below, running Strategy 30 on a single backtest.
See below, running Strategy 30 on a single backtest.
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That Strategy will have (possibly vastly) different results each time you run it. It has an NSF ratio of almost 10, meaning that for every position that makes it through, 10 are discarded because of non-sufficient simulated funds.
This is why the Default Evolver Filter has a rule NSFRatio < 2.
But you changed the Evolver filter to something else, so you're getting wildly variable results.
But you changed the Evolver filter to something else, so you're getting wildly variable results.
QUOTE:
That Strategy will have (possibly vastly) different results each time you run it. It has an NSF ratio of almost 10, meaning that for every position that makes it through, 10 are discarded because of non-sufficient simulated funds.
So the (so much better) result of the Evolver is just a random outcome?
Even if a Transaction.Weight is assigned in the Evolver preferences?
It's possible, but I don't know enough about your setup and preferences to know for sure, or even the strategy (we can't see the strategy?)
Same observation with NSFRatio = 0.
I would expect the same, yes, let me investigate this!
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