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+--- Thread: backtest results calculate not properly ? (/thread-57592.html)
backtest results calculate not properly ? - Ytigiev - 08-26-2018
Hello,
I have found that backtest results calculate not properly
1) Start balance > 100. Why?
2) First Entry balance < 100. Why?
3) Each new Entry balance doesn't equal previous Exit balance. Why?
P.S.
Could you explain on example what does mean - persistence?
Tested data:
binance BTC ETC 2018-08-23 15:46 2018-08-26 07:46 2 days, 16 hours
Strategy: RSI
Candle Size: 1 minutes
Warmup period: 10
interval = 10
[thresholds]
low = 25
high = 70
persistence = 2
RE: backtest results calculate not properly ? - askmike - 08-27-2018
Quote:Could you explain on example what does mean - persistence?
This is not from Gekko, but from some strategies. The persistance of the example MACD strategy is described here: https://gekko.wizb.it/docs/strategies/introduction.html#MACD
Quote:Start balance > 100. Why?
Because you most likely configured Gekko to start out with some asset, when the backtest started the value of those was different from when it did the first roundtrip.
It sounds like don't really understand Gekko and how it runs strategies. I advice to watch this video: https://www.youtube.com/watch?v=PKIxZ-Qaphk
RE: backtest results calculate not properly ? - Ytigiev - 08-28-2018
Hello,
I have installed and use gekko and testing strategies.
Some moments were not clear for me.
1) thank you
2) is it possible to add a column "fee" between entry and exit balance in the table Roundtrips?