04-21-2018, 02:30 PM
Hi!
I've been developing my own system with a backtester, and I just can't understand the results that it reports.
For example, on the bottom on the "Roundtrip" section it shows that my strategy took 3 trades:
Entry at (UTC) Exit at (UTC) Exposure Entry balance Exit balance P&L Profit
2016-06-12 00:00 2016-06-14 06:00 2 days 0.987 1.052 0.06 6.56%
2016-06-16 01:00 2016-06-22 15:00 7 days 1.039 1.255 0.22 20.81%
2016-08-22 22:00 2016-09-15 13:00 24 days 1.240 1.552 0.31 25.19%
So, entry balance for first trade was 0.987BTC and exit for the last was 1.552BTC, which would make about 55% of profit in total.
But, on the Backtest Result- section it says that:
start balance 1.00000 BTC
final balance 1.13575 BTC
simulated profit 13.57521%
Why do these reports differ so much; other says that the profit was about 55%, and other 13,57%??? :-o
I've been developing my own system with a backtester, and I just can't understand the results that it reports.
For example, on the bottom on the "Roundtrip" section it shows that my strategy took 3 trades:
Entry at (UTC) Exit at (UTC) Exposure Entry balance Exit balance P&L Profit
2016-06-12 00:00 2016-06-14 06:00 2 days 0.987 1.052 0.06 6.56%
2016-06-16 01:00 2016-06-22 15:00 7 days 1.039 1.255 0.22 20.81%
2016-08-22 22:00 2016-09-15 13:00 24 days 1.240 1.552 0.31 25.19%
So, entry balance for first trade was 0.987BTC and exit for the last was 1.552BTC, which would make about 55% of profit in total.
But, on the Backtest Result- section it says that:
start balance 1.00000 BTC
final balance 1.13575 BTC
simulated profit 13.57521%
Why do these reports differ so much; other says that the profit was about 55%, and other 13,57%??? :-o