06-02-2018, 12:59 PM
(06-02-2018, 10:11 AM)dugu-dugu Wrote: Backtest for 3 months data shows 88% gain.Big hmm.
I have backtest scripts that will do the testing on the last 3 months of data. I ran these parameters yesterday and they gave 88% gain. If I run them today, they give -20% loss. Looks like I need to clue myself in a lot more. How could just one day of difference in the data set give such antithetic results?
Code:
2018-06-02 13:33:18 start time: 2018-03-01 00:01:00
2018-06-02 13:33:18 end time: 2018-06-02 10:31:00
2018-06-02 13:33:18 simulated profit: 291.31763587 EUR (87.80181316%)
One day later:
Code:
2018-06-02 13:33:42 start time: 2018-03-02 00:00:00
2018-06-02 13:33:42 end time: 2018-06-02 10:31:00
2018-06-02 13:33:42 simulated profit: -73.52482116 EUR (-20.82502157%)