Big difference between results from optimization and single test with optimized inputs
Before I try answering your question, I need you to answer some of my questions.
Are both these back tests being done over the same time period?
Gamuchirai Ndawana #:
Before I try answering your question, I need you to answer some of my questions.
Are both these back tests being done over the same time period?
Yes exact same period, once the optimization is finished, I simply adjust the inputs in Inputs tab, disable the optimization and run the test again, without touching any other settings.
Thank you!
Raphael A #:
I haven't faced such a problem before mate, and when you do figure it out kindly post your solution here.Yes exact same period, once the optimization is finished, I simply adjust the inputs in Inputs tab, disable the optimization and run the test again, without touching any other settings.
Thank you!
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I am encountering really big differences when I use the optimized setups found from the strategy tester:
- I ran the optimization and then "Run single test" on the most profitable inputs directly from the Optimization Results tab (right click on the top row). Here is the graph I get:
- Then I set the optimized inputs in the Input tab and run a simple test from the Settings tab and get the following results:
Which goes from +18% profit to -7% drawdown with the exact same inputs. Any one encountered the same problem. I don't understand where the discrepancy come from.
Many thanks!