Large Price Drop in MT5 Backtest

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hi


please see attatched what causes this large price drop in an MT5 backtest.

Missing data?



 

We don't have a crystal ball, do a backtest only on that period, do it visually for understanding what happened there.

I suspect it was a trade closed out by a big gap, but as I said, it's only a suspect.

 

Thanks

If then zoom 

 

Thanks

If then just run the backtest over the drop +/-  a few days


The drop disappears and looks normal:


 

This is the correct and expected behavior when you have enabled the "Forward" Optimization. When the history optimization is over, it restart the Forward run with the same amount it started initially, and visually it looks like that. But from the stats point of view the 2 runs are separated and you should get 2 different tab ("Backtest" and "Forward")

 

Hi thanks

Please advise how I can disable the forward testing.


I read that just need to select Complete Optimization - however chart still showing the forward with the gap

 
Freddie Hay #:

Hi thanks

Please advise how I can disable the forward testing.


I read that just need to select Complete Optimization - however chart still showing the forward with the gap


Regards

 
Freddie Hay:

hi

please see attatched what causes this large price drop in an MT5 backtest.

Missing data?

If you run the same test again, you will see no gap.

This is the result of forward optimization, as Aleksandar already pointed out.

 

Many thanks

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