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Ernie Gunning
1147
Ernie Gunning 2012.01.25 18:55 

Hi All,

 I'm trying to do some strat testing and I get weird results. Firts I used the OO version of the crossMa bot that comes with MA5. I ran it with optimization in mind for everytick. I got the results below:

Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades Inp Signal CrossMA FastPeriod Inp Signal CrossMA FastMethod Inp Signal CrossMA SlowPeriod Inp Signal CrossMA SlowMethod Inp Signal CrossMA TakeProfit Inp Signal CrossMA StopLoss
102941347 45479.54 94.02 2.24 4.51 4.93 0.54 0 0.19 42 30 2 36 1 65 175
111470179 44240.65 94.11 2.24 4.38 4.15 0.52 0 0.23 42 30 2 36 1 325 185
121129308 38143.80 79.96 2.10 3.78 3.22 0.47 0 0.25 38 31 2 39 1 285 200

 

When I do a single test with the same settings I for any of the above I dont get the same results on the single test. Why is this the case? am I doing something wrong??

 

Secondly, What is the result column? I cant be my Profit becuase my profit is 94.02?

 This bothers me alot... 

Andrei Moraru
1147
Andrei Moraru 2012.01.26 12:43  

Results may differ because you've turned on the random delay in the backtest.

'Result' field is the optimization result which is calculated based on the parameters you chose to optimize on.

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