MAE MFE and commissions not computed in WFM

MAE MFE (if i choose to activate this calculation) and commissions are correctly computed in build and retest mode but they are not computed in WFM mode as you can see in the images. For the original strategy they are computed but in the list of trades of WFM equities they are not computed. 
In the previous version they were computed, can you restore this functionality, please? 
For my methodology these informations (MAE and MFE) are very important to evaluate a good strategy, and it is important that i have these informations for the equity of WFM, not for the original equity that is surely overfitted.


Thanks for your help
Michele
 

Attachments
2019-03-02_1748.png
(1.66 MiB)
2019-03-02_1749.png
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  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

mp
#1

Michele

02.03.2019 18:23

Task created

JB
#2

JiriBenes

03.03.2019 13:39
Voted for this task.
m
#3

mabi

03.03.2019 15:06
Voted for this task.
m
#4

Martin

05.03.2019 10:49
Voted for this task.
k
#5

Karish

25.03.2019 09:35
Voted for this task.
MF
#6

Mark Fric

21.08.2019 10:06

Status changed from New to Fixed


Votes: +4

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