Strange RET/DD of Portfolio

Hello Friends!

If I created a Portfolio, it shows me different RET/DD. On one place is it 10.93, but on other place is it 20.32.
Why? :)

Brg: Csaba
Attachments
Portfolio STRANGE.png
(193.77 KiB)
Merged portfolio STRANGE.sqx
(4.02 MiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

l
#1

Csaba

13.08.2019 10:31

Task created

h
#2

hankeys

13.08.2019 13:08
because you are using your own view and you have not set to view RDD for the portfolio, every column you see is not right, because your portfolio has for example 49466 trades


you need to set to view thda data for "portfolio"

l
#3

Csaba

13.08.2019 13:45

Attachment strange still.png added

Okay, I will try.


But what is defenitely not correct (I think), thank I just made a normal test, and for RET/DD is shown just the Ret/DD of the IS and the whole period.


Brg: Csaba

KL
#4

kainc301

13.08.2019 20:05
Can you merge another portfolio? The stats in the databank for the portfolio should match the stats when the portfolio is selected. It seems like none of the portfolio stats in the databank match the actual portfolio stats (not just RET/DD).
h
#5

hankeys

13.08.2019 21:27
its simple - you need to set correctly your view
l
#6

Csaba

14.08.2019 02:07
If I use the "Portfolio" view, it is ok, thank you for the answers!

BUT: what is definetely not correct (I think),  that I just made a normal test, and at the RET/DD is shown just the Ret/DD of the IS and the whole period. See again the attached picture.


Brg: Csaba

TB
#7

Tomas Brynda

19.08.2019 09:24

Status changed from New to Fixed

Ok I mark the issue as fixed.


In databank view we use IS and OOS statistics by default. IS fields are normal and OOS fields have a blue background to make it clear on a first look.

In Overview tab, you can choose for which sample type you want to show results.


I think it is ok this way, if you want to see full sample results in databank, you can create your own view.


Best regards,

Tomas


Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please