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Bugged values/statistics

I'm comparing Reports between StrategyQuant and QuantAnalyzer. For the same strategy I get quite different values. Which are the good ones. Should we ignore QA?

Screeshots of QA and SQ Reports attached.

Miscalculated: Sharpe Ratio, Daily&Monthly Avg Profit, SQN, AHPR, Z-Probability, even #Losses??

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  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

o
#1

Enric

18.09.2022 11:11
Voted for this task.
VH
#2

anttropus

18.09.2022 11:24
Voted for this task.
b
#3

bentra

18.09.2022 13:30
I can explain some of the differences...

any xxx/mnth or day or year is explained by this bug in SQX:
https://roadmap.strategyquant.com/tasks/sq4_8597

also applies to anual%/max dd% and R Expectancy Score and anything else that requires # months or #years in it's calculation in SQX.


CG
#4

Chris G

21.11.2022 14:07
Voted for this task.
E
#5

Emmanuel

19.12.2022 20:23
Voted for this task.
Votes: +4

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