107; Crosschecks wrong

It looks that crosscheck filters  does not work as expected. 



I have this filter and this strategy should not be  in databank. 


Attachments
Build.xml
(1.17 MiB)
Capture.png
(31.91 KiB)
Strategy 32176.sq4
(298.09 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

IH
#1

clonex / Ivan Hudec

02.08.2018 12:57

Task created

IH
#2

clonex / Ivan Hudec

02.08.2018 13:05

Attachment Capture.png added

ret/dd 95% should be more then 50% original ret/dd
MF
#3

Mark Fric

02.08.2018 14:23

Status changed from New to Refused

you are comparing two different values - in Monte Carlo you use Return/DD in money, and in Main chart you use Return/DD in %.


Return/DD in % = Net profit in % / Drawdown in %.


And Net profit in % is not computed from simple Net profit in money, but it is a sum of Time weighted return of every trade.


So Net profit in % will be different than you expect, it is not Net profit / Initial capital.



IH
#4

clonex / Ivan Hudec

04.08.2018 10:08
yes you are right i apologize

Votes: 0

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