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[Build 121] Differencies in porfolio between SQXB121 and QA4.30

There are differencies between the same portfolio created in SQX121 and opened in QA4.30. Which is correct? Monthly performance, profit in pips are in both  are the same, it's ok. But # transaction, sharp ratio, APHR, str quality #, stagnation and  especialy %Drawndrown are totaly different. Please fix it ASAP.
Attachments
portfolio SQXB121.png
portfolio SQXB121.png
(253.25 KiB)
Merged portfolioSQX.sqx
Merged portfolioSQX.sqx
(608.41 KiB)
portfolio QA4_30.png
portfolio QA4_30.png
(458.07 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

KO
#1

KrzysztofOzog

13.05.2019 22:23

Task created

KO
#2

KrzysztofOzog

14.05.2019 08:52
Voted for this task.
MF
#3

Mark Fric

14.05.2019 14:11

Status changed from New to Fixed

I checked it, there are some differences but they are because we updated  computation of some values in SQ X. The values in SQ X should be valid.
Votes: +1

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