MC retest show something wrong

The original net profit is incorrect in MC retest methods.


And I not sure that is the equity curve in MC retest right or not.

Attachments
Strategy 49318.sqx
(143.23 KiB)
Retest if300 14min.cfx
(4.03 KiB)
Strategy 324324.sqx
(213.26 KiB)
mc retest2.png
(150.85 KiB)
Strategy 325522.sqx
(143.55 KiB)
Strategy 324544.sqx
(152.49 KiB)
Strategy 323544.sqx
(172.33 KiB)
Strategy 323382.sqx
(141.08 KiB)
Strategy 327346.sqx
(150.75 KiB)
mc retest1.png
(158.65 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

e
#1

eastpeace

30.09.2019 16:16

Task created

TT
#2

Tamas

01.10.2019 08:08

Status changed from New to Refused

Attachment full sample.jpg added

I checked the strategies and the results looks fine.


MC results are defaultly computed only for IS part. 


There is an option to use full sample....printscreen attached


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

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

...
Wait please