Hi
I've only just started forwards testing a strategy, but I realized that the Trading performance report and the Trade summary yield very different result on data over just the past 2 weeks.
As I am unable to find any mention or explanation of the difference between the two, I'd like it if someone could clear it up for me. The only thing that might be figuring into this difference, is that the trade summary does not take into account slippage and commission rules, but why wouldn't it?
Thank you in advance
The Trade Performance Report:
The Trade summary result of same period:
Trading performance report and Trade summary yields different results
- Svetlana MultiCharts
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Re: Trading performance report and Trade summary yields different results
Hi Riembaus,
The Trade Summary is formed from the Order and Position Tracker data, i.e. it is not calculated bar by bar like during backtesting, therefore commission and slippage cannot be calculated.
In order to reduce the difference, use identical time filters in Order and Position Tracker and in the chart, make sure that all orders from Order and Position Tracker are displayed on the chart.
Data from the Position History tab and Orders tab of Order and Position Tracker should correspond. If it does not correspond – the warning is displayed.
The Trade Summary is formed from the Order and Position Tracker data, i.e. it is not calculated bar by bar like during backtesting, therefore commission and slippage cannot be calculated.
In order to reduce the difference, use identical time filters in Order and Position Tracker and in the chart, make sure that all orders from Order and Position Tracker are displayed on the chart.
Data from the Position History tab and Orders tab of Order and Position Tracker should correspond. If it does not correspond – the warning is displayed.