Results difference for BT in portfolio backtester and MC

as title stated, i found the results have significant difference for backtesting inside MC and that from backtester, all setting(e.g. signal, start capital, etc.)are the same, but they just give different result.

screenshot shown as below for reference, did i miss anything to get this result? thanks!

Hi johnmok,

Please make sure that you have one instrument both in MC and Portfolio Backtester.
The Data Range should be specified as From_ To_ and not Days/Bars Back.
The resolution should be the same both in MC and Portfolio Backtester.
Please check that the inputs of your signals are the same.
The settings in the Strategy Properties window should have no differences both in MC and Portfolio Backtester.
In the Money Management Settings section Max % of Capital at Risk per Position should be 100%.
In the Money Management Settings section Initial Portfolio Capital should be maximum, e.g. $1 000 000.

Best Regards,
Katrin Yanenko

thanks a lot! i've got the same result now, my second question is why there is more information provided in the report in mc compare with that in backtester? (as shown in the screenshot above)

is there any option to have a "full" report in backtester's report?

thanks!

Hi,


The report in Portfilio Backtester is also full and contains the same data and tabs. Please Extend the Breakdown by Symbol section and select Overview.

In the Overview you can see the list of instruments. If you left click on one of them you'll see the full Strategy Performance Report for this particular instrument, same as in Strategy Performance Report but in MC itself.

Best Regards,
Katrin Yanenko

thanks a lot, completely solve my problem