Hi,
I am backtesting one of my strategies and playing around with the stoploss amount and profit targets.
I came up with the following thoughts:
1) What I would like to know about the winning trades is how these trades have evolved. Sometimes they will go in to profit from the moment you open the position. But many times, first you walk into a loss that eventually turn into profit. How big is this loss? This can be done by manually check every trade. But is this somewhere in the reports that MC is producing. Or any other workaround to get this info because of the many trades.
2) Some trades in my strategy will go to the next day. What I would like to know is how much the opening gap of the symbol I am testing, is contributing to the total profit or loss (when profittarget or stoploss is hit because of opening gap). Also this can be done manually but hopefully it is already in the reports of MC somewhere?
Was looking for explanation of the strategy performance report (the list of selectable Analysis), but could not find it.
Can someone help me? Thanks a lot!
Backtesting
- Henry MultiСharts
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Re: Backtesting
Hello Evdl,
1) Please have a look at Drawdown value in Strategy Performance report->Trade analysis->List of trades.
2) Unfortunately that is not possible with the Strategy Performance report at the moment.
You can find the analysis method descriptions when you click on Strategy, Trade and Periodical analysis groups in the left column of the report window. You can also open the description tab when you point the cursor over the individual parameter -the cursor will change into Description cursor then left-click.
1) Please have a look at Drawdown value in Strategy Performance report->Trade analysis->List of trades.
2) Unfortunately that is not possible with the Strategy Performance report at the moment.
You can find the analysis method descriptions when you click on Strategy, Trade and Periodical analysis groups in the left column of the report window. You can also open the description tab when you point the cursor over the individual parameter -the cursor will change into Description cursor then left-click.