Less data in optimization reports with the Backtester

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Laurent
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Less data in optimization reports with the Backtester

Postby Laurent » 15 Dec 2011

Hello,

Why is there less data in the report of an optimization done with the Backtester tool than an optimization done on a chart??? There is no profit factor with the Backtester tool (for example)!

I do not understand why. Am'I missing something?

Xyzzy
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Re: Less data in optimization reports with the Backtester

Postby Xyzzy » 19 Dec 2011

I agree. A while ago, I posted a feature request to the project management forum to ask that the portfolio optimization report for the portfolio backtester be updated to included all of the fields that normally included in a strategy optimization report.

The request is currently listed as "under review." Feel free to click the "vote" button for it if you'd care to.

https://www.multicharts.com/pm/viewissue ... _no=MC-237
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Dave Masalov
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Re: Less data in optimization reports with the Backtester

Postby Dave Masalov » 19 Dec 2011

Why is there less data in the report of an optimization done with the Backtester tool than an optimization done on a chart?


Hello,

Portfolio consists of different symbols with different price levels and the strategy can be long on one symbol and short on the other at the same time. Therefore, it is not feasible to calculate ratios like Avg.Win / Avg. Loss and others. You can find them in Breakdown by Symbols section of Portfolio Performance Report.


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