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Date/Time: Sun, 29 Dec 2024 14:15:02 +0000



Post From: Backtest Consistency

[2016-05-02 18:03:42]
JamesP - Posts: 89
Hello,
When I run a Auto trade replay backtest(ES) and then rerun it again, exact same settings and dates I'm seeing slight differences. For example a different number of trades taken or P/L. It's not a major difference so if this just has something to do with slightly diff. fills or how the keltner or bars formulate slightly different no big deal,I just want to make sure there are no issues with my spreadsheet formulas. Is this something that happens regularly or should I be seeing the exact same number of trades, Profit e.t.c? Thanks for your time.