Support Board
Date/Time: Sat, 23 Nov 2024 19:52:12 +0000
Post From: incorrect P/L in backtesting
| [2013-07-31 18:36:30] |
| User76625 - Posts: 49 |
|
That's right, I remember reading that section in the past but I couldn't find it this morning. I use replay backtests as I'm using 10-min bars made up of 1-minute data, so bar based BT doesn't give accurate enough results. I was substituting the "Drawdown" column for profit and loss where the stop was hit at open the next morning, and it's probably more accurate than the P/L column, but I don't think that's accurate enough to rely on it. |