backtesting vs real trades

Discussion in 'Strategy Building' started by DTorSwing, Jun 19, 2015.

  1. I feel better now:) just answered above, I do use same strategy, with the same parameters, on multiple assets except I use 15min, 30min, 60min charts
     
    #11     Jun 19, 2015
  2. I just checked, I have about 695 trades with 30 symbols and tested for 18months
    but the fact is, avg net profit in a given 6months is so diff from -PnL to +PnL as I gave in Original post. so is this a bad strategy to go LIVE and work on tweaking? to get +PnL
     
    #12     Jun 19, 2015
  3. How many months were +, how many - ?
     
    #13     Jun 19, 2015
  4. 1st 6 months $3351
    2nd 6 months -$4250
    3rd 6months $1452

    I havent checked each month. I am usually interested in yearly PnL for any strategy, as I get an average of 12months
     
    #14     Jun 19, 2015
  5. IAS_LLC

    IAS_LLC

    How many profitable/unprofitable trades? What are the $ values of your average winner/loser?
     
    #15     Jun 19, 2015
  6. here is whole summary of 30 symbols, run in Ninja's strategy optimiser
    2 choices

    1) choice 1 - 45min chart
    Total # of Trades : 345 (commission paid $694)
    % profitable 45.53 %
    158 winning trades over 189
    avg trade $31.17, total PnL $10,814

    2) choice 2 - 12min chart
    Total # of Trades :1238 (commission paid $2476)
    % profitable 39.82 %
    493 winning trades over 745
    avg trade $6.83, total PnL $8454

    anyone will say, I love the choice1 , due to its super avg per trade $31/
    and due to low # of trades of 45min chart, i can trade more symbols as I am left with more margin !! smart idea ha :)

    what do you all think
     
    #16     Jun 19, 2015
  7. Sergio77

    Sergio77

    In the other thread you used 30 trades. State your formula. You know no statistics. This is not coin tossing.
     
    #17     Jun 20, 2015
  8. Sergio77

    Sergio77

    Write down you formula for those claims. Confirmatory statistics do not apply to backtests. You seem not to understand this. Your statistics knowledge is too limited. Only real trades can be used for those tests. By the time you get 600 trades you may be already broke. Do you understand this or you will continue with absurdities?

    I repeat for you. Statistical testing for hypothetical results makes no sense.
     
    #18     Jun 20, 2015
  9. sorry, were you asking me or the other person who responded
     
    #19     Jun 20, 2015
  10. How did you come up with these numbers?
     
    #20     Jun 20, 2015